JCI vs. COST
JCI (Johnson Controls International plc) and COST (Costco Wholesale Corporation) are both stocks. JCI operates in Engineering & Construction (Industrials), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, JCI returned 14.82%/yr vs 22.25%/yr for COST. At a 0.30 correlation, their price movements are largely independent.
Performance
JCI vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, JCI achieves a 20.66% return, which is significantly higher than COST's 13.35% return. Over the past 10 years, JCI has underperformed COST with an annualized return of 14.82%, while COST has yielded a comparatively higher 22.25% annualized return.
JCI
- 1D
- 0.28%
- 1M
- 3.25%
- YTD
- 20.66%
- 6M
- 26.09%
- 1Y
- 40.71%
- 3Y*
- 33.96%
- 5Y*
- 18.98%
- 10Y*
- 14.82%
COST
- 1D
- 0.30%
- 1M
- -3.37%
- YTD
- 13.35%
- 6M
- 10.14%
- 1Y
- -3.42%
- 3Y*
- 25.18%
- 5Y*
- 22.05%
- 10Y*
- 22.25%
JCI vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 20.66% | 54.03% | 39.80% | -7.63% | -19.29% | 77.42% | 17.70% | 40.91% | -19.85% | -5.11% |
COST Costco Wholesale Corporation | 13.35% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between JCI and COST is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 1993 | 0.30 |
Over the past year, the correlation between JCI and COST has dropped to 0.03 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
JCI:
$4.91
COST:
$26.51
JCI:
29.34
COST:
36.77
JCI:
7.44
COST:
2.88
JCI:
5.55
COST:
1.11
JCI:
$12.49B
COST:
$293.59B
JCI:
$8.93B
COST:
$11.12B
JCI:
$3.12B
COST:
$12.48B
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Return for Risk
JCI vs. COST — Risk / Return Rank
JCI
COST
JCI vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Costco Wholesale Corporation (COST). 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.
| JCI | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.98 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | -0.22 | +3.44 |
| Martin ratioReturn relative to average drawdown | 8.89 | -0.51 | +9.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JCI | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | -0.18 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.98 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 1.02 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.59 | -0.21 |
Drawdowns
JCI vs. COST - Drawdown Comparison
The maximum JCI drawdown since its inception was -86.83%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for JCI and COST.
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Drawdown Indicators
| JCI | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.83% | -53.39% | -33.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -15.38% | +2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -30.85% | -20.74% | -10.11% |
Max Drawdown (5Y)Largest decline over 5 years | -42.32% | -31.40% | -10.92% |
Max Drawdown (10Y)Largest decline over 10 years | -47.14% | -31.40% | -15.74% |
Current DrawdownCurrent decline from peak | -2.27% | -10.93% | +8.66% |
Average DrawdownAverage peak-to-trough decline | -21.71% | -13.36% | -8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 7.15% | -2.56% |
Volatility
JCI vs. COST - Volatility Comparison
Johnson Controls International plc (JCI) has a higher volatility of 10.20% compared to Costco Wholesale Corporation (COST) at 7.71%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCI | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 7.71% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 21.47% | 14.53% | +6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.27% | 18.79% | +8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.30% | 22.71% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.98% | 21.95% | +6.03% |
Dividends
JCI vs. COST - Dividend Comparison
JCI's dividend yield for the trailing twelve months is around 1.09%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
JCI Johnson Controls International plc | 1.09% | 1.29% | 1.88% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 4.23% | 5.85% |
Financials
JCI vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Johnson Controls International plc and Costco Wholesale Corporation. 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
JCI vs. COST - Profitability Comparison
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%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
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%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
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%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
JCI and COST have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JCI has higher volatility (10.20%) compared to COST (7.71%). In terms of maximum drawdown, JCI dropped -86.83% vs COST's -53.39%.
JCI currently has the higher Sharpe Ratio (1.50 vs -0.18), 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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