JCI vs. RTX
Compare and contrast key facts about Johnson Controls International plc (JCI) and Raytheon Technologies Corporation (RTX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JCI or RTX.
Performance
JCI vs. RTX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with JCI having a 48.08% return and RTX slightly lower at 46.61%. Over the past 10 years, JCI has outperformed RTX with an annualized return of 10.96%, while RTX has yielded a comparatively lower 9.23% annualized return.
JCI
48.08%
9.59%
15.84%
63.01%
17.25%
10.96%
RTX
46.61%
-3.47%
15.57%
54.55%
9.42%
9.23%
Fundamentals
| JCI | RTX | |
|---|---|---|
| Market Cap | $54.95B | $158.59B |
| EPS | $2.08 | $3.47 |
| PE Ratio | 39.89 | 34.34 |
| PEG Ratio | 1.41 | 0.89 |
| Total Revenue (TTM) | $26.27B | $79.04B |
| Gross Profit (TTM) | $9.24B | $15.18B |
| EBITDA (TTM) | $3.30B | $11.89B |
Key characteristics
| JCI | RTX | |
|---|---|---|
| Sharpe Ratio | 2.45 | 3.25 |
| Sortino Ratio | 2.95 | 4.93 |
| Omega Ratio | 1.44 | 1.64 |
| Calmar Ratio | 1.94 | 2.57 |
| Martin Ratio | 15.39 | 21.85 |
| Ulcer Index | 4.13% | 2.65% |
| Daily Std Dev | 25.96% | 17.82% |
| Max Drawdown | -85.71% | -52.56% |
| Current Drawdown | -3.01% | -4.75% |
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Correlation
The correlation between JCI and RTX is 0.41, 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.
Risk-Adjusted Performance
JCI vs. RTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Raytheon Technologies Corporation (RTX). 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.
Dividends
JCI vs. RTX - Dividend Comparison
JCI's dividend yield for the trailing twelve months is around 1.76%, less than RTX's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 1.76% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 15.64% | 5.85% | 3.69% | 3.46% |
RTX Raytheon Technologies Corporation | 2.06% | 2.76% | 2.14% | 2.33% | 2.64% | 2.09% | 2.84% | 2.28% | 2.55% | 2.84% | 2.19% | 2.06% |
Drawdowns
JCI vs. RTX - Drawdown Comparison
The maximum JCI drawdown since its inception was -85.71%, which is greater than RTX's maximum drawdown of -52.56%. Use the drawdown chart below to compare losses from any high point for JCI and RTX. For additional features, visit the drawdowns tool.
Volatility
JCI vs. RTX - Volatility Comparison
Johnson Controls International plc (JCI) has a higher volatility of 10.20% compared to Raytheon Technologies Corporation (RTX) at 6.93%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JCI vs. RTX - Financials Comparison
This section allows you to compare key financial metrics between Johnson Controls International plc and Raytheon Technologies 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