JCI vs. KBR

In the year-to-date period, JCI achieves a 3.17% return, which is significantly higher than KBR's -8.12% return. Over the past 10 years, JCI has underperformed KBR with an annualized return of 11.12%, while KBR has yielded a comparatively higher 14.52% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and KBR, Inc. (KBR). 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 higher than the KBR Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of JCI and KBR, 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 KBR's 1.16% yield.

The maximum JCI drawdown since its inception was -85.71%, which is greater than KBR's maximum drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for JCI and KBR. For additional features, visit the drawdowns tool.

Johnson Controls International plc (JCI) has a higher volatility of 17.15% compared to KBR, Inc. (KBR) at 16.03%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than KBR 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 KBR, 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.