JCI vs. CTAS

In the year-to-date period, JCI achieves a 3.17% return, which is significantly lower than CTAS's 14.28% return. Over the past 10 years, JCI has underperformed CTAS with an annualized return of 11.12%, while CTAS has yielded a comparatively higher 27.57% annualized return.

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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.

The current JCI Sharpe Ratio is 0.83, which is comparable to the CTAS Sharpe Ratio of 1.04. 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.

JCI's dividend yield for the trailing twelve months is around 1.83%, more than CTAS's 0.72% yield.

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.

Johnson Controls International plc (JCI) has a higher volatility of 17.15% compared to Cintas Corporation (CTAS) at 12.05%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.