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

Correlation

The correlation between J and DUK is 0.18, 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.


-0.50.00.51.00.2

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.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
12.31%
5.37%
J
DUK

Key characteristics

Sharpe Ratio

J:

1.44

DUK:

1.22

Sortino Ratio

J:

1.89

DUK:

1.78

Omega Ratio

J:

1.27

DUK:

1.21

Calmar Ratio

J:

2.34

DUK:

1.35

Martin Ratio

J:

4.74

DUK:

4.69

Ulcer Index

J:

6.21%

DUK:

4.32%

Daily Std Dev

J:

20.52%

DUK:

16.58%

Max Drawdown

J:

-74.14%

DUK:

-71.92%

Current Drawdown

J:

-5.37%

DUK:

-7.40%

Fundamentals

Market Cap

J:

$17.27B

DUK:

$84.40B

EPS

J:

$4.82

DUK:

$5.57

PE Ratio

J:

28.89

DUK:

19.62

PEG Ratio

J:

1.69

DUK:

2.74

Total Revenue (TTM)

J:

$11.46B

DUK:

$23.00B

Gross Profit (TTM)

J:

$2.50B

DUK:

$11.30B

EBITDA (TTM)

J:

$908.15M

DUK:

$10.81B

Returns By Period

In the year-to-date period, J achieves a 5.70% return, which is significantly higher than DUK's 2.81% return. Over the past 10 years, J has outperformed DUK with an annualized return of 16.49%, while DUK has yielded a comparatively lower 6.64% annualized return.


J

YTD

5.70%

1M

4.04%

6M

12.31%

1Y

27.68%

5Y*

13.01%

10Y*

16.49%

DUK

YTD

2.81%

1M

2.30%

6M

5.37%

1Y

21.28%

5Y*

7.18%

10Y*

6.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 8383
Overall Rank
The Sharpe Ratio Rank of J is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of J is 7878
Sortino Ratio Rank
The Omega Ratio Rank of J is 8080
Omega Ratio Rank
The Calmar Ratio Rank of J is 9292
Calmar Ratio Rank
The Martin Ratio Rank of J is 8080
Martin Ratio Rank

DUK
The Risk-Adjusted Performance Rank of DUK is 7979
Overall Rank
The Sharpe Ratio Rank of DUK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DUK is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DUK is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DUK is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DUK is 8080
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.


Sharpe ratio
The chart of Sharpe ratio for J, currently valued at 1.44, compared to the broader market-2.000.002.004.001.441.22
The chart of Sortino ratio for J, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.006.001.891.78
The chart of Omega ratio for J, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.21
The chart of Calmar ratio for J, currently valued at 2.34, compared to the broader market0.002.004.006.002.341.35
The chart of Martin ratio for J, currently valued at 4.74, compared to the broader market0.0010.0020.0030.004.744.69
J
DUK

The current J Sharpe Ratio is 1.44, which is comparable to the DUK Sharpe Ratio of 1.22. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.44
1.22
J
DUK

Dividends

J vs. DUK - Dividend Comparison

J's dividend yield for the trailing twelve months is around 0.75%, less than DUK's 3.74% yield.


TTM20242023202220212020201920182017201620152014
J
Jacobs Engineering Group Inc.
0.75%0.80%0.92%0.80%0.69%0.73%0.79%1.08%1.04%0.00%0.00%0.00%
DUK
Duke Energy Corporation
3.74%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.37%
-7.40%
J
DUK

Volatility

J vs. DUK - Volatility Comparison

The current volatility for Jacobs Engineering Group Inc. (J) is 4.30%, while Duke Energy Corporation (DUK) has a volatility of 5.05%. This indicates that J experiences smaller price fluctuations and is considered to be less risky than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.30%
5.05%
J
DUK

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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