J vs. TT
Compare and contrast key facts about Jacobs Engineering Group Inc. (J) and Trane Technologies plc (TT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: J or TT.
Performance
J vs. TT - Performance Comparison
Returns By Period
In the year-to-date period, J achieves a 23.31% return, which is significantly lower than TT's 69.94% return. Over the past 10 years, J has underperformed TT with an annualized return of 13.32%, while TT has yielded a comparatively higher 25.89% annualized return.
J
23.31%
-7.50%
15.86%
27.96%
12.20%
13.32%
TT
69.94%
2.58%
23.90%
84.00%
34.62%
25.89%
Fundamentals
| J | TT | |
|---|---|---|
| Market Cap | $16.46B | $92.94B |
| EPS | $4.80 | $10.85 |
| PE Ratio | 27.60 | 37.89 |
| PEG Ratio | 1.25 | 2.94 |
| Total Revenue (TTM) | $15.62B | $19.39B |
| Gross Profit (TTM) | $3.35B | $6.84B |
| EBITDA (TTM) | $1.19B | $3.73B |
Key characteristics
| J | TT | |
|---|---|---|
| Sharpe Ratio | 0.75 | 3.65 |
| Sortino Ratio | 1.05 | 4.45 |
| Omega Ratio | 1.16 | 1.59 |
| Calmar Ratio | 1.05 | 8.98 |
| Martin Ratio | 3.26 | 31.98 |
| Ulcer Index | 5.16% | 2.60% |
| Daily Std Dev | 22.42% | 22.84% |
| Max Drawdown | -74.14% | -77.92% |
| Current Drawdown | -11.22% | -0.93% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between J and TT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
J vs. TT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and Trane Technologies plc (TT). 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.
Dividends
J vs. TT - Dividend Comparison
J's dividend yield for the trailing twelve months is around 0.80%, which matches TT's 0.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | 0.80% | 0.96% | 0.84% | 0.66% | 0.77% | 0.79% | 1.13% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% |
TT Trane Technologies plc | 0.80% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% | 1.09% |
Drawdowns
J vs. TT - Drawdown Comparison
The maximum J drawdown since its inception was -74.14%, roughly equal to the maximum TT drawdown of -77.92%. Use the drawdown chart below to compare losses from any high point for J and TT. For additional features, visit the drawdowns tool.
Volatility
J vs. TT - Volatility Comparison
Jacobs Engineering Group Inc. (J) has a higher volatility of 9.65% compared to Trane Technologies plc (TT) at 7.48%. This indicates that J's price experiences larger fluctuations and is considered to be riskier than TT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
J vs. TT - Financials Comparison
This section allows you to compare key financial metrics between Jacobs Engineering Group Inc. and Trane Technologies plc. 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