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JCI vs. FAST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JCI vs. FAST - Performance Comparison

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

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Returns By Period

In the year-to-date period, JCI achieves a 23.10% return, which is significantly higher than FAST's 17.03% return. Over the past 10 years, JCI has underperformed FAST with an annualized return of 15.19%, while FAST has yielded a comparatively higher 17.99% annualized return.


JCI

1D
3.50%
1M
1.77%
YTD
23.10%
6M
29.49%
1Y
47.26%
3Y*
35.66%
5Y*
19.50%
10Y*
15.19%

FAST

1D
3.87%
1M
3.52%
YTD
17.03%
6M
13.94%
1Y
15.16%
3Y*
21.74%
5Y*
14.57%
10Y*
17.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JCI vs. FAST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JCI
Johnson Controls International plc
23.10%54.03%39.80%-7.63%-19.29%77.42%17.70%40.91%-19.85%-5.11%
FAST
Fastenal Company
17.03%13.98%13.53%41.31%-24.34%34.06%36.60%45.08%-1.61%19.66%

Correlation

The correlation between JCI and FAST is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.35

The correlation between JCI and FAST shifts across timeframes, from 0.34 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

JCI:

$4.91

FAST:

$1.13

PE Ratio

JCI:

29.93

FAST:

41.13

PEG Ratio

JCI:

7.59

FAST:

4.83

PS Ratio

JCI:

5.66

FAST:

6.33

Total Revenue (TTM)

JCI:

$12.49B

FAST:

$8.44B

Gross Profit (TTM)

JCI:

$8.93B

FAST:

$3.79B

EBITDA (TTM)

JCI:

$3.12B

FAST:

$1.80B

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Return for Risk

JCI vs. FAST — Risk / Return Rank

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

JCI
JCI Risk / Return Rank: 8484
Overall Rank
JCI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
JCI Sortino Ratio Rank: 8080
Sortino Ratio Rank
JCI Omega Ratio Rank: 8181
Omega Ratio Rank
JCI Calmar Ratio Rank: 8686
Calmar Ratio Rank
JCI Martin Ratio Rank: 8787
Martin Ratio Rank

FAST
FAST Risk / Return Rank: 5555
Overall Rank
FAST Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FAST Sortino Ratio Rank: 5353
Sortino Ratio Rank
FAST Omega Ratio Rank: 5252
Omega Ratio Rank
FAST Calmar Ratio Rank: 5555
Calmar Ratio Rank
FAST Martin Ratio Rank: 5555
Martin Ratio Rank
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. FAST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Fastenal Company (FAST). 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.


JCIFASTDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.32

1.13

+0.19

Calmar ratioReturn relative to maximum drawdown

3.74

0.70

+3.04

Martin ratioReturn relative to average drawdown

10.34

1.39

+8.94

JCI vs. FAST - Sharpe Ratio Comparison

The current JCI Sharpe Ratio is 1.75, which is higher than the FAST Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JCI and FAST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JCIFASTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.61

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.60

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.67

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.53

-0.25

Drawdowns

JCI vs. FAST - Drawdown Comparison

The maximum JCI drawdown since its inception was -93.36%, which is greater than FAST's maximum drawdown of -63.43%. Use the drawdown chart below to compare losses from any high point for JCI and FAST.


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Drawdown Indicators


JCIFASTDifference

Max Drawdown

Largest peak-to-trough decline

-93.36%

-63.43%

-29.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.71%

-21.90%

+9.19%

Max Drawdown (3Y)

Largest decline over 3 years

-30.85%

-21.90%

-8.95%

Max Drawdown (5Y)

Largest decline over 5 years

-42.32%

-30.71%

-11.61%

Max Drawdown (10Y)

Largest decline over 10 years

-47.14%

-30.71%

-16.43%

Current Drawdown

Current decline from peak

0.00%

-6.31%

+6.31%

Average Drawdown

Average peak-to-trough decline

-38.26%

-12.17%

-26.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

10.92%

-6.33%

Volatility

JCI vs. FAST - Volatility Comparison

Johnson Controls International plc (JCI) has a higher volatility of 10.34% compared to Fastenal Company (FAST) at 6.18%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than FAST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JCIFASTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

6.18%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

21.32%

19.34%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

27.14%

24.85%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.28%

24.29%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.96%

26.77%

+1.19%

Dividends

JCI vs. FAST - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.07%, less than FAST's 1.98% yield.


PositionTTM20252024202320222021202020192018201720162015
FAST
Fastenal Company
1.98%2.18%2.17%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%
JCI
Johnson Controls International plc
1.07%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. FAST - Financials Comparison

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


-6.00B-4.00B-2.00B0.002.00B4.00B6.00B8.00B20222023202420252026
-5.80B
2.20B
(JCI) Total Revenue
(FAST) Total Revenue
Values in USD except per share items

JCI vs. FAST - Profitability Comparison

The chart below illustrates the profitability comparison between Johnson Controls International plc and Fastenal Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%20222023202420252026
-39.0%
44.6%
Portfolio components
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%.

FAST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fastenal Company reported a gross profit of 982.90M and revenue of 2.20B. Therefore, the gross margin over that period was 44.6%.

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%.

FAST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fastenal Company reported an operating income of 447.60M and revenue of 2.20B, resulting in an operating margin of 20.3%.

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%.

FAST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fastenal Company reported a net income of 339.80M and revenue of 2.20B, resulting in a net margin of 15.4%.


Frequently Asked Questions


JCI and FAST have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JCI has higher volatility (10.34%) compared to FAST (6.18%). In terms of maximum drawdown, JCI dropped -93.36% vs FAST's -63.43%.

JCI currently has the higher Sharpe Ratio (1.75 vs 0.61), 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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