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

Performance

TT vs. J - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trane Technologies plc (TT) 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, TT achieves a 26.90% return, which is significantly higher than J's -9.87% return. Over the past 10 years, TT has outperformed J with an annualized return of 24.79%, while J has yielded a comparatively lower 12.23% annualized return.


TT

1D
1.69%
1M
9.24%
YTD
26.90%
6M
26.68%
1Y
18.22%
3Y*
39.67%
5Y*
23.86%
10Y*
24.79%

J

1D
-1.88%
1M
3.50%
YTD
-9.87%
6M
-12.01%
1Y
-5.81%
3Y*
9.18%
5Y*
2.78%
10Y*
12.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TT vs. J - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TT
Trane Technologies plc
26.90%6.38%52.97%47.39%-15.34%41.02%11.26%48.32%4.41%21.27%
J
Jacobs Engineering Group Inc.
-9.87%2.13%24.23%9.02%-13.12%28.60%22.36%54.99%-10.58%16.98%

Correlation

The correlation between TT and J is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.39

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

0.48

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 12, 1990

0.41

The correlation between TT and J shifts across timeframes, from 0.28 (1 year) to 0.51 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

TT:

$12.94

J:

$2.83

PE Ratio

TT:

38.00

J:

41.93

PEG Ratio

TT:

1.74

J:

7.54

PS Ratio

TT:

5.10

J:

0.81

Total Revenue (TTM)

TT:

$21.60B

J:

$13.17B

Gross Profit (TTM)

TT:

$7.76B

J:

$3.08B

EBITDA (TTM)

TT:

$4.25B

J:

$845.72M

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Return for Risk

TT vs. J — Risk / Return Rank

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

TT
TT Risk / Return Rank: 6060
Overall Rank
TT Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TT Sortino Ratio Rank: 5757
Sortino Ratio Rank
TT Omega Ratio Rank: 5757
Omega Ratio Rank
TT Calmar Ratio Rank: 6262
Calmar Ratio Rank
TT Martin Ratio Rank: 6161
Martin Ratio Rank

J
J Risk / Return Rank: 3333
Overall Rank
J Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
J Sortino Ratio Rank: 3030
Sortino Ratio Rank
J Omega Ratio Rank: 3030
Omega Ratio Rank
J Calmar Ratio Rank: 3737
Calmar Ratio Rank
J Martin Ratio Rank: 3535
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.

TT vs. J - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trane Technologies plc (TT) 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.


TTJDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.14

1.00

+0.14

Calmar ratioReturn relative to maximum drawdown

0.92

-0.17

+1.09

Martin ratioReturn relative to average drawdown

1.80

-0.37

+2.17

TT vs. J - Sharpe Ratio Comparison

The current TT Sharpe Ratio is 0.66, which is higher than the J Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of TT 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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Drawdowns

TT vs. J - Drawdown Comparison

The maximum TT drawdown since its inception was -77.91%, which is greater than J's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for TT and J.


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Drawdown Indicators


TTJDifference

Max Drawdown

Largest peak-to-trough decline

-77.91%

-74.14%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-19.97%

-34.44%

+14.47%

Max Drawdown (3Y)

Largest decline over 3 years

-24.44%

-34.44%

+10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-40.53%

-34.44%

-6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-51.13%

-39.33%

-11.80%

Current Drawdown

Current decline from peak

0.00%

-27.22%

+27.22%

Average Drawdown

Average peak-to-trough decline

-14.83%

-26.17%

+11.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.13%

15.89%

-5.76%

Volatility

TT vs. J - Volatility Comparison

The current volatility for Trane Technologies plc (TT) is 8.45%, while Jacobs Engineering Group Inc. (J) has a volatility of 9.15%. This indicates that TT experiences smaller price fluctuations and is considered to be less risky 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


TTJDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

9.15%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

21.61%

25.65%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

27.81%

32.01%

-4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.35%

26.17%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.38%

27.87%

+0.51%

Dividends

TT vs. J - Dividend Comparison

TT's dividend yield for the trailing twelve months is around 0.81%, less than J's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
J
Jacobs Engineering Group Inc.
1.15%1.96%0.76%0.80%0.77%0.60%0.70%0.76%1.03%0.91%0.00%0.00%
TT
Trane Technologies plc
0.81%0.97%0.91%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%

Financials

TT vs. J - Financials Comparison

This section allows you to compare key financial metrics between Trane Technologies plc 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


-2.00B0.002.00B4.00B6.00B20222023202420252026
4.97B
3.69B
(TT) Total Revenue
(J) Total Revenue
Values in USD except per share items

TT vs. J - Profitability Comparison

The chart below illustrates the profitability comparison between Trane Technologies plc 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
34.8%
21.5%
Portfolio components
TT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Trane Technologies plc reported a gross profit of 1.73B and revenue of 4.97B. Therefore, the gross margin over that period was 34.8%.

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%.

TT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Trane Technologies plc reported an operating income of 776.10M and revenue of 4.97B, resulting in an operating margin of 15.6%.

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%.

TT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Trane Technologies plc reported a net income of 584.40M and revenue of 4.97B, resulting in a net margin of 11.8%.

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


TT and J have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

J has higher volatility (9.15%) compared to TT (8.45%). In terms of maximum drawdown, TT dropped -77.91% vs J's -74.14%.

TT currently has the higher Sharpe Ratio (0.66 vs -0.18), 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.

Portfolio Optimizer

Find the right allocation for TT and J

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