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

Correlation

The correlation between JCI and TT is 0.45, 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.


-0.50.00.51.00.4

Performance

JCI vs. TT - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
16.79%
13.16%
JCI
TT

Key characteristics

Sharpe Ratio

JCI:

1.94

TT:

2.54

Sortino Ratio

JCI:

2.51

TT:

3.30

Omega Ratio

JCI:

1.35

TT:

1.42

Calmar Ratio

JCI:

1.54

TT:

6.22

Martin Ratio

JCI:

11.82

TT:

21.27

Ulcer Index

JCI:

4.20%

TT:

2.78%

Daily Std Dev

JCI:

25.62%

TT:

23.34%

Max Drawdown

JCI:

-85.71%

TT:

-77.92%

Current Drawdown

JCI:

-8.98%

TT:

-9.52%

Fundamentals

Market Cap

JCI:

$54.20B

TT:

$88.16B

EPS

JCI:

$2.08

TT:

$10.92

PE Ratio

JCI:

39.35

TT:

35.88

PEG Ratio

JCI:

1.39

TT:

2.81

Total Revenue (TTM)

JCI:

$22.95B

TT:

$19.39B

Gross Profit (TTM)

JCI:

$8.07B

TT:

$6.84B

EBITDA (TTM)

JCI:

$2.78B

TT:

$3.73B

Returns By Period

In the year-to-date period, JCI achieves a 38.96% return, which is significantly lower than TT's 56.74% return. Over the past 10 years, JCI has underperformed TT with an annualized return of 10.02%, while TT has yielded a comparatively higher 24.72% annualized return.


JCI

YTD

38.96%

1M

-5.77%

6M

15.25%

1Y

48.00%

5Y*

16.45%

10Y*

10.02%

TT

YTD

56.74%

1M

-7.34%

6M

10.07%

1Y

58.11%

5Y*

31.36%

10Y*

24.72%

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Risk-Adjusted Performance

JCI vs. TT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Trane Technologies plc (TT). 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.


Sharpe ratio
The chart of Sharpe ratio for JCI, currently valued at 1.94, compared to the broader market-4.00-2.000.002.001.942.54
The chart of Sortino ratio for JCI, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.513.30
The chart of Omega ratio for JCI, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.42
The chart of Calmar ratio for JCI, currently valued at 1.54, compared to the broader market0.002.004.006.001.546.22
The chart of Martin ratio for JCI, currently valued at 11.82, compared to the broader market0.0010.0020.0011.8221.27
JCI
TT

The current JCI Sharpe Ratio is 1.94, which is comparable to the TT Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of JCI and TT, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.94
2.54
JCI
TT

Dividends

JCI vs. TT - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.41%, more than TT's 0.89% yield.


TTM20232022202120202019201820172016201520142013
JCI
Johnson Controls International plc
1.41%2.55%2.19%1.41%2.23%2.55%3.51%2.65%15.64%5.85%3.69%3.46%
TT
Trane Technologies plc
0.89%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%1.09%

Drawdowns

JCI vs. TT - Drawdown Comparison

The maximum JCI drawdown since its inception was -85.71%, which is greater than TT's maximum drawdown of -77.92%. Use the drawdown chart below to compare losses from any high point for JCI and TT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.98%
-9.52%
JCI
TT

Volatility

JCI vs. TT - Volatility Comparison

Johnson Controls International plc (JCI) has a higher volatility of 6.32% compared to Trane Technologies plc (TT) at 5.48%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than TT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.32%
5.48%
JCI
TT

Financials

JCI vs. TT - Financials Comparison

This section allows you to compare key financial metrics between Johnson Controls International plc and Trane Technologies 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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