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

Correlation

The correlation between JCI and CTAS 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

JCI vs. CTAS - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
16.63%
3.89%
JCI
CTAS

Key characteristics

Sharpe Ratio

JCI:

1.87

CTAS:

1.38

Sortino Ratio

JCI:

2.44

CTAS:

1.88

Omega Ratio

JCI:

1.34

CTAS:

1.32

Calmar Ratio

JCI:

1.48

CTAS:

1.64

Martin Ratio

JCI:

11.28

CTAS:

12.12

Ulcer Index

JCI:

4.24%

CTAS:

2.60%

Daily Std Dev

JCI:

25.60%

CTAS:

22.85%

Max Drawdown

JCI:

-85.71%

CTAS:

-65.32%

Current Drawdown

JCI:

-9.11%

CTAS:

-19.29%

Fundamentals

Market Cap

JCI:

$54.20B

CTAS:

$84.04B

EPS

JCI:

$2.08

CTAS:

$3.96

PE Ratio

JCI:

39.35

CTAS:

52.62

PEG Ratio

JCI:

1.39

CTAS:

4.46

Total Revenue (TTM)

JCI:

$22.95B

CTAS:

$7.38B

Gross Profit (TTM)

JCI:

$8.07B

CTAS:

$3.57B

EBITDA (TTM)

JCI:

$2.78B

CTAS:

$1.98B

Returns By Period

In the year-to-date period, JCI achieves a 38.77% return, which is significantly higher than CTAS's 22.30% return. Over the past 10 years, JCI has underperformed CTAS with an annualized return of 9.87%, while CTAS has yielded a comparatively higher 26.16% annualized return.


JCI

YTD

38.77%

1M

-5.77%

6M

16.63%

1Y

46.20%

5Y*

16.41%

10Y*

9.87%

CTAS

YTD

22.30%

1M

-16.14%

6M

3.89%

1Y

33.12%

5Y*

23.10%

10Y*

26.16%

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Risk-Adjusted Performance

JCI vs. CTAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Cintas Corporation (CTAS). 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 JCI, currently valued at 1.87, compared to the broader market-4.00-2.000.002.001.871.38
The chart of Sortino ratio for JCI, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.441.88
The chart of Omega ratio for JCI, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.32
The chart of Calmar ratio for JCI, currently valued at 1.48, compared to the broader market0.002.004.006.001.481.64
The chart of Martin ratio for JCI, currently valued at 11.28, compared to the broader market0.0010.0020.0011.2812.12
JCI
CTAS

The current JCI Sharpe Ratio is 1.87, which is higher than the CTAS Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of JCI and CTAS, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.87
1.38
JCI
CTAS

Dividends

JCI vs. CTAS - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.41%, more than CTAS's 0.80% yield.


TTM20232022202120202019201820172016201520142013
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%
CTAS
Cintas Corporation
0.80%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%1.29%

Drawdowns

JCI vs. CTAS - Drawdown Comparison

The maximum JCI drawdown since its inception was -85.71%, which is greater than CTAS's maximum drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for JCI and CTAS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.11%
-19.29%
JCI
CTAS

Volatility

JCI vs. CTAS - Volatility Comparison

The current volatility for Johnson Controls International plc (JCI) is 6.32%, while Cintas Corporation (CTAS) has a volatility of 13.61%. This indicates that JCI experiences smaller price fluctuations and is considered to be less risky than CTAS 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%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.32%
13.61%
JCI
CTAS

Financials

JCI vs. CTAS - Financials Comparison

This section allows you to compare key financial metrics between Johnson Controls International plc and Cintas 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.


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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