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

Correlation

The correlation between JCI and RTX is 0.58, 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. RTX - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%NovemberDecember2025FebruaryMarchApril
84,260.04%
6,377.68%
JCI
RTX

Key characteristics

Sharpe Ratio

JCI:

0.83

RTX:

1.02

Sortino Ratio

JCI:

1.39

RTX:

1.45

Omega Ratio

JCI:

1.18

RTX:

1.23

Calmar Ratio

JCI:

1.26

RTX:

1.62

Martin Ratio

JCI:

3.87

RTX:

5.77

Ulcer Index

JCI:

6.94%

RTX:

4.54%

Daily Std Dev

JCI:

32.40%

RTX:

25.88%

Max Drawdown

JCI:

-85.71%

RTX:

-52.67%

Current Drawdown

JCI:

-10.12%

RTX:

-7.70%

Fundamentals

Market Cap

JCI:

$53.05B

RTX:

$162.95B

EPS

JCI:

$2.13

RTX:

$3.42

PE Ratio

JCI:

37.73

RTX:

35.66

PEG Ratio

JCI:

1.25

RTX:

1.30

PS Ratio

JCI:

2.29

RTX:

1.99

PB Ratio

JCI:

3.25

RTX:

2.65

Total Revenue (TTM)

JCI:

$15.59B

RTX:

$81.74B

Gross Profit (TTM)

JCI:

$5.82B

RTX:

$15.97B

EBITDA (TTM)

JCI:

$2.75B

RTX:

$12.78B

Returns By Period

In the year-to-date period, JCI achieves a 3.17% return, which is significantly lower than RTX's 8.76% return. Over the past 10 years, JCI has outperformed RTX with an annualized return of 11.12%, while RTX has yielded a comparatively lower 8.14% annualized return.


JCI

YTD

3.17%

1M

-2.04%

6M

6.61%

1Y

28.26%

5Y*

26.63%

10Y*

11.12%

RTX

YTD

8.76%

1M

-6.78%

6M

1.09%

1Y

25.81%

5Y*

17.51%

10Y*

8.14%

*Annualized

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Risk-Adjusted Performance

JCI vs. RTX — 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 8080
Overall Rank
The Sharpe Ratio Rank of JCI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of JCI is 7575
Sortino Ratio Rank
The Omega Ratio Rank of JCI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of JCI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of JCI is 8383
Martin Ratio Rank

RTX
The Risk-Adjusted Performance Rank of RTX is 8484
Overall Rank
The Sharpe Ratio Rank of RTX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of RTX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of RTX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of RTX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of RTX is 8989
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. 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.


The chart of Sharpe ratio for JCI, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.00
JCI: 0.83
RTX: 1.02
The chart of Sortino ratio for JCI, currently valued at 1.39, compared to the broader market-6.00-4.00-2.000.002.004.00
JCI: 1.39
RTX: 1.45
The chart of Omega ratio for JCI, currently valued at 1.18, compared to the broader market0.501.001.502.00
JCI: 1.18
RTX: 1.23
The chart of Calmar ratio for JCI, currently valued at 1.26, compared to the broader market0.001.002.003.004.005.00
JCI: 1.26
RTX: 1.62
The chart of Martin ratio for JCI, currently valued at 3.87, compared to the broader market-5.000.005.0010.0015.0020.00
JCI: 3.87
RTX: 5.77

The current JCI Sharpe Ratio is 0.83, which is comparable to the RTX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of JCI and RTX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.83
1.02
JCI
RTX

Dividends

JCI vs. RTX - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.83%, less than RTX's 2.01% yield.


TTM20242023202220212020201920182017201620152014
JCI
Johnson Controls International plc
1.83%1.88%2.55%2.19%1.41%2.23%2.55%3.51%2.65%15.64%5.85%3.69%
RTX
Raytheon Technologies Corporation
2.01%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%

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 -52.67%. Use the drawdown chart below to compare losses from any high point for JCI and RTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.12%
-7.70%
JCI
RTX

Volatility

JCI vs. RTX - Volatility Comparison

The current volatility for Johnson Controls International plc (JCI) is 17.15%, while Raytheon Technologies Corporation (RTX) has a volatility of 18.16%. This indicates that JCI experiences smaller price fluctuations and is considered to be less risky than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.15%
18.16%
JCI
RTX

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.


Quarterly
Annual

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


Values in USD except per share items