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JCI vs. AAPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JCI vs. AAPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson Controls International plc (JCI) and Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JCI having a 19.91% return and AAPY slightly lower at 19.54%.


JCI

1D
-1.71%
1M
-2.26%
6M
28.06%
YTD
19.91%
1Y
36.40%
3Y*
29.98%
5Y*
17.74%
10Y*
14.83%

AAPY

1D
4.40%
1M
10.07%
6M
24.99%
YTD
19.54%
1Y
45.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JCI vs. AAPY - Yearly Performance Comparison


2026 (YTD)202520242023
JCI
Johnson Controls International plc
19.91%54.03%39.80%18.71%
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
19.54%5.04%20.54%9.18%

Correlation

The correlation between JCI and AAPY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.23

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Return for Risk

JCI vs. AAPY — Risk / Return Rank

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

JCI
JCI Risk / Return Rank: 8181
Overall Rank
JCI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JCI Sortino Ratio Rank: 7575
Sortino Ratio Rank
JCI Omega Ratio Rank: 7676
Omega Ratio Rank
JCI Calmar Ratio Rank: 8686
Calmar Ratio Rank
JCI Martin Ratio Rank: 8787
Martin Ratio Rank

AAPY
AAPY Risk / Return Rank: 6969
Overall Rank
AAPY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AAPY Sortino Ratio Rank: 6868
Sortino Ratio Rank
AAPY Omega Ratio Rank: 7575
Omega Ratio Rank
AAPY Calmar Ratio Rank: 7676
Calmar Ratio Rank
AAPY Martin Ratio Rank: 5656
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.

JCI vs. AAPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY). 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.


JCIAAPYDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

2.88

3.13

-0.25

Martin ratioReturn relative to average drawdown

7.72

7.89

-0.17

JCI vs. AAPY - Sharpe Ratio Comparison

The current JCI Sharpe Ratio is 1.24, which is lower than the AAPY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of JCI and AAPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JCI vs. AAPY - Drawdown Comparison

The maximum JCI drawdown since its inception was -86.83%, which is greater than AAPY's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for JCI and AAPY.


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Drawdown Indicators


JCIAAPYDifference

Max Drawdown

Largest peak-to-trough decline

-86.83%

-29.22%

-57.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.71%

-14.47%

+1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-30.85%

Max Drawdown (5Y)

Largest decline over 5 years

-42.32%

Max Drawdown (10Y)

Largest decline over 10 years

-47.14%

Current Drawdown

Current decline from peak

-3.68%

0.00%

-3.68%

Average Drawdown

Average peak-to-trough decline

-21.67%

-6.30%

-15.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

5.73%

-1.01%

Volatility

JCI vs. AAPY - Volatility Comparison

The current volatility for Johnson Controls International plc (JCI) is 10.19%, while Kurv Yield Premium Strategy Apple (AAPL) ETF (AAPY) has a volatility of 11.43%. This indicates that JCI experiences smaller price fluctuations and is considered to be less risky than AAPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JCIAAPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

11.43%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

23.06%

21.43%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

29.48%

24.22%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.70%

23.36%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.12%

23.36%

+4.76%

Dividends

JCI vs. AAPY - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.12%, less than AAPY's 10.94% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
10.94%12.66%17.15%2.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JCI
Johnson Controls International plc
1.12%1.29%1.88%2.55%2.19%1.41%2.23%2.55%3.51%2.65%4.23%5.85%

Frequently Asked Questions


JCI and AAPY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAPY has higher volatility (11.43%) compared to JCI (10.19%). In terms of maximum drawdown, JCI dropped -86.83% vs AAPY's -29.22%.

AAPY currently has the higher Sharpe Ratio (1.87 vs 1.24), 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.

Portfolio Optimizer

Find the right allocation for JCI and AAPY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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