PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
41.70%
7.86%
MTZ
J

Key characteristics

Sharpe Ratio

MTZ:

2.69

J:

1.14

Sortino Ratio

MTZ:

3.36

J:

1.55

Omega Ratio

MTZ:

1.42

J:

1.22

Calmar Ratio

MTZ:

2.21

J:

1.86

Martin Ratio

MTZ:

20.52

J:

3.80

Ulcer Index

MTZ:

5.20%

J:

6.15%

Daily Std Dev

MTZ:

39.75%

J:

20.52%

Max Drawdown

MTZ:

-97.72%

J:

-74.14%

Current Drawdown

MTZ:

0.00%

J:

-9.45%

Fundamentals

Market Cap

MTZ:

$11.94B

J:

$16.76B

EPS

MTZ:

$1.12

J:

$4.78

PE Ratio

MTZ:

134.53

J:

28.27

PEG Ratio

MTZ:

1.02

J:

1.63

Total Revenue (TTM)

MTZ:

$8.90B

J:

$11.46B

Gross Profit (TTM)

MTZ:

$914.09M

J:

$2.50B

EBITDA (TTM)

MTZ:

$689.64M

J:

$908.15M

Returns By Period

In the year-to-date period, MTZ achieves a 10.67% return, which is significantly higher than J's 1.15% return. Over the past 10 years, MTZ has outperformed J with an annualized return of 23.41%, while J has yielded a comparatively lower 16.22% annualized return.


MTZ

YTD

10.67%

1M

9.36%

6M

41.70%

1Y

109.61%

5Y*

18.83%

10Y*

23.41%

J

YTD

1.15%

1M

-1.34%

6M

7.86%

1Y

21.99%

5Y*

12.63%

10Y*

16.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 9595
Overall Rank
The Sharpe Ratio Rank of MTZ is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of MTZ is 9595
Sortino Ratio Rank
The Omega Ratio Rank of MTZ is 9393
Omega Ratio Rank
The Calmar Ratio Rank of MTZ is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MTZ is 9898
Martin Ratio Rank

J
The Risk-Adjusted Performance Rank of J is 8181
Overall Rank
The Sharpe Ratio Rank of J is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of J is 7575
Sortino Ratio Rank
The Omega Ratio Rank of J is 7676
Omega Ratio Rank
The Calmar Ratio Rank of J is 9090
Calmar Ratio Rank
The Martin Ratio Rank of J is 7979
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.


Sharpe ratio
The chart of Sharpe ratio for MTZ, currently valued at 2.69, compared to the broader market-2.000.002.002.691.14
The chart of Sortino ratio for MTZ, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.003.361.55
The chart of Omega ratio for MTZ, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.22
The chart of Calmar ratio for MTZ, currently valued at 2.21, compared to the broader market0.002.004.006.002.211.86
The chart of Martin ratio for MTZ, currently valued at 20.52, compared to the broader market0.0010.0020.0020.523.80
MTZ
J

The current MTZ Sharpe Ratio is 2.69, which is higher than the J Sharpe Ratio of 1.14. 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
2.69
1.14
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 0.79%.


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.
0.79%0.80%0.92%0.88%0.60%0.73%0.79%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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-9.45%
MTZ
J

Volatility

MTZ vs. J - Volatility Comparison

MasTec, Inc. (MTZ) has a higher volatility of 9.98% compared to Jacobs Engineering Group Inc. (J) at 4.33%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
9.98%
4.33%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab