JCI vs. GWW
Compare and contrast key facts about Johnson Controls International plc (JCI) and W.W. Grainger, Inc. (GWW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JCI or GWW.
Performance
JCI vs. GWW - Performance Comparison
Returns By Period
In the year-to-date period, JCI achieves a 48.08% return, which is significantly higher than GWW's 45.28% return. Over the past 10 years, JCI has underperformed GWW with an annualized return of 10.96%, while GWW has yielded a comparatively higher 18.93% annualized return.
JCI
48.08%
9.59%
15.84%
63.01%
17.25%
10.96%
GWW
45.28%
8.88%
25.59%
48.82%
31.99%
18.93%
Fundamentals
| JCI | GWW | |
|---|---|---|
| Market Cap | $54.95B | $57.39B |
| EPS | $2.08 | $36.92 |
| PE Ratio | 39.89 | 31.92 |
| PEG Ratio | 1.41 | 2.91 |
| Total Revenue (TTM) | $26.27B | $16.93B |
| Gross Profit (TTM) | $9.24B | $6.65B |
| EBITDA (TTM) | $3.30B | $2.82B |
Key characteristics
| JCI | GWW | |
|---|---|---|
| Sharpe Ratio | 2.45 | 2.26 |
| Sortino Ratio | 2.95 | 3.21 |
| Omega Ratio | 1.44 | 1.42 |
| Calmar Ratio | 1.94 | 3.41 |
| Martin Ratio | 15.39 | 8.46 |
| Ulcer Index | 4.13% | 5.82% |
| Daily Std Dev | 25.96% | 21.83% |
| Max Drawdown | -85.71% | -56.74% |
| Current Drawdown | -3.01% | -2.17% |
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Correlation
The correlation between JCI and GWW is 0.38, 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.
Risk-Adjusted Performance
JCI vs. GWW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and W.W. Grainger, Inc. (GWW). 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.
Dividends
JCI vs. GWW - Dividend Comparison
JCI's dividend yield for the trailing twelve months is around 1.76%, more than GWW's 0.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 1.76% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 15.64% | 5.85% | 3.69% | 3.46% |
GWW W.W. Grainger, Inc. | 0.67% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% | 1.41% |
Drawdowns
JCI vs. GWW - Drawdown Comparison
The maximum JCI drawdown since its inception was -85.71%, which is greater than GWW's maximum drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for JCI and GWW. For additional features, visit the drawdowns tool.
Volatility
JCI vs. GWW - Volatility Comparison
Johnson Controls International plc (JCI) has a higher volatility of 10.20% compared to W.W. Grainger, Inc. (GWW) at 7.88%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than GWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JCI vs. GWW - Financials Comparison
This section allows you to compare key financial metrics between Johnson Controls International plc and W.W. Grainger, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities