J vs. VOO
J (Jacobs Engineering Group Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, J returned 12.81%/yr vs 15.15%/yr for VOO. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
J vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, J achieves a 0.46% return, which is significantly lower than VOO's 10.72% return. Over the past 10 years, J has underperformed VOO with an annualized return of 12.81%, while VOO has yielded a comparatively higher 15.15% annualized return.
J
- 1D
- 2.04%
- 1M
- 6.00%
- 6M
- -5.96%
- YTD
- 0.46%
- 1Y
- -2.94%
- 3Y*
- 10.81%
- 5Y*
- 5.01%
- 10Y*
- 12.81%
VOO
- 1D
- -0.53%
- 1M
- 0.35%
- 6M
- 9.07%
- YTD
- 10.72%
- 1Y
- 21.71%
- 3Y*
- 20.11%
- 5Y*
- 13.31%
- 10Y*
- 15.15%
J vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | 0.46% | 2.13% | 24.23% | 9.02% | -13.12% | 28.60% | 22.36% | 54.99% | -10.58% | 16.98% |
VOO Vanguard S&P 500 ETF | 10.72% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between J and VOO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.63 |
Over the past year, the correlation between J and VOO has dropped to 0.37 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
J vs. VOO — Risk / Return Rank
J
VOO
J vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.32 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 2.45 | -2.54 |
| Martin ratioReturn relative to average drawdown | -0.17 | 10.68 | -10.85 |
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Drawdowns
J vs. VOO - Drawdown Comparison
The maximum J drawdown since its inception was -74.14%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for J and VOO.
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Drawdown Indicators
| J | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.14% | -33.99% | -40.15% |
Max Drawdown (1Y)Largest decline over 1 year | -34.44% | -8.90% | -25.54% |
Max Drawdown (3Y)Largest decline over 3 years | -34.44% | -18.69% | -15.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.44% | -24.52% | -9.92% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -33.99% | -5.34% |
Current DrawdownCurrent decline from peak | -18.88% | -0.88% | -18.00% |
Average DrawdownAverage peak-to-trough decline | -26.16% | -3.67% | -22.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.92% | 2.04% | +14.88% |
Volatility
J vs. VOO - Volatility Comparison
Jacobs Engineering Group Inc. (J) has a higher volatility of 7.18% compared to Vanguard S&P 500 ETF (VOO) at 3.48%. This indicates that J's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 3.48% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 26.09% | 9.98% | +16.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.39% | 12.52% | +19.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.22% | 16.92% | +9.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.77% | 17.99% | +9.78% |
Dividends
J vs. VOO - Dividend Comparison
J's dividend yield for the trailing twelve months is around 1.03%, less than VOO's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | 1.03% | 1.96% | 0.76% | 0.80% | 0.77% | 0.60% | 0.70% | 0.76% | 1.03% | 0.91% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.06% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
J and VOO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
J has higher volatility (7.18%) compared to VOO (3.48%). In terms of maximum drawdown, J dropped -74.14% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.74 vs -0.09), 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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