FJTSY vs. JCI
FJTSY (Fujitsu Ltd ADR) and JCI (Johnson Controls International plc) are both stocks. FJTSY operates in Information Technology Services (Technology), while JCI operates in Engineering & Construction (Industrials). Over the past 10 years, FJTSY returned 18.80%/yr vs 14.94%/yr for JCI. At a 0.25 correlation, their price movements are largely independent.
Performance
FJTSY vs. JCI - Performance Comparison
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Returns By Period
In the year-to-date period, FJTSY achieves a -24.83% return, which is significantly lower than JCI's 21.43% return. Over the past 10 years, FJTSY has outperformed JCI with an annualized return of 18.80%, while JCI has yielded a comparatively lower 14.94% annualized return.
FJTSY
- 1D
- -3.78%
- 1M
- -3.21%
- YTD
- -24.83%
- 6M
- -23.54%
- 1Y
- -14.63%
- 3Y*
- 13.91%
- 5Y*
- 3.46%
- 10Y*
- 18.80%
JCI
- 1D
- 0.66%
- 1M
- 0.81%
- YTD
- 21.43%
- 6M
- 27.13%
- 1Y
- 41.86%
- 3Y*
- 33.39%
- 5Y*
- 19.07%
- 10Y*
- 14.94%
FJTSY vs. JCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FJTSY Fujitsu Ltd ADR | -24.83% | 55.98% | 17.49% | 12.77% | -22.86% | 19.18% | 54.48% | 49.76% | -12.38% | 29.23% |
JCI Johnson Controls International plc | 21.43% | 54.03% | 39.80% | -7.63% | -19.29% | 77.42% | 17.70% | 40.91% | -19.85% | -5.11% |
Correlation
The correlation between FJTSY and JCI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.25 |
Fundamentals
FJTSY:
¥257.52
JCI:
$4.91
FJTSY:
12.75
JCI:
29.52
FJTSY:
0.30
JCI:
7.49
FJTSY:
1.63
JCI:
5.58
FJTSY:
¥3.55T
JCI:
$12.49B
FJTSY:
¥1.32T
JCI:
$8.93B
FJTSY:
¥439.05B
JCI:
$3.12B
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Return for Risk
FJTSY vs. JCI — Risk / Return Rank
FJTSY
JCI
FJTSY vs. JCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) 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.
| FJTSY | JCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.28 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 3.31 | -3.75 |
| Martin ratioReturn relative to average drawdown | -0.95 | 9.11 | -10.06 |
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Drawdowns
FJTSY vs. JCI - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, smaller than the maximum JCI drawdown of -86.83%. Use the drawdown chart below to compare losses from any high point for FJTSY and JCI.
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Drawdown Indicators
| FJTSY | JCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -86.83% | +24.79% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -12.71% | -20.88% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -30.85% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -42.32% | -5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -47.14% | -0.41% |
Current DrawdownCurrent decline from peak | -29.49% | -1.89% | -27.60% |
Average DrawdownAverage peak-to-trough decline | -22.75% | -21.70% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.45% | 4.61% | +10.84% |
Volatility
FJTSY vs. JCI - Volatility Comparison
Fujitsu Ltd ADR (FJTSY) has a higher volatility of 14.50% compared to Johnson Controls International plc (JCI) at 12.33%. This indicates that FJTSY's price experiences larger fluctuations and is considered to be riskier 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
| FJTSY | JCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.50% | 12.33% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 35.10% | 22.64% | +12.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.39% | 28.11% | +15.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.88% | 28.46% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.83% | 28.06% | +3.77% |
Dividends
FJTSY vs. JCI - Dividend Comparison
FJTSY has not paid dividends to shareholders, while JCI's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJTSY Fujitsu Ltd ADR | 0.00% | 0.36% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.30% | 1.30% |
JCI Johnson Controls International plc | 1.08% | 1.29% | 1.88% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 4.23% | 5.85% |
Financials
FJTSY vs. JCI - Financials Comparison
This section allows you to compare key financial metrics between Fujitsu 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.
Total Revenue: Total amount of money received from sales and other business activities
FJTSY vs. JCI - Profitability Comparison
FJTSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a gross profit of 458.88B and revenue of 1.07T. Therefore, the gross margin over that period was 42.8%.
JCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
FJTSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported an operating income of 154.67B and revenue of 1.07T, resulting in an operating margin of 14.4%.
JCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.
FJTSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a net income of 107.66B and revenue of 1.07T, resulting in a net margin of 10.1%.
JCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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
FJTSY and JCI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FJTSY has higher volatility (14.50%) compared to JCI (12.33%). In terms of maximum drawdown, FJTSY dropped -62.04% vs JCI's -86.83%.
JCI currently has the higher Sharpe Ratio (1.50 vs -0.34), 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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