BWA vs. JCI
Compare and contrast key facts about BorgWarner Inc. (BWA) and Johnson Controls International plc (JCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BWA or JCI.
Key characteristics
| BWA | JCI | |
|---|---|---|
| YTD Return | -3.00% | 50.10% |
| 1Y Return | 2.22% | 67.95% |
| 3Y Return (Ann) | -5.59% | 5.29% |
| 5Y Return (Ann) | -1.05% | 17.74% |
| 10Y Return (Ann) | -2.08% | 11.09% |
| Sharpe Ratio | 0.14 | 2.55 |
| Sortino Ratio | 0.42 | 3.04 |
| Omega Ratio | 1.05 | 1.46 |
| Calmar Ratio | 0.10 | 1.98 |
| Martin Ratio | 0.44 | 16.11 |
| Ulcer Index | 9.35% | 4.10% |
| Daily Std Dev | 30.17% | 25.91% |
| Max Drawdown | -72.15% | -85.71% |
| Current Drawdown | -32.51% | -1.69% |
Fundamentals
| BWA | JCI | |
|---|---|---|
| Market Cap | $7.69B | $57.85B |
| EPS | $4.04 | $2.08 |
| PE Ratio | 8.70 | 41.63 |
| PEG Ratio | 1.37 | 1.46 |
| Total Revenue (TTM) | $14.17B | $27.42B |
| Gross Profit (TTM) | $2.62B | $9.24B |
| EBITDA (TTM) | $1.73B | $3.13B |
Correlation
The correlation between BWA and JCI is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BWA vs. JCI - Performance Comparison
In the year-to-date period, BWA achieves a -3.00% return, which is significantly lower than JCI's 50.10% return. Over the past 10 years, BWA has underperformed JCI with an annualized return of -2.08%, while JCI has yielded a comparatively higher 11.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BWA vs. JCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BorgWarner Inc. (BWA) 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.
Dividends
BWA vs. JCI - Dividend Comparison
BWA's dividend yield for the trailing twelve months is around 1.28%, less than JCI's 1.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWA BorgWarner Inc. | 1.28% | 1.45% | 1.69% | 1.51% | 1.76% | 1.57% | 1.96% | 1.16% | 1.34% | 1.20% | 0.93% | 0.45% |
JCI Johnson Controls International plc | 1.74% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 15.64% | 5.85% | 3.69% | 3.46% |
Drawdowns
BWA vs. JCI - Drawdown Comparison
The maximum BWA drawdown since its inception was -72.15%, smaller than the maximum JCI drawdown of -85.71%. Use the drawdown chart below to compare losses from any high point for BWA and JCI. For additional features, visit the drawdowns tool.
Volatility
BWA vs. JCI - Volatility Comparison
The current volatility for BorgWarner Inc. (BWA) is 7.25%, while Johnson Controls International plc (JCI) has a volatility of 10.04%. This indicates that BWA 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.
Financials
BWA vs. JCI - Financials Comparison
This section allows you to compare key financial metrics between BorgWarner Inc. 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