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

Correlation

The correlation between J and MTZ is 0.33, 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.


-0.50.00.51.00.3

Performance

J vs. MTZ - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,821.08%
1,965.62%
J
MTZ

Key characteristics

Sharpe Ratio

J:

1.46

MTZ:

2.35

Sortino Ratio

J:

1.91

MTZ:

3.02

Omega Ratio

J:

1.27

MTZ:

1.37

Calmar Ratio

J:

2.26

MTZ:

1.94

Martin Ratio

J:

5.30

MTZ:

16.10

Ulcer Index

J:

5.66%

MTZ:

5.81%

Daily Std Dev

J:

20.62%

MTZ:

39.90%

Max Drawdown

J:

-74.14%

MTZ:

-97.72%

Current Drawdown

J:

-9.05%

MTZ:

-7.69%

Fundamentals

Market Cap

J:

$16.70B

MTZ:

$10.82B

EPS

J:

$4.79

MTZ:

$1.13

PE Ratio

J:

28.11

MTZ:

120.83

PEG Ratio

J:

1.64

MTZ:

1.02

Total Revenue (TTM)

J:

$15.62B

MTZ:

$12.18B

Gross Profit (TTM)

J:

$3.35B

MTZ:

$1.13B

EBITDA (TTM)

J:

$1.19B

MTZ:

$900.99M

Returns By Period

In the year-to-date period, J achieves a 26.33% return, which is significantly lower than MTZ's 80.35% return. Over the past 10 years, J has underperformed MTZ with an annualized return of 14.71%, while MTZ has yielded a comparatively higher 20.18% annualized return.


J

YTD

26.33%

1M

2.45%

6M

15.85%

1Y

28.57%

5Y*

13.55%

10Y*

14.71%

MTZ

YTD

80.35%

1M

-3.03%

6M

22.33%

1Y

88.51%

5Y*

16.12%

10Y*

20.18%

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Risk-Adjusted Performance

J vs. MTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and MasTec, Inc. (MTZ). 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 1.46, compared to the broader market-4.00-2.000.002.001.462.35
The chart of Sortino ratio for J, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.913.02
The chart of Omega ratio for J, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.37
The chart of Calmar ratio for J, currently valued at 2.26, compared to the broader market0.002.004.006.002.261.94
The chart of Martin ratio for J, currently valued at 5.30, compared to the broader market-5.000.005.0010.0015.0020.0025.005.3016.10
J
MTZ

The current J Sharpe Ratio is 1.46, which is lower than the MTZ Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of J and MTZ, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.46
2.35
J
MTZ

Dividends

J vs. MTZ - Dividend Comparison

J's dividend yield for the trailing twelve months is around 0.82%, while MTZ has not paid dividends to shareholders.


TTM2023202220212020201920182017
J
Jacobs Engineering Group Inc.
0.82%0.84%0.84%0.66%0.73%0.79%1.23%1.00%
MTZ
MasTec, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

J vs. MTZ - Drawdown Comparison

The maximum J drawdown since its inception was -74.14%, smaller than the maximum MTZ drawdown of -97.72%. Use the drawdown chart below to compare losses from any high point for J and MTZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.05%
-7.69%
J
MTZ

Volatility

J vs. MTZ - Volatility Comparison

The current volatility for Jacobs Engineering Group Inc. (J) is 5.07%, while MasTec, Inc. (MTZ) has a volatility of 10.74%. This indicates that J experiences smaller price fluctuations and is considered to be less risky than MTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.07%
10.74%
J
MTZ

Financials

J vs. MTZ - Financials Comparison

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


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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