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STN vs. J
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STN vs. J - Performance Comparison

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

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Returns By Period

In the year-to-date period, STN achieves a -21.89% return, which is significantly lower than J's -8.91% return. Over the past 10 years, STN has outperformed J with an annualized return of 12.56%, while J has yielded a comparatively lower 11.93% annualized return.


STN

1D
-0.58%
1M
-15.85%
YTD
-21.89%
6M
-22.73%
1Y
-30.32%
3Y*
7.27%
5Y*
11.85%
10Y*
12.56%

J

1D
-2.11%
1M
1.61%
YTD
-8.91%
6M
-13.86%
1Y
-5.06%
3Y*
9.02%
5Y*
1.56%
10Y*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STN vs. J - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STN
Stantec Inc
-21.89%21.08%-1.44%68.90%-13.76%75.67%16.56%31.83%-20.43%12.80%
J
Jacobs Engineering Group Inc.
-8.91%2.13%24.23%9.02%-13.12%28.60%22.36%54.99%-10.58%16.98%

Correlation

The correlation between STN and J is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2005

0.39

The correlation between STN and J shifts across timeframes, from 0.39 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

STN:

$3.98

J:

$2.83

PE Ratio

STN:

18.44

J:

42.38

PEG Ratio

STN:

0.76

J:

7.62

PS Ratio

STN:

1.08

J:

0.82

Total Revenue (TTM)

STN:

$7.77B

J:

$13.17B

Gross Profit (TTM)

STN:

$3.11B

J:

$3.08B

EBITDA (TTM)

STN:

$1.05B

J:

$845.72M

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Return for Risk

STN vs. J — Risk / Return Rank

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

STN
STN Risk / Return Rank: 55
Overall Rank
STN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
STN Sortino Ratio Rank: 77
Sortino Ratio Rank
STN Omega Ratio Rank: 66
Omega Ratio Rank
STN Calmar Ratio Rank: 99
Calmar Ratio Rank
STN Martin Ratio Rank: 11
Martin Ratio Rank

J
J Risk / Return Rank: 3434
Overall Rank
J Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
J Sortino Ratio Rank: 3131
Sortino Ratio Rank
J Omega Ratio Rank: 3131
Omega Ratio Rank
J Calmar Ratio Rank: 3838
Calmar Ratio Rank
J Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STN vs. J - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stantec Inc (STN) 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.


STNJDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

0.81

1.00

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.15

-0.71

Martin ratioReturn relative to average drawdown

-1.94

-0.33

-1.61

STN vs. J - Sharpe Ratio Comparison

The current STN Sharpe Ratio is -1.10, which is lower than the J Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of STN and J, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


STNJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.10

-0.16

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.06

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.43

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.39

+0.02

Drawdowns

STN vs. J - Drawdown Comparison

The maximum STN drawdown since its inception was -67.42%, smaller than the maximum J drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for STN and J.


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Drawdown Indicators


STNJDifference

Max Drawdown

Largest peak-to-trough decline

-67.42%

-74.14%

+6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-35.66%

-34.44%

-1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-35.66%

-34.44%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-35.66%

-34.44%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.66%

-39.33%

+3.67%

Current Drawdown

Current decline from peak

-35.06%

-26.45%

-8.61%

Average Drawdown

Average peak-to-trough decline

-17.11%

-26.17%

+9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.63%

15.22%

+0.41%

Volatility

STN vs. J - Volatility Comparison

Stantec Inc (STN) has a higher volatility of 13.19% compared to Jacobs Engineering Group Inc. (J) at 11.34%. This indicates that STN'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


STNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.19%

11.34%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

24.75%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

27.82%

31.33%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.23%

26.05%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.65%

27.79%

-2.14%

Dividends

STN vs. J - Dividend Comparison

STN's dividend yield for the trailing twelve months is around 1.07%, less than J's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
J
Jacobs Engineering Group Inc.
1.13%1.96%0.76%0.80%0.77%0.60%0.70%0.76%1.03%0.91%0.00%0.00%
STN
Stantec Inc
1.07%0.69%0.78%0.79%1.14%1.17%1.42%1.55%1.91%1.79%1.78%1.69%

Financials

STN vs. J - Financials Comparison

This section allows you to compare key financial metrics between Stantec 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


-1.00B0.001.00B2.00B3.00B4.00B20222023202420252026
2.07B
3.69B
(STN) Total Revenue
(J) Total Revenue
Values in USD except per share items

STN vs. J - Profitability Comparison

The chart below illustrates the profitability comparison between Stantec 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%40.0%20222023202420252026
39.6%
21.5%
Portfolio components
STN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stantec Inc reported a gross profit of 821.42M and revenue of 2.07B. Therefore, the gross margin over that period was 39.6%.

J - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

STN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stantec Inc reported an operating income of 175.05M and revenue of 2.07B, resulting in an operating margin of 8.4%.

J - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

STN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stantec Inc reported a net income of 111.09M and revenue of 2.07B, resulting in a net margin of 5.4%.

J - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


STN and J have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STN has higher volatility (13.19%) compared to J (11.34%). In terms of maximum drawdown, STN dropped -67.42% vs J's -74.14%.

J currently has the higher Sharpe Ratio (-0.16 vs -1.10), 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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