J vs. VOO

Last updated Jun 25, 2026

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 12.55%/yr vs 15.60%/yr for VOO. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

J vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jacobs Engineering Group Inc. (J) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, J achieves a -7.34% return, which is significantly lower than VOO's 8.08% return. Over the past 10 years, J has underperformed VOO with an annualized return of 12.55%, while VOO has yielded a comparatively higher 15.60% annualized return.

J

• 1D: 0.94%
• 1M: 6.41%
• YTD: -7.34%
• 6M: -9.82%
• 1Y: -4.81%
• 3Y*: 10.20%
• 5Y*: 2.59%
• 10Y*: 12.55%

VOO

• 1D: -0.10%
• 1M: -1.44%
• YTD: 8.08%
• 6M: 6.78%
• 1Y: 22.23%
• 3Y*: 20.75%
• 5Y*: 13.02%
• 10Y*: 15.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

J vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
J Jacobs Engineering Group Inc.	-7.34%	2.13%	24.23%	9.02%	-13.12%	28.60%	22.36%	54.99%	-10.58%	16.98%
VOO Vanguard S&P 500 ETF	8.08%	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 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.58
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 0.42 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

Return for Risk

J vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

J

J Risk / Return Rank: 36
J Sharpe Ratio Rank: 37
J Sortino Ratio Rank: 33
J Omega Ratio Rank: 32
J Calmar Ratio Rank: 39
J Martin Ratio Rank: 38

VOO

VOO Risk / Return Rank: 60
VOO Sharpe Ratio Rank: 59
VOO Sortino Ratio Rank: 57
VOO Omega Ratio Rank: 59
VOO Calmar Ratio Rank: 57
VOO Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	-0.15	1.80	-1.95
Sortino ratio: Return per unit of downside risk	0.01	2.46	-2.45
Omega ratio: Gain probability vs. loss probability	1.00	1.33	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.14	2.51	-2.65
Martin ratio: Return relative to average drawdown	-0.30	11.16	-11.46

J vs. VOO - Sharpe Ratio Comparison

The current J Sharpe Ratio is -0.15, which is lower than the VOO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of J and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	J	VOO	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-25.18%	-3.23%	-21.95%
Average Drawdown Average peak-to-trough decline	-26.17%	-3.68%	-22.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.06%	2.00%	+14.06%

Volatility

J vs. VOO - Volatility Comparison

Jacobs Engineering Group Inc. (J) has a higher volatility of 9.29% compared to Vanguard S&P 500 ETF (VOO) at 4.80%. 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.

Volatility by Period

	J	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.29%	4.80%	+4.49%
Volatility (6M) Calculated over the trailing 6-month period	25.71%	9.79%	+15.92%
Volatility (1Y) Calculated over the trailing 1-year period	32.01%	12.43%	+19.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.16%	16.91%	+9.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.80%	18.02%	+9.78%

Dividends

J vs. VOO - Dividend Comparison

J's dividend yield for the trailing twelve months is around 1.11%, more than VOO's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
J Jacobs Engineering Group Inc.	1.11%	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	1.05%	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

Can I hold both J and VOO in my portfolio?

J and VOO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, J or VOO?

J has higher volatility (9.29%) compared to VOO (4.80%). In terms of maximum drawdown, J dropped -74.14% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (1.80 vs -0.15), 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.