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EXPO vs J: Correlation

Measured on weekly returns over the past three years, Exponent, Inc. (EXPO) and Jacobs Solutions (J) carry a correlation of 0.48, a moderate link.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.48
moderate
Correlation (1Y)
0.59
last 12 months
Correlation (5Y)
0.51
long-run
Ann. covariance
389.5
%² · weekly, annualized

How correlated are EXPO and J?

Over the past 3 years, EXPO and J moved with a correlation of 0.48, which is moderate. Lately the two have moved closer together, with the 1-year correlation at 0.59 versus 0.48 over 3 years. Over 5 years the correlation is 0.51, and the annualized covariance of weekly returns is 389.5 %².

By 3-year correlation, J places #7 of the 13 assets tracked against EXPO. Twelve-month performance is nearly a tie, at -0.8% for EXPO and +2.6% for J.

How is this computed?

Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.

EXPO vs J: side by side

EXPO (Exponent, Inc.)J (Jacobs Solutions)
1-year return-0.8%+2.6%
5-year return-35.2%+40.5%
Volatility (ann.)31.7%25.7%
Beta vs S&P 5000.840.77
Max drawdown (3Y)-52.4%-34.4%
Market cap$3.4B$17.6B
P/E (trailing)31.949.9
Dividend yield1.73%0.90%
Sector / categoryUS ListedIndustrials
Lower P/E: EXPO 31.9 vs 49.9Higher yield: EXPO 1.73% vs 0.90%Smaller drawdown: J -34.4% vs -52.4%Higher 5y return: J +40.5% vs -35.2%
-24%0%+12%2025-09-052026-08-27
Price paths over the last 12 months, both indexed to 100 at the start (weekly closes). EXPO · J

Year-by-year returns

YearEXPOJ
2022-14.3%-13.1%
2023-10.1%+9.0%
2024+2.4%+24.2%
2025-20.8%+1.1%
2026+3.4%+14.6%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are EXPO and J good diversifiers for each other?

Reasonably. At 0.48, EXPO and J keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.

FAQ

What is the correlation between EXPO and J?

Using weekly returns as of 2026-08-27: 0.48 over 3 years, with 0.59 over the last year and 0.51 over 5 years.

Is J a good diversifier for EXPO?

Reasonably. At 0.48, EXPO and J keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.

What does a correlation of 0.48 mean?

Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.

Use this data

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/expo-vs-j.json

EXPO vs J: 3-year weekly correlation 0.48EXPO vs J0.48

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Related comparisons

Hubs: EXPO correlations · J correlations