JCI vs. MAS
JCI (Johnson Controls International plc) and MAS (Masco Corporation) are both stocks. Both are in the Industrials sector — JCI in Engineering & Construction, MAS in Building Products & Equipment. Over the past 10 years, JCI returned 14.94%/yr vs 10.99%/yr for MAS. At a 0.37 correlation, their price movements are largely independent.
Performance
JCI vs. MAS - Performance Comparison
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Returns By Period
In the year-to-date period, JCI achieves a 21.43% return, which is significantly higher than MAS's 17.72% return. Over the past 10 years, JCI has outperformed MAS with an annualized return of 14.94%, while MAS has yielded a comparatively lower 10.99% annualized return.
JCI
- 1D
- 0.66%
- 1M
- 1.31%
- YTD
- 21.43%
- 6M
- 27.13%
- 1Y
- 44.13%
- 3Y*
- 33.39%
- 5Y*
- 19.07%
- 10Y*
- 14.94%
MAS
- 1D
- 0.38%
- 1M
- 14.19%
- YTD
- 17.72%
- 6M
- 16.83%
- 1Y
- 21.87%
- 3Y*
- 11.75%
- 5Y*
- 6.70%
- 10Y*
- 10.99%
JCI vs. MAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 21.43% | 54.03% | 39.80% | -7.63% | -19.29% | 77.42% | 17.70% | 40.91% | -19.85% | -5.11% |
MAS Masco Corporation | 17.72% | -10.92% | 10.04% | 46.56% | -32.09% | 29.61% | 15.78% | 66.27% | -32.70% | 40.55% |
Correlation
The correlation between JCI and MAS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1985 | 0.37 |
The correlation between JCI and MAS shifts across timeframes, from 0.31 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JCI:
$4.91
MAS:
$4.02
JCI:
29.52
MAS:
18.39
JCI:
7.49
MAS:
0.56
JCI:
5.58
MAS:
2.00
JCI:
$12.49B
MAS:
$7.68B
JCI:
$8.93B
MAS:
$2.72B
JCI:
$3.12B
MAS:
$1.39B
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Return for Risk
JCI vs. MAS — Risk / Return Rank
JCI
MAS
JCI vs. MAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Masco Corporation (MAS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JCI | MAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.12 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 0.75 | +2.56 |
| Martin ratioReturn relative to average drawdown | 9.11 | 1.54 | +7.57 |
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Drawdowns
JCI vs. MAS - Drawdown Comparison
The maximum JCI drawdown since its inception was -86.83%, roughly equal to the maximum MAS drawdown of -88.75%. Use the drawdown chart below to compare losses from any high point for JCI and MAS.
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Drawdown Indicators
| JCI | MAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.83% | -88.75% | +1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -24.38% | +11.67% |
Max Drawdown (3Y)Largest decline over 3 years | -30.85% | -30.95% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -42.32% | -37.95% | -4.37% |
Max Drawdown (10Y)Largest decline over 10 years | -47.14% | -44.83% | -2.31% |
Current DrawdownCurrent decline from peak | -1.89% | -10.89% | +9.00% |
Average DrawdownAverage peak-to-trough decline | -21.70% | -23.63% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 11.82% | -7.21% |
Volatility
JCI vs. MAS - Volatility Comparison
Johnson Controls International plc (JCI) has a higher volatility of 12.33% compared to Masco Corporation (MAS) at 9.83%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than MAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCI | MAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.33% | 9.83% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 22.64% | 25.92% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.11% | 32.41% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.46% | 30.03% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.06% | 29.44% | -1.38% |
Dividends
JCI vs. MAS - Dividend Comparison
JCI's dividend yield for the trailing twelve months is around 1.08%, less than MAS's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 1.08% | 1.29% | 1.88% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 4.23% | 5.85% |
MAS Masco Corporation | 1.70% | 1.95% | 1.60% | 1.70% | 2.40% | 1.20% | 0.99% | 1.03% | 1.49% | 0.92% | 1.22% | 12.68% |
Financials
JCI vs. MAS - Financials Comparison
This section allows you to compare key financial metrics between Johnson Controls International plc and Masco 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.
Total Revenue: Total amount of money received from sales and other business activities
JCI vs. MAS - Profitability Comparison
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%.
MAS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported a gross profit of 686.00M and revenue of 1.92B. Therefore, the gross margin over that period was 35.8%.
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%.
MAS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported an operating income of 316.00M and revenue of 1.92B, resulting in an operating margin of 16.5%.
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%.
MAS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported a net income of 213.00M and revenue of 1.92B, resulting in a net margin of 11.1%.
Frequently Asked Questions
JCI and MAS have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JCI has higher volatility (12.33%) compared to MAS (9.83%). In terms of maximum drawdown, JCI dropped -86.83% vs MAS's -88.75%.
JCI currently has the higher Sharpe Ratio (1.50 vs 0.56), 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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