JCI vs. ROK
JCI (Johnson Controls International plc) and ROK (Rockwell Automation, Inc.) are both stocks. Both are in the Industrials sector — JCI in Engineering & Construction, ROK in Specialty Industrial Machinery. Over the past 10 years, JCI returned 14.94%/yr vs 16.90%/yr for ROK. At a 0.41 correlation, their price movements are largely independent.
Performance
JCI vs. ROK - 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 ROK's 18.84% return. Over the past 10 years, JCI has underperformed ROK with an annualized return of 14.94%, while ROK has yielded a comparatively higher 16.90% annualized return.
JCI
- 1D
- 0.66%
- 1M
- 0.81%
- YTD
- 21.43%
- 6M
- 27.13%
- 1Y
- 41.86%
- 3Y*
- 33.39%
- 5Y*
- 19.07%
- 10Y*
- 14.94%
ROK
- 1D
- 0.38%
- 1M
- 1.27%
- YTD
- 18.84%
- 6M
- 14.11%
- 1Y
- 43.27%
- 3Y*
- 15.25%
- 5Y*
- 11.95%
- 10Y*
- 16.90%
JCI vs. ROK - 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% |
ROK Rockwell Automation, Inc. | 18.84% | 38.36% | -6.23% | 22.63% | -24.78% | 41.21% | 26.17% | 37.85% | -21.79% | 48.87% |
Correlation
The correlation between JCI and ROK is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1987 | 0.41 |
The correlation between JCI and ROK shifts across timeframes, from 0.41 (all time) to 0.62 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JCI:
$4.91
ROK:
$9.63
JCI:
29.52
ROK:
47.68
JCI:
5.58
ROK:
5.89
JCI:
$12.49B
ROK:
$8.80B
JCI:
$8.93B
ROK:
$4.63B
JCI:
$3.12B
ROK:
$1.56B
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Return for Risk
JCI vs. ROK — Risk / Return Rank
JCI
ROK
JCI vs. ROK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Rockwell Automation, Inc. (ROK). 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 | ROK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 2.32 | +0.99 |
| Martin ratioReturn relative to average drawdown | 9.11 | 7.33 | +1.78 |
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Drawdowns
JCI vs. ROK - Drawdown Comparison
The maximum JCI drawdown since its inception was -86.83%, which is greater than ROK's maximum drawdown of -75.83%. Use the drawdown chart below to compare losses from any high point for JCI and ROK.
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Drawdown Indicators
| JCI | ROK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.83% | -75.83% | -11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -18.73% | +6.02% |
Max Drawdown (3Y)Largest decline over 3 years | -30.85% | -34.84% | +3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -42.32% | -45.09% | +2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -47.14% | -45.09% | -2.05% |
Current DrawdownCurrent decline from peak | -1.89% | -0.88% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -21.70% | -14.87% | -6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 5.92% | -1.31% |
Volatility
JCI vs. ROK - Volatility Comparison
Johnson Controls International plc (JCI) has a higher volatility of 12.33% compared to Rockwell Automation, Inc. (ROK) at 10.07%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than ROK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCI | ROK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.33% | 10.07% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 22.64% | 23.96% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.11% | 29.04% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.46% | 31.83% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.06% | 31.49% | -3.43% |
Dividends
JCI vs. ROK - Dividend Comparison
JCI's dividend yield for the trailing twelve months is around 1.08%, less than ROK's 1.19% 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% |
ROK Rockwell Automation, Inc. | 1.19% | 1.36% | 1.77% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% |
Financials
JCI vs. ROK - Financials Comparison
This section allows you to compare key financial metrics between Johnson Controls International plc and Rockwell Automation, 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
JCI vs. ROK - 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%.
ROK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rockwell Automation, Inc. reported a gross profit of 1.13B and revenue of 2.24B. Therefore, the gross margin over that period was 50.3%.
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%.
ROK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rockwell Automation, Inc. reported an operating income of 467.00M and revenue of 2.24B, resulting in an operating margin of 20.9%.
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%.
ROK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rockwell Automation, Inc. reported a net income of 350.00M and revenue of 2.24B, resulting in a net margin of 15.6%.
Frequently Asked Questions
JCI and ROK have a correlation of 0.52, 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 ROK (10.07%). In terms of maximum drawdown, JCI dropped -86.83% vs ROK's -75.83%.
ROK currently has the higher Sharpe Ratio (1.50 vs 1.50), 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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