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J vs. DUK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between J and DUK is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

J vs. DUK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jacobs Engineering Group Inc. (J) and Duke Energy Corporation (DUK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

J:

0.58

DUK:

0.92

Sortino Ratio

J:

0.86

DUK:

1.48

Omega Ratio

J:

1.12

DUK:

1.18

Calmar Ratio

J:

0.51

DUK:

1.61

Martin Ratio

J:

1.27

DUK:

4.00

Ulcer Index

J:

10.24%

DUK:

4.67%

Daily Std Dev

J:

24.46%

DUK:

18.43%

Max Drawdown

J:

-74.14%

DUK:

-71.92%

Current Drawdown

J:

-13.46%

DUK:

-4.83%

Fundamentals

Market Cap

J:

$15.52B

DUK:

$90.36B

EPS

J:

$3.04

DUK:

$6.02

PE Ratio

J:

42.49

DUK:

19.31

PEG Ratio

J:

1.95

DUK:

2.93

PS Ratio

J:

1.33

DUK:

2.96

PB Ratio

J:

4.02

DUK:

1.82

Total Revenue (TTM)

J:

$8.92B

DUK:

$30.94B

Gross Profit (TTM)

J:

$2.54B

DUK:

$20.44B

EBITDA (TTM)

J:

$906.71M

DUK:

$15.13B

Returns By Period

In the year-to-date period, J achieves a -3.33% return, which is significantly lower than DUK's 10.59% return. Over the past 10 years, J has outperformed DUK with an annualized return of 14.27%, while DUK has yielded a comparatively lower 8.85% annualized return.


J

YTD

-3.33%

1M

9.92%

6M

-7.97%

1Y

14.02%

3Y*

5.16%

5Y*

15.94%

10Y*

14.27%

DUK

YTD

10.59%

1M

-3.08%

6M

4.94%

1Y

16.86%

3Y*

6.33%

5Y*

11.40%

10Y*

8.85%

*Annualized

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Jacobs Engineering Group Inc.

Duke Energy Corporation

Risk-Adjusted Performance

J vs. DUK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

J
The Risk-Adjusted Performance Rank of J is 6767
Overall Rank
The Sharpe Ratio Rank of J is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of J is 6161
Sortino Ratio Rank
The Omega Ratio Rank of J is 6262
Omega Ratio Rank
The Calmar Ratio Rank of J is 7272
Calmar Ratio Rank
The Martin Ratio Rank of J is 6767
Martin Ratio Rank

DUK
The Risk-Adjusted Performance Rank of DUK is 8181
Overall Rank
The Sharpe Ratio Rank of DUK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DUK is 7777
Sortino Ratio Rank
The Omega Ratio Rank of DUK is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DUK is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DUK is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

J vs. DUK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and Duke Energy Corporation (DUK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current J Sharpe Ratio is 0.58, which is lower than the DUK Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of J and DUK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

J vs. DUK - Dividend Comparison

J's dividend yield for the trailing twelve months is around 0.85%, less than DUK's 3.57% yield.


TTM20242023202220212020201920182017201620152014
J
Jacobs Engineering Group Inc.
0.85%0.76%0.79%0.76%0.60%0.69%0.75%1.02%0.90%0.00%0.00%0.00%
DUK
Duke Energy Corporation
3.57%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%

Drawdowns

J vs. DUK - Drawdown Comparison

The maximum J drawdown since its inception was -74.14%, roughly equal to the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for J and DUK. For additional features, visit the drawdowns tool.


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Volatility

J vs. DUK - Volatility Comparison

Jacobs Engineering Group Inc. (J) has a higher volatility of 9.07% compared to Duke Energy Corporation (DUK) at 7.14%. This indicates that J's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

J vs. DUK - Financials Comparison

This section allows you to compare key financial metrics between Jacobs Engineering Group Inc. and Duke Energy Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-2.00B0.002.00B4.00B6.00B8.00B20212022202320242025
2.91B
8.25B
(J) Total Revenue
(DUK) Total Revenue
Values in USD except per share items

J vs. DUK - Profitability Comparison

The chart below illustrates the profitability comparison between Jacobs Engineering Group Inc. and Duke Energy Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
25.4%
51.9%
(J) Gross Margin
(DUK) Gross Margin
J - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Jacobs Engineering Group Inc. reported a gross profit of 738.35M and revenue of 2.91B. Therefore, the gross margin over that period was 25.4%.

DUK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Duke Energy Corporation reported a gross profit of 4.28B and revenue of 8.25B. Therefore, the gross margin over that period was 51.9%.

J - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Jacobs Engineering Group Inc. reported an operating income of 208.65M and revenue of 2.91B, resulting in an operating margin of 7.2%.

DUK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Duke Energy Corporation reported an operating income of 2.34B and revenue of 8.25B, resulting in an operating margin of 28.4%.

J - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Jacobs Engineering Group Inc. reported a net income of 5.61M and revenue of 2.91B, resulting in a net margin of 0.2%.

DUK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Duke Energy Corporation reported a net income of 1.38B and revenue of 8.25B, resulting in a net margin of 16.7%.