J vs. MTZ
J (Jacobs Engineering Group Inc.) and MTZ (MasTec, Inc.) are both stocks. Both operate in the Engineering & Construction industry within the Industrials sector. Over the past 10 years, J returned 12.95%/yr vs 26.84%/yr for MTZ. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
J vs. MTZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, J achieves a 2.45% return, which is significantly lower than MTZ's 21.04% return. Over the past 10 years, J has underperformed MTZ with an annualized return of 12.95%, while MTZ has yielded a comparatively higher 26.84% annualized return.
J
- 1D
- 1.64%
- 1M
- 5.50%
- 6M
- 0.33%
- YTD
- 2.45%
- 1Y
- -1.98%
- 3Y*
- 10.13%
- 5Y*
- 4.89%
- 10Y*
- 12.95%
- ALL TIME*
- 13.31%
MTZ
- 1D
- -18.91%
- 1M
- -29.55%
- 6M
- 9.41%
- YTD
- 21.04%
- 1Y
- 51.16%
- 3Y*
- 29.22%
- 5Y*
- 21.05%
- 10Y*
- 26.84%
- ALL TIME*
- 10.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $108.51M | $112.80M | $159.36M | |
MTZ MasTec, Inc. | $454.74M | $454.53M | $465.65M |
J vs. MTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | 2.45% | 2.13% | 24.23% | 9.02% | -13.12% | 28.60% | 22.36% | 54.99% | -10.58% | 16.98% |
MTZ MasTec, Inc. | 21.04% | 59.67% | 79.79% | -11.26% | -7.53% | 35.35% | 6.27% | 58.19% | -17.14% | 27.97% |
Correlation
The correlation between J and MTZ is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.33 |
The correlation between J and MTZ shifts across timeframes, from 0.19 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
J:
$15.93B
MTZ:
$20.79B
J:
$3.19
MTZ:
$6.39
J:
42.26
MTZ:
41.18
J:
7.60
MTZ:
0.39
J:
0.82
MTZ:
1.29
J:
$13.17B
MTZ:
$16.11B
J:
$3.08B
MTZ:
$1.85B
J:
$845.72M
MTZ:
$1.10B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
J vs. MTZ — Risk / Return Rank
J
MTZ
J vs. MTZ - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| J | MTZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 0.98 | -1.10 |
| Martin ratioReturn relative to average drawdown | -0.23 | 4.39 | -4.61 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| J | MTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.14% | -97.72% | +23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -34.44% | -39.86% | +5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -34.44% | -52.75% | +18.31% |
Max Drawdown (5Y)Largest decline over 5 years | -34.44% | -61.01% | +26.57% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -67.92% | +28.59% |
Current DrawdownCurrent decline from peak | -17.27% | -39.86% | +22.59% |
Average DrawdownAverage peak-to-trough decline | -26.15% | -51.75% | +25.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.35% | 9.06% | +8.29% |
Volatility
J vs. MTZ - Volatility Comparison
The current volatility for Jacobs Engineering Group Inc. (J) is 8.43%, while MasTec, Inc. (MTZ) has a volatility of 30.11%. 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.
Loading charts...
Volatility by Period
| J | MTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 30.11% | -21.68% |
Volatility (6M)Calculated over the trailing 6-month period | 26.57% | 43.40% | -16.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.78% | 50.65% | -17.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.29% | 44.84% | -18.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.83% | 44.85% | -17.02% |
Dividends
J vs. MTZ - Dividend Comparison
J's dividend yield for the trailing twelve months is around 1.01%, while MTZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | 1.01% | 1.96% | 0.76% | 0.80% | 0.77% | 0.60% | 0.70% | 0.76% | 1.03% | 0.91% |
MTZ MasTec, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
J vs. MTZ - Profitability Comparison
J - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
MTZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, MasTec, Inc. reported a gross profit of 556.28M and revenue of 4.37B. Therefore, the gross margin over that period was 12.7%.
J - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.
MTZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, MasTec, Inc. reported an operating income of 226.20M and revenue of 4.37B, resulting in an operating margin of 5.2%.
J - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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%.
MTZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, MasTec, Inc. reported a net income of 130.12M and revenue of 4.37B, resulting in a net margin of 3.0%.
Frequently Asked Questions
J and MTZ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTZ has higher volatility (30.11%) compared to J (8.43%). In terms of maximum drawdown, J dropped -74.14% vs MTZ's -97.72%.
MTZ currently has the higher Sharpe Ratio (0.77 vs -0.12), 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.
Find the right allocation for J and MTZ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer