JCI vs. RPRX
JCI (Johnson Controls International plc) and RPRX (Royalty Pharma plc) are both stocks. JCI operates in Engineering & Construction (Industrials), while RPRX operates in Biotechnology (Healthcare). Over the past 5 years, JCI returned 18.98%/yr vs 6.05%/yr for RPRX. At a 0.21 correlation, their price movements are largely independent.
Performance
JCI vs. RPRX - Performance Comparison
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Returns By Period
In the year-to-date period, JCI achieves a 20.66% return, which is significantly lower than RPRX's 43.35% return.
JCI
- 1D
- 0.28%
- 1M
- 3.25%
- YTD
- 20.66%
- 6M
- 26.09%
- 1Y
- 40.71%
- 3Y*
- 33.96%
- 5Y*
- 18.98%
- 10Y*
- 14.82%
RPRX
- 1D
- -1.81%
- 1M
- 8.49%
- YTD
- 43.35%
- 6M
- 43.24%
- 1Y
- 65.89%
- 3Y*
- 21.75%
- 5Y*
- 6.05%
- 10Y*
- —
JCI vs. RPRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 20.66% | 54.03% | 39.80% | -7.63% | -19.29% | 77.42% | 34.09% |
RPRX Royalty Pharma plc | 43.35% | 55.29% | -6.36% | -27.08% | 0.99% | -19.09% | 13.33% |
Correlation
The correlation between JCI and RPRX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2020 | 0.21 |
Fundamentals
JCI:
$4.91
RPRX:
$1.97
JCI:
29.34
RPRX:
27.87
JCI:
7.44
RPRX:
0.03
JCI:
5.55
RPRX:
9.45
JCI:
$12.49B
RPRX:
$2.44B
JCI:
$8.93B
RPRX:
$1.81B
JCI:
$3.12B
RPRX:
$1.70B
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Return for Risk
JCI vs. RPRX — Risk / Return Rank
JCI
RPRX
JCI vs. RPRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Royalty Pharma plc (RPRX). 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.
| JCI | RPRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.50 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 8.97 | -5.75 |
| Martin ratioReturn relative to average drawdown | 8.89 | 22.53 | -13.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JCI | RPRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 3.03 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.25 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.22 | +0.16 |
Drawdowns
JCI vs. RPRX - Drawdown Comparison
The maximum JCI drawdown since its inception was -86.83%, which is greater than RPRX's maximum drawdown of -49.68%. Use the drawdown chart below to compare losses from any high point for JCI and RPRX.
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Drawdown Indicators
| JCI | RPRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.83% | -49.68% | -37.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -7.38% | -5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -30.85% | -22.84% | -8.01% |
Max Drawdown (5Y)Largest decline over 5 years | -42.32% | -43.44% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -47.14% | — | — |
Current DrawdownCurrent decline from peak | -2.27% | -1.81% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -21.71% | -26.39% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 2.93% | +1.66% |
Volatility
JCI vs. RPRX - Volatility Comparison
Johnson Controls International plc (JCI) has a higher volatility of 10.20% compared to Royalty Pharma plc (RPRX) at 6.44%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than RPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCI | RPRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 6.44% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 21.47% | 14.13% | +7.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.27% | 21.92% | +5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.30% | 23.86% | +4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.98% | 26.86% | +1.12% |
Dividends
JCI vs. RPRX - Dividend Comparison
JCI's dividend yield for the trailing twelve months is around 1.09%, less than RPRX's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 1.09% | 1.29% | 1.88% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 4.23% | 5.85% |
RPRX Royalty Pharma plc | 1.66% | 2.28% | 3.29% | 2.85% | 1.92% | 1.71% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
JCI vs. RPRX - Financials Comparison
This section allows you to compare key financial metrics between Johnson Controls International plc and Royalty Pharma plc. 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. RPRX - 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%.
RPRX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Royalty Pharma plc reported a gross profit of 0.00 and revenue of 631.00M. Therefore, the gross margin over that period was 0.0%.
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%.
RPRX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Royalty Pharma plc reported an operating income of 563.00M and revenue of 631.00M, resulting in an operating margin of 89.2%.
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%.
RPRX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Royalty Pharma plc reported a net income of 295.00M and revenue of 631.00M, resulting in a net margin of 46.8%.
Frequently Asked Questions
JCI and RPRX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JCI has higher volatility (10.20%) compared to RPRX (6.44%). In terms of maximum drawdown, JCI dropped -86.83% vs RPRX's -49.68%.
RPRX currently has the higher Sharpe Ratio (3.03 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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