Jacobs Solutions (J): analysis and statistics
Return, volatility, Sharpe ratio and risk for Jacobs Solutions, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $150.91 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +12.58% |
| Total return over period | +42.43% |
| Annualized volatility | 26.73% |
| Period volatility | 46.17% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.65 |
| Sortino ratio | 0.88 |
| Max drawdown | -34.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.29% |
| Correlation with the S&P 500 | 0.46 |
| 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 +12.58% with annual volatility of 26.73%, a Sharpe ratio of 0.65. Its worst stretch (max drawdown from a peak) was -34.44%. Its correlation with the S&P 500 is 0.46, 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 stocks, try the optimizer.
Other Industrials stocks
Is it part of the S&P 500?
Yes, Jacobs Solutions (J) is of the S&P 500.
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