J vs. EXPO
J (Jacobs Engineering Group Inc.) and EXPO (Exponent, Inc.) are both stocks. Both are in the Industrials sector — J in Engineering & Construction, EXPO in Consulting Services. Over the past 10 years, J returned 11.93%/yr vs 9.03%/yr for EXPO. At a 0.26 correlation, their price movements are largely independent.
Performance
J vs. EXPO - Performance Comparison
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Returns By Period
In the year-to-date period, J achieves a -8.91% return, which is significantly higher than EXPO's -14.63% return. Over the past 10 years, J has outperformed EXPO with an annualized return of 11.93%, while EXPO has yielded a comparatively lower 9.03% annualized return.
J
- 1D
- -2.11%
- 1M
- 1.61%
- YTD
- -8.91%
- 6M
- -13.86%
- 1Y
- -5.06%
- 3Y*
- 9.02%
- 5Y*
- 1.56%
- 10Y*
- 11.93%
EXPO
- 1D
- -1.54%
- 1M
- -3.86%
- YTD
- -14.63%
- 6M
- -17.61%
- 1Y
- -22.77%
- 3Y*
- -13.93%
- 5Y*
- -6.72%
- 10Y*
- 9.03%
J vs. EXPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | -8.91% | 2.13% | 24.23% | 9.02% | -13.12% | 28.60% | 22.36% | 54.99% | -10.58% | 16.98% |
EXPO Exponent, Inc. | -14.63% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
Correlation
The correlation between J and EXPO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 1990 | 0.26 |
Over the past year, J and EXPO have become more correlated (0.51) than their long-term average of 0.26, meaning their price movements have been converging.
Fundamentals
J:
$2.83
EXPO:
$2.14
J:
42.38
EXPO:
27.47
J:
7.62
EXPO:
13.02
J:
0.82
EXPO:
6.85
J:
$13.17B
EXPO:
$436.51M
J:
$3.08B
EXPO:
$95.87M
J:
$845.72M
EXPO:
$153.50M
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Return for Risk
J vs. EXPO — Risk / Return Rank
J
EXPO
J vs. EXPO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and Exponent, Inc. (EXPO). 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 | EXPO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.89 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | -0.70 | +0.56 |
| Martin ratioReturn relative to average drawdown | -0.33 | -1.80 | +1.47 |
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 | EXPO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -0.74 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.22 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.31 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.22 | +0.17 |
Drawdowns
J vs. EXPO - Drawdown Comparison
The maximum J drawdown since its inception was -74.14%, smaller than the maximum EXPO drawdown of -86.44%. Use the drawdown chart below to compare losses from any high point for J and EXPO.
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Drawdown Indicators
| J | EXPO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.14% | -86.44% | +12.30% |
Max Drawdown (1Y)Largest decline over 1 year | -34.44% | -32.45% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -34.44% | -52.37% | +17.93% |
Max Drawdown (5Y)Largest decline over 5 years | -34.44% | -54.79% | +20.35% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -54.79% | +15.46% |
Current DrawdownCurrent decline from peak | -26.45% | -50.26% | +23.81% |
Average DrawdownAverage peak-to-trough decline | -26.17% | -32.72% | +6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.22% | 12.67% | +2.55% |
Volatility
J vs. EXPO - Volatility Comparison
The current volatility for Jacobs Engineering Group Inc. (J) is 11.34%, while Exponent, Inc. (EXPO) has a volatility of 12.62%. This indicates that J experiences smaller price fluctuations and is considered to be less risky than EXPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J | EXPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.34% | 12.62% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 24.75% | 25.38% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.33% | 31.02% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.05% | 30.06% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.79% | 28.89% | -1.10% |
Dividends
J vs. EXPO - Dividend Comparison
J's dividend yield for the trailing twelve months is around 1.13%, less than EXPO's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 2.08% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
J Jacobs Engineering Group Inc. | 1.13% | 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. EXPO - Financials Comparison
This section allows you to compare key financial metrics between Jacobs Engineering Group Inc. and Exponent, 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
Frequently Asked Questions
J and EXPO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPO has higher volatility (12.62%) compared to J (11.34%). In terms of maximum drawdown, J dropped -74.14% vs EXPO's -86.44%.
J currently has the higher Sharpe Ratio (-0.16 vs -0.74), 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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