You can get different JPEGs from the camera, depending on the camera settings.

In many ways, raw converters are like film developers. It would not be reasonable to expect exactly the same results even from 2 different mini-labs printing the same negative, using the same paper and the same chemistry. But the sole reason for the existence of different film developers is to produce different images.

Every cameramaker changes their in-camera JPEG engine once in a while, sometimes between camera generations, sometimes with a firmware upgrade.

If you are not into reproduction, there is no right or wrong; there is "I like this more", "I like this less", "I do not like it at all",... There are also bugs, like premature clipping of the highlights, wrong black levels, incorrect midtone calibrations, poor colour transforms, ignoring sample variation. Decisions "in bad taste" happen too, (even) with the raw converters recommended by the cameramakers (that includes in-camera converters). Fortunately, off-line converters are rather flexible, and it is not hard to get what you want out of them.

If you happen to like JPEGs out of camera, you can use the recommended raw converter, as MBaz so rightfully points out; or you can try Adobe emulation based on reverse engineering of in-camera results, those are available under "Camera Calibration", in "Camera Profile" drop-down. Choose there something other than "Adobe Standard" and see how you like it.