J vs. XLB
Compare and contrast key facts about Jacobs Engineering Group Inc. (J) and Materials Select Sector SPDR ETF (XLB).
XLB is a passively managed fund by State Street that tracks the performance of the Materials Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: J or XLB.
Key characteristics
| J | XLB | |
|---|---|---|
| YTD Return | 10.54% | 4.52% |
| 1Y Return | 26.19% | 14.04% |
| 3Y Return (Ann) | 3.11% | 4.48% |
| 5Y Return (Ann) | 14.13% | 11.79% |
| 10Y Return (Ann) | 10.39% | 8.68% |
| Sharpe Ratio | 1.16 | 0.88 |
| Daily Std Dev | 20.83% | 14.73% |
| Max Drawdown | -74.14% | -59.83% |
| Current Drawdown | -6.86% | -4.27% |
Correlation
The correlation between J and XLB is 0.59, 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.
Performance
J vs. XLB - Performance Comparison
In the year-to-date period, J achieves a 10.54% return, which is significantly higher than XLB's 4.52% return. Over the past 10 years, J has outperformed XLB with an annualized return of 10.39%, while XLB has yielded a comparatively lower 8.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
J vs. XLB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) and Materials Select Sector SPDR ETF (XLB). 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. XLB - Dividend Comparison
J's dividend yield for the trailing twelve months is around 0.75%, less than XLB's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | 0.75% | 0.80% | 0.77% | 0.60% | 0.70% | 0.76% | 1.03% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% |
XLB Materials Select Sector SPDR ETF | 1.92% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% |
Drawdowns
J vs. XLB - Drawdown Comparison
The maximum J drawdown since its inception was -74.14%, which is greater than XLB's maximum drawdown of -59.83%. Use the drawdown chart below to compare losses from any high point for J and XLB. For additional features, visit the drawdowns tool.
Volatility
J vs. XLB - Volatility Comparison
The current volatility for Jacobs Engineering Group Inc. (J) is 3.65%, while Materials Select Sector SPDR ETF (XLB) has a volatility of 3.86%. This indicates that J experiences smaller price fluctuations and is considered to be less risky than XLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.