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J vs. KBR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

J vs. KBR - Performance Comparison

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

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Returns By Period

In the year-to-date period, J achieves a -8.91% return, which is significantly higher than KBR's -12.02% return. Over the past 10 years, J has outperformed KBR with an annualized return of 11.93%, while KBR has yielded a comparatively lower 10.66% 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%

KBR

1D
-0.98%
1M
8.21%
YTD
-12.02%
6M
-18.59%
1Y
-33.30%
3Y*
-16.90%
5Y*
-1.20%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

J vs. KBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
KBR
KBR, Inc.
-12.02%-29.66%5.58%5.94%11.93%55.64%3.23%103.61%-22.05%21.16%

Correlation

The correlation between J and KBR is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2006

0.64

The correlation between J and KBR has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

Fundamentals

EPS

J:

$2.83

KBR:

$3.11

PE Ratio

J:

42.38

KBR:

11.33

PEG Ratio

J:

7.62

KBR:

0.07

PS Ratio

J:

0.82

KBR:

0.59

Total Revenue (TTM)

J:

$13.17B

KBR:

$7.69B

Gross Profit (TTM)

J:

$3.08B

KBR:

$1.12B

EBITDA (TTM)

J:

$845.72M

KBR:

$883.00M

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Return for Risk

J vs. KBR — Risk / Return Rank

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

J
J Risk / Return Rank: 3434
Overall Rank
J Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
J Sortino Ratio Rank: 3131
Sortino Ratio Rank
J Omega Ratio Rank: 3131
Omega Ratio Rank
J Calmar Ratio Rank: 3838
Calmar Ratio Rank
J Martin Ratio Rank: 3636
Martin Ratio Rank

KBR
KBR Risk / Return Rank: 77
Overall Rank
KBR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
KBR Sortino Ratio Rank: 66
Sortino Ratio Rank
KBR Omega Ratio Rank: 77
Omega Ratio Rank
KBR Calmar Ratio Rank: 1313
Calmar Ratio Rank
KBR Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

J vs. KBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and KBR, Inc. (KBR). 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.


JKBRDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.00

0.82

+0.18

Calmar ratioReturn relative to maximum drawdown

-0.15

-0.77

+0.63

Martin ratioReturn relative to average drawdown

-0.33

-1.54

+1.20

J vs. KBR - Sharpe Ratio Comparison

The current J Sharpe Ratio is -0.16, which is higher than the KBR Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of J and KBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JKBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

-1.06

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.04

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.29

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.10

+0.29

Drawdowns

J vs. KBR - Drawdown Comparison

The maximum J drawdown since its inception was -74.14%, roughly equal to the maximum KBR drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for J and KBR.


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Drawdown Indicators


JKBRDifference

Max Drawdown

Largest peak-to-trough decline

-74.14%

-77.47%

+3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-34.44%

-43.18%

+8.74%

Max Drawdown (3Y)

Largest decline over 3 years

-34.44%

-57.39%

+22.95%

Max Drawdown (5Y)

Largest decline over 5 years

-34.44%

-57.39%

+22.95%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

-57.94%

+18.61%

Current Drawdown

Current decline from peak

-26.45%

-50.09%

+23.64%

Average Drawdown

Average peak-to-trough decline

-26.17%

-33.94%

+7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.22%

21.71%

-6.49%

Volatility

J vs. KBR - Volatility Comparison

The current volatility for Jacobs Engineering Group Inc. (J) is 11.34%, while KBR, Inc. (KBR) has a volatility of 12.12%. This indicates that J experiences smaller price fluctuations and is considered to be less risky than KBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JKBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.34%

12.12%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

24.75%

24.71%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

31.33%

31.66%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.05%

28.59%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.79%

36.83%

-9.04%

Dividends

J vs. KBR - Dividend Comparison

J's dividend yield for the trailing twelve months is around 1.13%, less than KBR's 1.87% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
KBR
KBR, Inc.
1.87%1.64%1.04%0.97%0.91%0.92%1.29%1.05%2.11%1.61%1.92%1.89%

Financials

J vs. KBR - Financials Comparison

This section allows you to compare key financial metrics between Jacobs Engineering Group Inc. and KBR, 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.


Quarterly
Annual

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


-1.00B0.001.00B2.00B3.00B4.00B20222023202420252026
3.69B
1.92B
(J) Total Revenue
(KBR) Total Revenue
Values in USD except per share items

J vs. KBR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%20222023202420252026
21.5%
13.8%
Portfolio components
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%.

KBR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KBR, Inc. reported a gross profit of 265.00M and revenue of 1.92B. Therefore, the gross margin over that period was 13.8%.

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%.

KBR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KBR, Inc. reported an operating income of 180.00M and revenue of 1.92B, resulting in an operating margin of 9.4%.

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%.

KBR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KBR, Inc. reported a net income of 102.00M and revenue of 1.92B, resulting in a net margin of 5.3%.


Frequently Asked Questions


J and KBR have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBR has higher volatility (12.12%) compared to J (11.34%). In terms of maximum drawdown, J dropped -74.14% vs KBR's -77.47%.

J currently has the higher Sharpe Ratio (-0.16 vs -1.06), 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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