BNY vs. JCI
BNY (The Bank of New York Mellon Corporation) and JCI (Johnson Controls International plc) are both stocks. BNY operates in Banks - Diversified (Financial Services), while JCI operates in Engineering & Construction (Industrials). Over the past 10 years, BNY returned 17.86%/yr vs 13.84%/yr for JCI. At a 0.39 correlation, their price movements are largely independent.
Performance
BNY vs. JCI - Performance Comparison
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Returns By Period
In the year-to-date period, BNY achieves a 36.32% return, which is significantly higher than JCI's 17.07% return. Over the past 10 years, BNY has outperformed JCI with an annualized return of 17.86%, while JCI has yielded a comparatively lower 13.84% annualized return.
BNY
- 1D
- -0.13%
- 1M
- 9.26%
- 6M
- 30.43%
- YTD
- 36.32%
- 1Y
- 61.76%
- 3Y*
- 55.66%
- 5Y*
- 29.20%
- 10Y*
- 17.86%
- ALL TIME*
- 11.65%
JCI
- 1D
- -0.78%
- 1M
- -3.76%
- 6M
- 22.32%
- YTD
- 17.07%
- 1Y
- 29.57%
- 3Y*
- 28.78%
- 5Y*
- 16.90%
- 10Y*
- 13.84%
- ALL TIME*
- 13.71%
BNY vs. JCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 36.32% | 54.45% | 51.90% | 18.52% | -19.14% | 40.55% | -12.91% | 9.56% | -10.85% | 15.68% |
JCI Johnson Controls International plc | 17.07% | 54.03% | 39.80% | -7.63% | -19.29% | 77.42% | 17.70% | 40.91% | -19.85% | -5.11% |
Correlation
The correlation between BNY and JCI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1985 | 0.39 |
The correlation between BNY and JCI shifts across timeframes, from 0.31 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BNY:
$107.71B
JCI:
$85.03B
BNY:
$8.98
JCI:
$5.59
BNY:
17.48
JCI:
24.92
BNY:
0.86
JCI:
6.32
BNY:
3.06
JCI:
4.71
BNY:
$35.99B
JCI:
$12.49B
BNY:
$21.25B
JCI:
$8.93B
BNY:
$9.39B
JCI:
$3.12B
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Return for Risk
BNY vs. JCI — Risk / Return Rank
BNY
JCI
BNY vs. JCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BNY) and Johnson Controls International plc (JCI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BNY | JCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.20 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 6.12 | 2.34 | +3.78 |
| Martin ratioReturn relative to average drawdown | 17.19 | 6.23 | +10.96 |
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Drawdowns
BNY vs. JCI - Drawdown Comparison
The maximum BNY drawdown since its inception was -72.28%, smaller than the maximum JCI drawdown of -86.83%. Use the drawdown chart below to compare losses from any high point for BNY and JCI.
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Drawdown Indicators
| BNY | JCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.28% | -86.83% | +14.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -12.71% | +2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -30.85% | +13.27% |
Max Drawdown (5Y)Largest decline over 5 years | -40.45% | -42.32% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -50.49% | -47.14% | -3.35% |
Current DrawdownCurrent decline from peak | -3.34% | -5.96% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -18.67% | -21.66% | +2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 4.76% | -1.16% |
Volatility
BNY vs. JCI - Volatility Comparison
The current volatility for The Bank of New York Mellon Corporation (BNY) is 8.30%, while Johnson Controls International plc (JCI) has a volatility of 10.14%. This indicates that BNY experiences smaller price fluctuations and is considered to be less risky than JCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNY | JCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 10.14% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 23.12% | -5.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.06% | 29.53% | -8.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.50% | 28.67% | -4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.89% | 28.11% | -1.22% |
Dividends
BNY vs. JCI - Dividend Comparison
BNY's dividend yield for the trailing twelve months is around 1.35%, more than JCI's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 1.35% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
JCI Johnson Controls International plc | 1.15% | 1.29% | 1.88% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 4.23% | 5.85% |
Financials
BNY vs. JCI - Financials Comparison
This section allows you to compare key financial metrics between The Bank of New York Mellon Corporation and Johnson Controls International plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BNY vs. JCI - Profitability Comparison
BNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Bank of New York Mellon Corporation reported a gross profit of 5.70B and revenue of 5.70B. Therefore, the gross margin over that period was 100.0%.
JCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Johnson Controls International plc reported a gross profit of 2.26B and revenue of -5.80B. Therefore, the gross margin over that period was -39.0%.
BNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Bank of New York Mellon Corporation reported an operating income of 2.27B and revenue of 5.70B, resulting in an operating margin of 39.8%.
JCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Johnson Controls International plc reported an operating income of 612.00M and revenue of -5.80B, resulting in an operating margin of -10.6%.
BNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Bank of New York Mellon Corporation reported a net income of 1.76B and revenue of 5.70B, resulting in a net margin of 30.9%.
JCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Johnson Controls International plc reported a net income of -556.00M and revenue of -5.80B, resulting in a net margin of 9.6%.
Frequently Asked Questions
BNY and JCI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JCI has higher volatility (10.14%) compared to BNY (8.30%). In terms of maximum drawdown, BNY dropped -72.28% vs JCI's -86.83%.
BNY currently has the higher Sharpe Ratio (2.95 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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