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FAST vs. JCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FAST and JCI is 0.34, 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.


-0.50.00.51.00.3

Performance

FAST vs. JCI - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.92%
16.63%
FAST
JCI

Key characteristics

Sharpe Ratio

FAST:

0.73

JCI:

1.87

Sortino Ratio

FAST:

1.32

JCI:

2.44

Omega Ratio

FAST:

1.17

JCI:

1.34

Calmar Ratio

FAST:

0.84

JCI:

1.48

Martin Ratio

FAST:

1.68

JCI:

11.28

Ulcer Index

FAST:

10.12%

JCI:

4.24%

Daily Std Dev

FAST:

23.36%

JCI:

25.60%

Max Drawdown

FAST:

-63.43%

JCI:

-85.71%

Current Drawdown

FAST:

-12.23%

JCI:

-9.11%

Fundamentals

Market Cap

FAST:

$44.48B

JCI:

$54.20B

EPS

FAST:

$2.01

JCI:

$2.08

PE Ratio

FAST:

38.63

JCI:

39.35

PEG Ratio

FAST:

4.28

JCI:

1.39

Total Revenue (TTM)

FAST:

$7.48B

JCI:

$22.95B

Gross Profit (TTM)

FAST:

$3.26B

JCI:

$8.07B

EBITDA (TTM)

FAST:

$1.69B

JCI:

$2.78B

Returns By Period

In the year-to-date period, FAST achieves a 16.87% return, which is significantly lower than JCI's 38.77% return. Over the past 10 years, FAST has outperformed JCI with an annualized return of 15.08%, while JCI has yielded a comparatively lower 9.87% annualized return.


FAST

YTD

16.87%

1M

-9.27%

6M

14.92%

1Y

17.11%

5Y*

17.92%

10Y*

15.08%

JCI

YTD

38.77%

1M

-5.77%

6M

16.63%

1Y

46.20%

5Y*

16.41%

10Y*

9.87%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FAST vs. JCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastenal Company (FAST) 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.


Sharpe ratio
The chart of Sharpe ratio for FAST, currently valued at 0.73, compared to the broader market-4.00-2.000.002.000.731.87
The chart of Sortino ratio for FAST, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.322.44
The chart of Omega ratio for FAST, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.34
The chart of Calmar ratio for FAST, currently valued at 0.84, compared to the broader market0.002.004.006.000.841.48
The chart of Martin ratio for FAST, currently valued at 1.68, compared to the broader market0.0010.0020.001.6811.28
FAST
JCI

The current FAST Sharpe Ratio is 0.73, which is lower than the JCI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FAST 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.73
1.87
FAST
JCI

Dividends

FAST vs. JCI - Dividend Comparison

FAST's dividend yield for the trailing twelve months is around 2.11%, more than JCI's 1.41% yield.


TTM20232022202120202019201820172016201520142013
FAST
Fastenal Company
2.11%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%1.68%
JCI
Johnson Controls International plc
1.41%2.55%2.19%1.41%2.23%2.55%3.51%2.65%15.64%5.85%3.69%3.46%

Drawdowns

FAST vs. JCI - Drawdown Comparison

The maximum FAST drawdown since its inception was -63.43%, smaller than the maximum JCI drawdown of -85.71%. Use the drawdown chart below to compare losses from any high point for FAST and JCI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.23%
-9.11%
FAST
JCI

Volatility

FAST vs. JCI - Volatility Comparison

The current volatility for Fastenal Company (FAST) is 4.54%, while Johnson Controls International plc (JCI) has a volatility of 6.32%. This indicates that FAST 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.54%
6.32%
FAST
JCI

Financials

FAST vs. JCI - Financials Comparison

This section allows you to compare key financial metrics between Fastenal Company 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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