MTZ vs. J
MTZ (MasTec, Inc.) and J (Jacobs Engineering Group Inc.) are both stocks. Both operate in the Engineering & Construction industry within the Industrials sector. Over the past 10 years, MTZ returned 26.84%/yr vs 12.95%/yr for J. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
MTZ vs. J - Performance Comparison
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Returns By Period
In the year-to-date period, MTZ achieves a 21.04% return, which is significantly higher than J's 2.45% return. Over the past 10 years, MTZ has outperformed J with an annualized return of 26.84%, while J has yielded a comparatively lower 12.95% annualized return.
MTZ
- 1D
- -18.91%
- 1M
- -29.55%
- 6M
- 9.41%
- YTD
- 21.04%
- 1Y
- 51.16%
- 3Y*
- 29.22%
- 5Y*
- 21.05%
- 10Y*
- 26.84%
- ALL TIME*
- 10.54%
J
- 1D
- 1.64%
- 1M
- 5.50%
- 6M
- 0.33%
- YTD
- 2.45%
- 1Y
- -1.98%
- 3Y*
- 10.13%
- 5Y*
- 4.89%
- 10Y*
- 12.95%
- ALL TIME*
- 13.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $108.51M | $112.80M | $159.36M | |
MTZ MasTec, Inc. | $454.74M | $454.53M | $465.65M |
MTZ vs. J - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTZ MasTec, Inc. | 21.04% | 59.67% | 79.79% | -11.26% | -7.53% | 35.35% | 6.27% | 58.19% | -17.14% | 27.97% |
J Jacobs Engineering Group Inc. | 2.45% | 2.13% | 24.23% | 9.02% | -13.12% | 28.60% | 22.36% | 54.99% | -10.58% | 16.98% |
Correlation
The correlation between MTZ and J is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.33 |
The correlation between MTZ and J shifts across timeframes, from 0.19 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
MTZ:
$20.79B
J:
$15.93B
MTZ:
$6.39
J:
$3.19
MTZ:
41.18
J:
42.26
MTZ:
0.39
J:
7.60
MTZ:
1.29
J:
0.82
MTZ:
$16.11B
J:
$13.17B
MTZ:
$1.85B
J:
$3.08B
MTZ:
$1.10B
J:
$845.72M
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Return for Risk
MTZ vs. J — Risk / Return Rank
MTZ
J
MTZ vs. J - Risk-Adjusted Trends 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.
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.
| MTZ | J | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.01 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | -0.11 | +1.10 |
| Martin ratioReturn relative to average drawdown | 4.39 | -0.23 | +4.61 |
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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.
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Drawdown Indicators
| MTZ | J | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.72% | -74.14% | -23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -39.86% | -34.44% | -5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -60.65% | -34.44% | -26.21% |
Max Drawdown (5Y)Largest decline over 5 years | -61.01% | -34.44% | -26.57% |
Max Drawdown (10Y)Largest decline over 10 years | -67.92% | -39.33% | -28.59% |
Current DrawdownCurrent decline from peak | -39.86% | -17.27% | -22.59% |
Average DrawdownAverage peak-to-trough decline | -51.75% | -26.15% | -25.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.06% | 17.35% | -8.29% |
Volatility
MTZ vs. J - Volatility Comparison
MasTec, Inc. (MTZ) has a higher volatility of 30.11% compared to Jacobs Engineering Group Inc. (J) at 8.43%. 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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Volatility by Period
| MTZ | J | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.11% | 8.43% | +21.68% |
Volatility (6M)Calculated over the trailing 6-month period | 43.40% | 26.57% | +16.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.65% | 32.78% | +17.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.84% | 26.29% | +18.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.85% | 27.83% | +17.02% |
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 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | 1.01% | 1.96% | 0.76% | 0.80% | 0.77% | 0.60% | 0.70% | 0.76% | 1.03% | 0.91% |
MTZ MasTec, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
MTZ vs. J - Profitability Comparison
MTZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, MasTec, Inc. reported a gross profit of 556.28M and revenue of 4.37B. Therefore, the gross margin over that period was 12.7%.
J - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Jacobs Engineering Group Inc. reported a gross profit of 794.89M and revenue of 3.69B. Therefore, the gross margin over that period was 21.5%.
MTZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, MasTec, Inc. reported an operating income of 226.20M and revenue of 4.37B, resulting in an operating margin of 5.2%.
J - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Jacobs Engineering Group Inc. reported an operating income of -81.18M and revenue of 3.69B, resulting in an operating margin of -2.2%.
MTZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, MasTec, Inc. reported a net income of 130.12M and revenue of 4.37B, resulting in a net margin of 3.0%.
J - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Jacobs Engineering Group Inc. reported a net income of -175.69M and revenue of 3.69B, resulting in a net margin of -4.8%.
Frequently Asked Questions
MTZ and J have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTZ has higher volatility (30.11%) compared to J (8.43%). In terms of maximum drawdown, MTZ dropped -97.72% vs J's -74.14%.
MTZ currently has the higher Sharpe Ratio (0.77 vs -0.12), 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.
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