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JCI vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.6

Performance

JCI vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson Controls International plc (JCI) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
514.58%
369.64%
JCI
SCHD

Key characteristics

Sharpe Ratio

JCI:

0.83

SCHD:

0.18

Sortino Ratio

JCI:

1.39

SCHD:

0.35

Omega Ratio

JCI:

1.18

SCHD:

1.05

Calmar Ratio

JCI:

1.26

SCHD:

0.18

Martin Ratio

JCI:

3.87

SCHD:

0.64

Ulcer Index

JCI:

6.94%

SCHD:

4.44%

Daily Std Dev

JCI:

32.40%

SCHD:

15.99%

Max Drawdown

JCI:

-85.71%

SCHD:

-33.37%

Current Drawdown

JCI:

-10.12%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, JCI achieves a 3.17% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, JCI has outperformed SCHD with an annualized return of 11.12%, while SCHD has yielded a comparatively lower 10.28% annualized return.


JCI

YTD

3.17%

1M

-2.04%

6M

6.61%

1Y

28.26%

5Y*

26.63%

10Y*

11.12%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

JCI vs. SCHD — 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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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. 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.


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
SCHD: 0.18
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
SCHD: 0.35
The chart of Omega ratio for JCI, currently valued at 1.18, compared to the broader market0.501.001.502.00
JCI: 1.18
SCHD: 1.05
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
SCHD: 0.18
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
SCHD: 0.64

The current JCI Sharpe Ratio is 0.83, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of JCI and SCHD, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.83
0.18
JCI
SCHD

Dividends

JCI vs. SCHD - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.83%, less than SCHD's 4.05% 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%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.12%
-11.47%
JCI
SCHD

Volatility

JCI vs. SCHD - Volatility Comparison

Johnson Controls International plc (JCI) has a higher volatility of 17.15% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.15%
11.20%
JCI
SCHD