With industry-specific human capital, the value of life-cycle portfolio choice varies across otherwise identical households employed in different industries. To quantify the extent of this variation, I solve a life-cycle model for households employed in 73 industries at the three-digit NAICS classification level. Applying the Method of Moments to time series of industry-specific income growth and aggregate stock returns, allows me to solve the Euler equations without specifying the distribution of these variables and to consider predictability. At 20-year horizon, the smallest and highest certainty-equivalent consumption estimates, obtained for industries associated with Hollywood and Wall Street, respectively, deviate by more than 10 percent from the median. I explain the cross-sectional variation in certainty-equivalent consumption with moments of industry-specific income growth and its cross-moments with aggregate stock returns. The first two moments of real income growth have strong explanatory power while higher-order moments and cross-moments, including correlation and newly proposed measures of business cycle variation in labor income risk, hardly matter.