J vs. EME
J (Jacobs Engineering Group Inc.) and EME (EMCOR Group, Inc.) are both stocks. Both operate in the Engineering & Construction industry within the Industrials sector. Over the past 10 years, J returned 12.18%/yr vs 33.72%/yr for EME. At a 0.49 correlation, their price movements are largely independent.
Performance
J vs. EME - Performance Comparison
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Returns By Period
In the year-to-date period, J achieves a -6.17% return, which is significantly lower than EME's 38.34% return. Over the past 10 years, J has underperformed EME with an annualized return of 12.18%, while EME has yielded a comparatively higher 33.72% annualized return.
J
- 1D
- 1.89%
- 1M
- -9.22%
- YTD
- -6.17%
- 6M
- -11.69%
- 1Y
- -0.59%
- 3Y*
- 10.72%
- 5Y*
- 1.89%
- 10Y*
- 12.18%
EME
- 1D
- 0.70%
- 1M
- -9.41%
- YTD
- 38.34%
- 6M
- 33.21%
- 1Y
- 75.50%
- 3Y*
- 71.02%
- 5Y*
- 46.50%
- 10Y*
- 33.72%
J vs. EME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | -6.17% | 2.13% | 24.23% | 9.02% | -13.12% | 28.60% | 22.36% | 54.99% | -10.58% | 16.98% |
EME EMCOR Group, Inc. | 38.34% | 35.05% | 111.27% | 46.03% | 16.81% | 39.93% | 6.47% | 45.18% | -26.68% | 16.09% |
Correlation
The correlation between J and EME is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 1995 | 0.49 |
The correlation between J and EME shifts across timeframes, from 0.32 (1 year) to 0.55 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
J:
$2.83
EME:
$29.65
J:
43.66
EME:
28.51
J:
7.85
EME:
0.67
J:
0.84
EME:
2.14
J:
$13.17B
EME:
$17.75B
J:
$3.08B
EME:
$3.47B
J:
$845.72M
EME:
$2.03B
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Return for Risk
J vs. EME — Risk / Return Rank
J
EME
J vs. EME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and EMCOR Group, Inc. (EME). 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.
| J | EME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.36 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 3.02 | -3.04 |
| Martin ratioReturn relative to average drawdown | -0.04 | 7.61 | -7.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| J | EME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 2.00 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 1.41 | -1.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 1.03 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.60 | -0.21 |
Drawdowns
J vs. EME - Drawdown Comparison
The maximum J drawdown since its inception was -74.14%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for J and EME.
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Drawdown Indicators
| J | EME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.14% | -70.56% | -3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -34.44% | -25.15% | -9.29% |
Max Drawdown (3Y)Largest decline over 3 years | -34.44% | -36.19% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.44% | -36.19% | +1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -48.00% | +8.67% |
Current DrawdownCurrent decline from peak | -24.24% | -10.42% | -13.82% |
Average DrawdownAverage peak-to-trough decline | -26.17% | -15.37% | -10.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.05% | 9.96% | +5.09% |
Volatility
J vs. EME - Volatility Comparison
Jacobs Engineering Group Inc. (J) has a higher volatility of 13.73% compared to EMCOR Group, Inc. (EME) at 6.73%. This indicates that J's price experiences larger fluctuations and is considered to be riskier than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J | EME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.73% | 6.73% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 25.45% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.26% | 37.87% | -6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.03% | 33.26% | -7.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.77% | 32.94% | -5.17% |
Dividends
J vs. EME - Dividend Comparison
J's dividend yield for the trailing twelve months is around 1.10%, more than EME's 0.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 0.15% | 0.16% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% |
J Jacobs Engineering Group Inc. | 1.10% | 1.96% | 0.76% | 0.80% | 0.77% | 0.60% | 0.70% | 0.76% | 1.03% | 0.91% | 0.00% | 0.00% |
Financials
J vs. EME - Financials Comparison
This section allows you to compare key financial metrics between Jacobs Engineering Group Inc. and EMCOR Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
J vs. EME - Profitability Comparison
J - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jacobs Engineering Group Inc. reported a gross profit of 794.89M and revenue of 3.69B. Therefore, the gross margin over that period was 21.5%.
EME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a gross profit of 863.95M and revenue of 4.63B. Therefore, the gross margin over that period was 18.7%.
J - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jacobs Engineering Group Inc. reported an operating income of -81.18M and revenue of 3.69B, resulting in an operating margin of -2.2%.
EME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported an operating income of 403.85M and revenue of 4.63B, resulting in an operating margin of 8.7%.
J - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jacobs Engineering Group Inc. reported a net income of -175.69M and revenue of 3.69B, resulting in a net margin of -4.8%.
EME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a net income of 305.48M and revenue of 4.63B, resulting in a net margin of 6.6%.
Frequently Asked Questions
J and EME have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
J has higher volatility (13.73%) compared to EME (6.73%). In terms of maximum drawdown, J dropped -74.14% vs EME's -70.56%.
EME currently has the higher Sharpe Ratio (2.00 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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