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

Correlation

The correlation between MTZ and J is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

MTZ vs. J - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
1,660.07%
5,845.12%
MTZ
J

Key characteristics

Sharpe Ratio

MTZ:

0.80

J:

-0.10

Sortino Ratio

MTZ:

1.32

J:

0.02

Omega Ratio

MTZ:

1.18

J:

1.00

Calmar Ratio

MTZ:

1.10

J:

-0.09

Martin Ratio

MTZ:

3.26

J:

-0.25

Ulcer Index

MTZ:

11.49%

J:

9.40%

Daily Std Dev

MTZ:

46.57%

J:

23.60%

Max Drawdown

MTZ:

-97.72%

J:

-74.14%

Current Drawdown

MTZ:

-27.63%

J:

-21.27%

Fundamentals

Market Cap

MTZ:

$9.20B

J:

$14.36B

EPS

MTZ:

$2.06

J:

$3.66

PE Ratio

MTZ:

56.49

J:

32.03

PEG Ratio

MTZ:

0.61

J:

1.25

PS Ratio

MTZ:

0.75

J:

1.24

PB Ratio

MTZ:

3.16

J:

3.42

Total Revenue (TTM)

MTZ:

$9.62B

J:

$6.01B

Gross Profit (TTM)

MTZ:

$1.18B

J:

$1.80B

EBITDA (TTM)

MTZ:

$803.20M

J:

$754.23M

Returns By Period

In the year-to-date period, MTZ achieves a -14.53% return, which is significantly lower than J's -12.06% return. Over the past 10 years, MTZ has outperformed J with an annualized return of 20.66%, while J has yielded a comparatively lower 12.39% annualized return.


MTZ

YTD

-14.53%

1M

-8.07%

6M

-8.49%

1Y

37.83%

5Y*

29.42%

10Y*

20.66%

J

YTD

-12.06%

1M

-3.83%

6M

-18.17%

1Y

-1.60%

5Y*

12.63%

10Y*

12.39%

*Annualized

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Risk-Adjusted Performance

MTZ vs. J — Risk-Adjusted Performance Rank

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

MTZ
The Risk-Adjusted Performance Rank of MTZ is 8080
Overall Rank
The Sharpe Ratio Rank of MTZ is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of MTZ is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MTZ is 7575
Omega Ratio Rank
The Calmar Ratio Rank of MTZ is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MTZ is 8181
Martin Ratio Rank

J
The Risk-Adjusted Performance Rank of J is 4545
Overall Rank
The Sharpe Ratio Rank of J is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of J is 4141
Sortino Ratio Rank
The Omega Ratio Rank of J is 4040
Omega Ratio Rank
The Calmar Ratio Rank of J is 4848
Calmar Ratio Rank
The Martin Ratio Rank of J is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MTZ vs. J - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MasTec, Inc. (MTZ) and Jacobs Engineering Group Inc. (J). 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.


The chart of Sharpe ratio for MTZ, currently valued at 0.80, compared to the broader market-2.00-1.000.001.002.003.00
MTZ: 0.80
J: -0.10
The chart of Sortino ratio for MTZ, currently valued at 1.32, compared to the broader market-6.00-4.00-2.000.002.004.00
MTZ: 1.32
J: 0.02
The chart of Omega ratio for MTZ, currently valued at 1.18, compared to the broader market0.501.001.502.00
MTZ: 1.18
J: 1.00
The chart of Calmar ratio for MTZ, currently valued at 1.10, compared to the broader market0.001.002.003.004.00
MTZ: 1.10
J: -0.09
The chart of Martin ratio for MTZ, currently valued at 3.26, compared to the broader market-5.000.005.0010.0015.0020.00
MTZ: 3.26
J: -0.25

The current MTZ Sharpe Ratio is 0.80, which is higher than the J Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of MTZ and J, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.80
-0.10
MTZ
J

Dividends

MTZ vs. J - Dividend Comparison

MTZ has not paid dividends to shareholders, while J's dividend yield for the trailing twelve months is around 0.93%.


TTM20242023202220212020201920182017
MTZ
MasTec, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
J
Jacobs Engineering Group Inc.
0.93%0.76%0.80%0.77%0.60%0.70%0.76%1.03%0.91%

Drawdowns

MTZ vs. J - Drawdown Comparison

The maximum MTZ drawdown since its inception was -97.72%, which is greater than J's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for MTZ and J. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.63%
-21.27%
MTZ
J

Volatility

MTZ vs. J - Volatility Comparison

MasTec, Inc. (MTZ) has a higher volatility of 21.22% compared to Jacobs Engineering Group Inc. (J) at 11.96%. This indicates that MTZ's price experiences larger fluctuations and is considered to be riskier than J based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.22%
11.96%
MTZ
J

Financials

MTZ vs. J - Financials Comparison

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