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DKILY vs. JCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DKILY vs. JCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daikin Industries Ltd ADR (DKILY) and Johnson Controls International plc (JCI). The values are adjusted to include any dividend payments, if applicable.

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DKILY vs. JCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DKILY
Daikin Industries Ltd ADR
-2.67%10.15%-27.12%7.02%-33.32%1.48%57.36%33.74%-10.53%30.19%
JCI
Johnson Controls International plc
12.85%54.03%39.80%-7.63%-19.29%77.42%17.70%40.91%-19.85%-5.11%

Fundamentals

Market Cap

DKILY:

$36.38B

JCI:

$85.33B

EPS

DKILY:

$93.98

JCI:

$5.29

PE Ratio

DKILY:

0.13

JCI:

25.44

PEG Ratio

DKILY:

0.01

JCI:

5.06

PS Ratio

DKILY:

0.01

JCI:

3.61

PB Ratio

DKILY:

0.01

JCI:

6.46

Total Revenue (TTM)

DKILY:

$4.87T

JCI:

$23.97B

Gross Profit (TTM)

DKILY:

$1.66T

JCI:

$8.74B

EBITDA (TTM)

DKILY:

$675.86B

JCI:

$3.44B

Returns By Period

In the year-to-date period, DKILY achieves a -2.67% return, which is significantly lower than JCI's 12.85% return. Over the past 10 years, DKILY has underperformed JCI with an annualized return of 5.84%, while JCI has yielded a comparatively higher 16.11% annualized return.


DKILY

1D
3.16%
1M
-2.21%
YTD
-2.67%
6M
5.17%
1Y
15.66%
3Y*
-10.96%
5Y*
-9.17%
10Y*
5.84%

JCI

1D
2.88%
1M
-7.10%
YTD
12.85%
6M
24.52%
1Y
67.79%
3Y*
33.35%
5Y*
20.01%
10Y*
16.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DKILY vs. JCI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DKILY
DKILY Risk / Return Rank: 5555
Overall Rank
DKILY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DKILY Sortino Ratio Rank: 5151
Sortino Ratio Rank
DKILY Omega Ratio Rank: 5050
Omega Ratio Rank
DKILY Calmar Ratio Rank: 5959
Calmar Ratio Rank
DKILY Martin Ratio Rank: 5757
Martin Ratio Rank

JCI
JCI Risk / Return Rank: 9292
Overall Rank
JCI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JCI Sortino Ratio Rank: 9090
Sortino Ratio Rank
JCI Omega Ratio Rank: 9191
Omega Ratio Rank
JCI Calmar Ratio Rank: 9393
Calmar Ratio Rank
JCI Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DKILY vs. JCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daikin Industries Ltd ADR (DKILY) 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.


DKILYJCIDifference

Sharpe ratio

Return per unit of total volatility

0.51

2.27

-1.76

Sortino ratio

Return per unit of downside risk

0.90

2.85

-1.95

Omega ratio

Gain probability vs. loss probability

1.11

1.42

-0.31

Calmar ratio

Return relative to maximum drawdown

0.78

4.98

-4.20

Martin ratio

Return relative to average drawdown

1.60

15.03

-13.43

DKILY vs. JCI - Sharpe Ratio Comparison

The current DKILY Sharpe Ratio is 0.51, which is lower than the JCI Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of DKILY and JCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DKILYJCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

2.27

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.72

-1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.58

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.32

-0.02

Correlation

The correlation between DKILY and JCI is 0.25, 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.


Dividends

DKILY vs. JCI - Dividend Comparison

DKILY has not paid dividends to shareholders, while JCI's dividend yield for the trailing twelve months is around 1.17%.


TTM20252024202320222021202020192018201720162015
DKILY
Daikin Industries Ltd ADR
0.00%0.78%1.05%0.00%0.00%0.00%0.00%0.00%0.00%1.01%1.26%1.28%
JCI
Johnson Controls International plc
1.17%1.29%1.88%2.55%2.19%1.41%2.23%2.55%3.51%2.65%4.23%5.85%

Drawdowns

DKILY vs. JCI - Drawdown Comparison

The maximum DKILY drawdown since its inception was -60.60%, smaller than the maximum JCI drawdown of -86.83%. Use the drawdown chart below to compare losses from any high point for DKILY and JCI.


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Drawdown Indicators


DKILYJCIDifference

Max Drawdown

Largest peak-to-trough decline

-60.60%

-86.83%

+26.23%

Max Drawdown (1Y)

Largest decline over 1 year

-17.75%

-14.14%

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-60.60%

-42.32%

-18.28%

Max Drawdown (10Y)

Largest decline over 10 years

-60.60%

-47.14%

-13.46%

Current Drawdown

Current decline from peak

-52.69%

-7.10%

-45.59%

Average Drawdown

Average peak-to-trough decline

-18.69%

-24.43%

+5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.65%

4.69%

+3.96%

Volatility

DKILY vs. JCI - Volatility Comparison

Daikin Industries Ltd ADR (DKILY) and Johnson Controls International plc (JCI) have volatilities of 10.28% and 10.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DKILYJCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.28%

10.44%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

23.11%

20.71%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

30.86%

29.99%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.54%

27.93%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.82%

27.86%

-0.04%

Financials

DKILY vs. JCI - Financials Comparison

This section allows you to compare key financial metrics between Daikin Industries Ltd ADR 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00B400.00B600.00B800.00B1.00T1.20TAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.21T
5.80B
(DKILY) Total Revenue
(JCI) Total Revenue
Values in USD except per share items

DKILY vs. JCI - Profitability Comparison

The chart below illustrates the profitability comparison between Daikin Industries Ltd ADR and Johnson Controls International plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

32.0%33.0%34.0%35.0%36.0%37.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
31.9%
35.8%
Portfolio components
DKILY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Daikin Industries Ltd ADR reported a gross profit of 385.81B and revenue of 1.21T. Therefore, the gross margin over that period was 31.9%.

JCI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Johnson Controls International plc reported a gross profit of 2.07B and revenue of 5.80B. Therefore, the gross margin over that period was 35.8%.

DKILY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Daikin Industries Ltd ADR reported an operating income of 62.41B and revenue of 1.21T, resulting in an operating margin of 5.2%.

JCI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Johnson Controls International plc reported an operating income of 853.00M and revenue of 5.80B, resulting in an operating margin of 14.7%.

DKILY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Daikin Industries Ltd ADR reported a net income of 35.06B and revenue of 1.21T, resulting in a net margin of 2.9%.

JCI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Johnson Controls International plc reported a net income of 524.00M and revenue of 5.80B, resulting in a net margin of 9.0%.