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

Correlation

The correlation between MTZ and J is 0.50, 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

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.

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Key characteristics

Sharpe Ratio

MTZ:

1.02

J:

0.58

Sortino Ratio

MTZ:

1.51

J:

0.86

Omega Ratio

MTZ:

1.21

J:

1.12

Calmar Ratio

MTZ:

1.38

J:

0.51

Martin Ratio

MTZ:

3.78

J:

1.27

Ulcer Index

MTZ:

12.45%

J:

10.24%

Daily Std Dev

MTZ:

46.01%

J:

24.46%

Max Drawdown

MTZ:

-97.72%

J:

-74.14%

Current Drawdown

MTZ:

-2.13%

J:

-13.46%

Fundamentals

Market Cap

MTZ:

$12.45B

J:

$15.52B

EPS

MTZ:

$2.71

J:

$3.04

PE Ratio

MTZ:

58.22

J:

42.49

PEG Ratio

MTZ:

0.74

J:

1.95

PS Ratio

MTZ:

1.00

J:

1.33

PB Ratio

MTZ:

4.32

J:

4.02

Total Revenue (TTM)

MTZ:

$12.46B

J:

$8.92B

Gross Profit (TTM)

MTZ:

$1.50B

J:

$2.54B

EBITDA (TTM)

MTZ:

$948.13M

J:

$906.71M

Returns By Period

In the year-to-date period, MTZ achieves a 15.59% return, which is significantly higher than J's -3.33% return. Over the past 10 years, MTZ has outperformed J with an annualized return of 24.43%, while J has yielded a comparatively lower 14.27% annualized return.


MTZ

YTD

15.59%

1M

35.24%

6M

13.63%

1Y

46.61%

3Y*

25.17%

5Y*

33.11%

10Y*

24.43%

J

YTD

-3.33%

1M

9.92%

6M

-7.97%

1Y

14.02%

3Y*

5.16%

5Y*

15.94%

10Y*

14.27%

*Annualized

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MasTec, Inc.

Jacobs Engineering Group Inc.

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 8282
Overall Rank
The Sharpe Ratio Rank of MTZ is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of MTZ is 7777
Sortino Ratio Rank
The Omega Ratio Rank of MTZ is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MTZ is 8888
Calmar Ratio Rank
The Martin Ratio Rank of MTZ is 8282
Martin Ratio Rank

J
The Risk-Adjusted Performance Rank of J is 6767
Overall Rank
The Sharpe Ratio Rank of J is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of J is 6161
Sortino Ratio Rank
The Omega Ratio Rank of J is 6262
Omega Ratio Rank
The Calmar Ratio Rank of J is 7272
Calmar Ratio Rank
The Martin Ratio Rank of J is 6767
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 current MTZ Sharpe Ratio is 1.02, which is higher than the J Sharpe Ratio of 0.58. 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.


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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 0.85%.


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.
0.85%0.76%0.79%0.76%0.60%0.69%0.75%1.02%0.90%

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.


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Volatility

MTZ vs. J - Volatility Comparison

MasTec, Inc. (MTZ) has a higher volatility of 9.94% compared to Jacobs Engineering Group Inc. (J) at 9.07%. 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.


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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


-1.00B0.001.00B2.00B3.00B4.00B20212022202320242025
2.85B
2.91B
(MTZ) Total Revenue
(J) Total Revenue
Values in USD except per share items

MTZ vs. J - Profitability Comparison

The chart below illustrates the profitability comparison between MasTec, Inc. and Jacobs Engineering Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%20212022202320242025
10.9%
25.4%
(MTZ) Gross Margin
(J) Gross Margin
MTZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, MasTec, Inc. reported a gross profit of 311.10M and revenue of 2.85B. Therefore, the gross margin over that period was 10.9%.

J - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Jacobs Engineering Group Inc. reported a gross profit of 738.35M and revenue of 2.91B. Therefore, the gross margin over that period was 25.4%.

MTZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, MasTec, Inc. reported an operating income of 144.93M and revenue of 2.85B, resulting in an operating margin of 5.1%.

J - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Jacobs Engineering Group Inc. reported an operating income of 208.65M and revenue of 2.91B, resulting in an operating margin of 7.2%.

MTZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MasTec, Inc. reported a net income of 9.90M and revenue of 2.85B, resulting in a net margin of 0.4%.

J - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Jacobs Engineering Group Inc. reported a net income of 5.61M and revenue of 2.91B, resulting in a net margin of 0.2%.