JCI vs. SCHD
Compare and contrast key facts about Johnson Controls International plc (JCI) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JCI or SCHD.
Performance
JCI vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, JCI achieves a 47.48% return, which is significantly higher than SCHD's 16.58% return. Over the past 10 years, JCI has underperformed SCHD with an annualized return of 10.83%, while SCHD has yielded a comparatively higher 11.44% annualized return.
JCI
47.48%
8.02%
19.68%
63.84%
17.33%
10.83%
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| JCI | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.50 | 2.41 |
| Sortino Ratio | 3.00 | 3.46 |
| Omega Ratio | 1.45 | 1.42 |
| Calmar Ratio | 1.97 | 3.46 |
| Martin Ratio | 15.77 | 13.08 |
| Ulcer Index | 4.11% | 2.04% |
| Daily Std Dev | 25.98% | 11.08% |
| Max Drawdown | -85.71% | -33.37% |
| Current Drawdown | -3.41% | -1.27% |
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Correlation
The correlation between JCI and SCHD is 0.63, 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. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
JCI's dividend yield for the trailing twelve months is around 1.77%, less than SCHD's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 1.77% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 15.64% | 5.85% | 3.69% | 3.46% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
JCI vs. SCHD - Drawdown Comparison
The maximum JCI drawdown since its inception was -85.71%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JCI and SCHD. For additional features, visit the drawdowns tool.
Volatility
JCI vs. SCHD - Volatility Comparison
Johnson Controls International plc (JCI) has a higher volatility of 10.20% compared to Schwab US Dividend Equity ETF (SCHD) at 3.60%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.