JCI vs. CVGRX

Last updated Apr 2, 2026

Compare and contrast key facts about Johnson Controls International plc (JCI) and Calamos Growth Fund (CVGRX).

CVGRX is managed by Calamos. It was launched on Sep 4, 1990.

Performance

JCI vs. CVGRX - Performance Comparison

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

JCI vs. CVGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JCI Johnson Controls International plc	12.85%	54.03%	39.80%	-7.63%	-19.29%	77.42%	17.70%	40.91%	-19.85%	-5.11%
CVGRX Calamos Growth Fund	-10.05%	16.08%	32.32%	37.64%	-33.33%	23.06%	32.97%	31.11%	-6.14%	26.58%

Returns By Period

In the year-to-date period, JCI achieves a 12.85% return, which is significantly higher than CVGRX's -10.05% return. Over the past 10 years, JCI has outperformed CVGRX with an annualized return of 16.11%, while CVGRX has yielded a comparatively lower 12.57% annualized return.

JCI

• 1D: 2.88%
• 1M: -7.10%
• YTD: 12.85%
• 6M: 24.52%
• 1Y: 67.79%
• 3Y*: 33.35%
• 5Y*: 20.01%
• 10Y*: 16.11%

CVGRX

• 1D: 4.19%
• 1M: -5.84%
• YTD: -10.05%
• 6M: -8.90%
• 1Y: 15.95%
• 3Y*: 19.12%
• 5Y*: 8.26%
• 10Y*: 12.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JCI vs. CVGRX — Risk / Return Rank

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

JCI

JCI Risk / Return Rank: 92
JCI Sharpe Ratio Rank: 92
JCI Sortino Ratio Rank: 90
JCI Omega Ratio Rank: 91
JCI Calmar Ratio Rank: 93
JCI Martin Ratio Rank: 94

CVGRX

CVGRX Risk / Return Rank: 31
CVGRX Sharpe Ratio Rank: 28
CVGRX Sortino Ratio Rank: 32
CVGRX Omega Ratio Rank: 30
CVGRX Calmar Ratio Rank: 34
CVGRX Martin Ratio Rank: 33

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. CVGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Calamos Growth Fund (CVGRX). 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	CVGRX	Difference
Sharpe ratio Return per unit of total volatility	2.27	0.74	+1.53
Sortino ratio Return per unit of downside risk	2.85	1.23	+1.63
Omega ratio Gain probability vs. loss probability	1.42	1.17	+0.25
Calmar ratio Return relative to maximum drawdown	4.98	1.06	+3.93
Martin ratio Return relative to average drawdown	15.03	3.97	+11.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JCI vs. CVGRX - Sharpe Ratio Comparison

The current JCI Sharpe Ratio is 2.27, which is higher than the CVGRX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of JCI and CVGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JCI	CVGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	0.74	+1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.38	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.59	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.49	-0.17

Correlation

The correlation between JCI and CVGRX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JCI vs. CVGRX - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.17%, less than CVGRX's 9.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JCI Johnson Controls International plc	1.17%	1.29%	1.88%	2.55%	2.19%	1.41%	2.23%	2.55%	3.51%	2.65%	4.23%	5.85%
CVGRX Calamos Growth Fund	9.80%	8.81%	6.66%	4.48%	0.00%	12.17%	11.25%	9.71%	16.86%	13.75%	4.12%	35.24%

Drawdowns

JCI vs. CVGRX - Drawdown Comparison

The maximum JCI drawdown since its inception was -86.83%, which is greater than CVGRX's maximum drawdown of -61.65%. Use the drawdown chart below to compare losses from any high point for JCI and CVGRX.

Drawdown Indicators

	JCI	CVGRX	Difference
Max Drawdown Largest peak-to-trough decline	-86.83%	-61.65%	-25.18%
Max Drawdown (1Y) Largest decline over 1 year	-14.14%	-16.00%	+1.86%
Max Drawdown (5Y) Largest decline over 5 years	-42.32%	-37.43%	-4.89%
Max Drawdown (10Y) Largest decline over 10 years	-47.14%	-37.43%	-9.71%
Current Drawdown Current decline from peak	-7.10%	-12.48%	+5.38%
Average Drawdown Average peak-to-trough decline	-24.43%	-11.55%	-12.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.69%	4.25%	+0.44%

Volatility

JCI vs. CVGRX - Volatility Comparison

Johnson Controls International plc (JCI) has a higher volatility of 10.44% compared to Calamos Growth Fund (CVGRX) at 7.78%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than CVGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JCI	CVGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.44%	7.78%	+2.66%
Volatility (6M) Calculated over the trailing 6-month period	20.71%	13.33%	+7.38%
Volatility (1Y) Calculated over the trailing 1-year period	29.99%	22.72%	+7.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.93%	21.87%	+6.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.86%	21.54%	+6.32%