JCI vs. CPER
JCI (Johnson Controls International plc) is a stock, while CPER (United States Copper Index Fund) is Copper fund tracking the SummerHaven Copper Index Total Return. Over the past 10 years, JCI returned 15.01%/yr vs 11.13%/yr for CPER. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
JCI vs. CPER - Performance Comparison
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Returns By Period
In the year-to-date period, JCI achieves a 29.06% return, which is significantly higher than CPER's 16.85% return. Over the past 10 years, JCI has outperformed CPER with an annualized return of 15.01%, while CPER has yielded a comparatively lower 11.13% annualized return.
JCI
- 1D
- 0.02%
- 1M
- 7.66%
- 6M
- 19.35%
- YTD
- 29.06%
- 1Y
- 48.46%
- 3Y*
- 37.28%
- 5Y*
- 18.70%
- 10Y*
- 15.01%
- ALL TIME*
- 13.96%
CPER
- 1D
- 1.77%
- 1M
- 7.95%
- 6M
- 12.57%
- YTD
- 16.85%
- 1Y
- 50.13%
- 3Y*
- 19.58%
- 5Y*
- 9.04%
- 10Y*
- 11.13%
- ALL TIME*
- 3.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.88M | $16.66M | $24.32M | |
| $610.17M | $516.49M | $595.67M |
JCI vs. CPER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 29.06% | 54.03% | 39.80% | -7.63% | -19.29% | 77.42% | 17.70% | 40.91% | -19.85% | -5.11% |
CPER United States Copper Index Fund | 16.85% | 38.95% | 4.23% | 4.55% | -15.14% | 25.21% | 23.90% | 6.66% | -21.91% | 28.80% |
Correlation
The correlation between JCI and CPER is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2011 | 0.22 |
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Return for Risk
JCI vs. CPER — Risk / Return Rank
JCI
CPER
JCI vs. CPER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and United States Copper Index Fund (CPER). 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.
| JCI | CPER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 3.07 | +0.76 |
| Martin ratioReturn relative to average drawdown | 11.07 | 9.55 | +1.52 |
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Drawdowns
JCI vs. CPER - Drawdown Comparison
The maximum JCI drawdown since its inception was -86.83%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for JCI and CPER.
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Drawdown Indicators
| JCI | CPER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.83% | -54.04% | -32.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -16.43% | +3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -22.61% | -24.77% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -42.32% | -34.75% | -7.57% |
Max Drawdown (10Y)Largest decline over 10 years | -47.14% | -38.42% | -8.72% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -21.64% | -25.17% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 5.26% | -0.87% |
Volatility
JCI vs. CPER - Volatility Comparison
Johnson Controls International plc (JCI) has a higher volatility of 7.31% compared to United States Copper Index Fund (CPER) at 6.22%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCI | CPER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.31% | 6.22% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 23.48% | 20.29% | +3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.12% | 28.05% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.77% | 27.09% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.16% | 24.11% | +4.05% |
Dividends
JCI vs. CPER - Dividend Comparison
JCI's dividend yield for the trailing twelve months is around 1.04%, while CPER has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPER United States Copper Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JCI Johnson Controls International plc | 1.04% | 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 CPER have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JCI has higher volatility (7.31%) compared to CPER (6.22%). In terms of maximum drawdown, JCI dropped -86.83% vs CPER's -54.04%.
CPER currently has the higher Sharpe Ratio (1.80 vs 1.68), 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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