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JCI vs. MTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JCI and MTZ is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

JCI vs. MTZ - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%December2025FebruaryMarchAprilMay
25,091.77%
2,071.65%
JCI
MTZ

Key characteristics

Sharpe Ratio

JCI:

1.59

MTZ:

1.32

Sortino Ratio

JCI:

2.35

MTZ:

1.84

Omega Ratio

JCI:

1.31

MTZ:

1.26

Calmar Ratio

JCI:

2.40

MTZ:

1.83

Martin Ratio

JCI:

7.26

MTZ:

5.04

Ulcer Index

JCI:

6.97%

MTZ:

12.39%

Daily Std Dev

JCI:

31.88%

MTZ:

46.03%

Max Drawdown

JCI:

-85.71%

MTZ:

-97.72%

Current Drawdown

JCI:

-0.96%

MTZ:

-10.71%

Fundamentals

Market Cap

JCI:

$58.70B

MTZ:

$11.12B

EPS

JCI:

$2.13

MTZ:

$2.72

PE Ratio

JCI:

41.75

MTZ:

51.79

PEG Ratio

JCI:

1.34

MTZ:

0.65

PS Ratio

JCI:

2.49

MTZ:

0.81

PB Ratio

JCI:

3.48

MTZ:

3.40

Total Revenue (TTM)

JCI:

$15.59B

MTZ:

$12.46B

Gross Profit (TTM)

JCI:

$5.82B

MTZ:

$1.50B

EBITDA (TTM)

JCI:

$2.75B

MTZ:

$948.13M

Returns By Period

In the year-to-date period, JCI achieves a 13.68% return, which is significantly higher than MTZ's 5.46% return. Over the past 10 years, JCI has underperformed MTZ with an annualized return of 12.28%, while MTZ has yielded a comparatively higher 22.81% annualized return.


JCI

YTD

13.68%

1M

24.59%

6M

21.44%

1Y

46.01%

5Y*

28.81%

10Y*

12.28%

MTZ

YTD

5.46%

1M

35.35%

6M

8.26%

1Y

41.03%

5Y*

33.42%

10Y*

22.81%

*Annualized

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Risk-Adjusted Performance

JCI vs. MTZ — Risk-Adjusted Performance Rank

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

JCI
The Risk-Adjusted Performance Rank of JCI is 9191
Overall Rank
The Sharpe Ratio Rank of JCI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of JCI is 8989
Sortino Ratio Rank
The Omega Ratio Rank of JCI is 8888
Omega Ratio Rank
The Calmar Ratio Rank of JCI is 9595
Calmar Ratio Rank
The Martin Ratio Rank of JCI is 9191
Martin Ratio Rank

MTZ
The Risk-Adjusted Performance Rank of MTZ is 8686
Overall Rank
The Sharpe Ratio Rank of MTZ is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MTZ is 8282
Sortino Ratio Rank
The Omega Ratio Rank of MTZ is 8383
Omega Ratio Rank
The Calmar Ratio Rank of MTZ is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MTZ is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JCI vs. MTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and MasTec, Inc. (MTZ). 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 chart of Sharpe ratio for JCI, currently valued at 1.59, compared to the broader market-2.00-1.000.001.002.003.00
JCI: 1.59
MTZ: 1.32
The chart of Sortino ratio for JCI, currently valued at 2.35, compared to the broader market-6.00-4.00-2.000.002.004.00
JCI: 2.35
MTZ: 1.84
The chart of Omega ratio for JCI, currently valued at 1.31, compared to the broader market0.501.001.502.00
JCI: 1.31
MTZ: 1.26
The chart of Calmar ratio for JCI, currently valued at 2.40, compared to the broader market0.001.002.003.004.005.00
JCI: 2.40
MTZ: 1.83
The chart of Martin ratio for JCI, currently valued at 7.26, compared to the broader market-10.000.0010.0020.00
JCI: 7.26
MTZ: 5.04

The current JCI Sharpe Ratio is 1.59, which is comparable to the MTZ Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of JCI and MTZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
1.59
1.32
JCI
MTZ

Dividends

JCI vs. MTZ - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.66%, while MTZ has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JCI
Johnson Controls International plc
1.66%1.88%2.55%2.19%1.41%2.23%2.55%3.51%2.65%15.64%5.85%3.69%
MTZ
MasTec, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JCI vs. MTZ - Drawdown Comparison

The maximum JCI drawdown since its inception was -85.71%, smaller than the maximum MTZ drawdown of -97.72%. Use the drawdown chart below to compare losses from any high point for JCI and MTZ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.96%
-10.71%
JCI
MTZ

Volatility

JCI vs. MTZ - Volatility Comparison

The current volatility for Johnson Controls International plc (JCI) is 15.53%, while MasTec, Inc. (MTZ) has a volatility of 18.61%. This indicates that JCI experiences smaller price fluctuations and is considered to be less risky than MTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.53%
18.61%
JCI
MTZ

Financials

JCI vs. MTZ - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20212022202320242025
5.43B
2.85B
(JCI) Total Revenue
(MTZ) Total Revenue
Values in USD except per share items

JCI vs. MTZ - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
35.5%
10.9%
(JCI) Gross Margin
(MTZ) Gross Margin
JCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Johnson Controls International plc reported a gross profit of 1.93B and revenue of 5.43B. Therefore, the gross margin over that period was 35.5%.
MTZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, MasTec, Inc. reported a gross profit of 311.10M and revenue of 2.85B. Therefore, the gross margin over that period was 10.9%.
JCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Johnson Controls International plc reported an operating income of 527.00M and revenue of 5.43B, resulting in an operating margin of 9.7%.
MTZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, MasTec, Inc. reported an operating income of 144.93M and revenue of 2.85B, resulting in an operating margin of 5.1%.
JCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Johnson Controls International plc reported a net income of 419.00M and revenue of 5.43B, resulting in a net margin of 7.7%.
MTZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MasTec, Inc. reported a net income of 9.90M and revenue of 2.85B, resulting in a net margin of 0.4%.