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

Correlation

The correlation between J and STAG is 0.37, 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.


-0.50.00.51.00.4

Performance

J vs. STAG - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
253.27%
485.00%
J
STAG

Key characteristics

Sharpe Ratio

J:

1.46

STAG:

-0.40

Sortino Ratio

J:

1.91

STAG:

-0.44

Omega Ratio

J:

1.27

STAG:

0.95

Calmar Ratio

J:

2.26

STAG:

-0.36

Martin Ratio

J:

5.30

STAG:

-1.10

Ulcer Index

J:

5.66%

STAG:

7.07%

Daily Std Dev

J:

20.62%

STAG:

19.72%

Max Drawdown

J:

-74.14%

STAG:

-45.08%

Current Drawdown

J:

-9.05%

STAG:

-20.08%

Fundamentals

Market Cap

J:

$16.70B

STAG:

$6.58B

EPS

J:

$4.79

STAG:

$0.99

PE Ratio

J:

28.11

STAG:

35.74

PEG Ratio

J:

1.64

STAG:

-402.43

Total Revenue (TTM)

J:

$15.62B

STAG:

$751.37M

Gross Profit (TTM)

J:

$3.35B

STAG:

$382.24M

EBITDA (TTM)

J:

$1.19B

STAG:

$574.17M

Returns By Period

In the year-to-date period, J achieves a 26.33% return, which is significantly higher than STAG's -10.35% return. Over the past 10 years, J has outperformed STAG with an annualized return of 14.71%, while STAG has yielded a comparatively lower 8.51% annualized return.


J

YTD

26.33%

1M

2.45%

6M

15.85%

1Y

28.57%

5Y*

13.55%

10Y*

14.71%

STAG

YTD

-10.35%

1M

-5.72%

6M

-2.42%

1Y

-9.12%

5Y*

6.30%

10Y*

8.51%

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Risk-Adjusted Performance

J vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and STAG Industrial, Inc. (STAG). 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-4.00-2.000.002.001.46-0.40
The chart of Sortino ratio for J, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.91-0.44
The chart of Omega ratio for J, currently valued at 1.27, compared to the broader market0.501.001.502.001.270.95
The chart of Calmar ratio for J, currently valued at 2.26, compared to the broader market0.002.004.006.002.26-0.36
The chart of Martin ratio for J, currently valued at 5.30, compared to the broader market-5.000.005.0010.0015.0020.0025.005.30-1.10
J
STAG

The current J Sharpe Ratio is 1.46, which is higher than the STAG Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of J and STAG, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.46
-0.40
J
STAG

Dividends

J vs. STAG - Dividend Comparison

J's dividend yield for the trailing twelve months is around 0.82%, less than STAG's 4.36% yield.


TTM20232022202120202019201820172016201520142013
J
Jacobs Engineering Group Inc.
0.82%0.84%0.84%0.66%0.73%0.79%1.23%1.00%0.00%0.00%0.00%0.00%
STAG
STAG Industrial, Inc.
4.36%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%

Drawdowns

J vs. STAG - Drawdown Comparison

The maximum J drawdown since its inception was -74.14%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for J and STAG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.05%
-20.08%
J
STAG

Volatility

J vs. STAG - Volatility Comparison

The current volatility for Jacobs Engineering Group Inc. (J) is 5.07%, while STAG Industrial, Inc. (STAG) has a volatility of 6.91%. This indicates that J experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.07%
6.91%
J
STAG

Financials

J vs. STAG - Financials Comparison

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