Jacobs Solutions (J): analysis and statistics
Return, volatility, Sharpe ratio and risk for Jacobs Solutions, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $132.77 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +9.55% |
| Total return over period | +31.29% |
| Annualized volatility | 26.50% |
| Sharpe ratio | 0.22 |
| Sortino ratio | 0.30 |
| Max drawdown | -34.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.26% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $98.90 – $163.10 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Jacobs Solutions (J) has posted an annualized return of +9.55% with annual volatility of 26.50%, a Sharpe ratio of 0.22. Its worst stretch (max drawdown from a peak) was -34.44%. Its correlation with the S&P 500 is 0.47, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how J would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Other Industrials stocks
ACS.MCACSADPAutomatic Data ProcessingAENA.MCAenaALLEAllegionAMEAmetekANA.MCAccionaAOSA. O. SmithAXONAxon Enterprise
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio
Information for educational purposes only. Not financial advice or a recommendation to buy or sell. Past performance does not guarantee future results.