JCI vs. TT
Compare and contrast key facts about Johnson Controls International plc (JCI) and Trane Technologies plc (TT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JCI or TT.
Performance
JCI vs. TT - Performance Comparison
Returns By Period
In the year-to-date period, JCI achieves a 46.30% return, which is significantly lower than TT's 69.94% return. Over the past 10 years, JCI has underperformed TT with an annualized return of 10.73%, while TT has yielded a comparatively higher 25.89% annualized return.
JCI
46.30%
7.53%
14.56%
61.63%
16.98%
10.73%
TT
69.94%
2.58%
23.90%
84.00%
34.62%
25.89%
Fundamentals
| JCI | TT | |
|---|---|---|
| Market Cap | $54.95B | $92.94B |
| EPS | $2.08 | $10.85 |
| PE Ratio | 39.89 | 37.89 |
| PEG Ratio | 1.41 | 2.94 |
| Total Revenue (TTM) | $26.27B | $19.39B |
| Gross Profit (TTM) | $9.24B | $6.84B |
| EBITDA (TTM) | $3.30B | $3.73B |
Key characteristics
| JCI | TT | |
|---|---|---|
| Sharpe Ratio | 2.39 | 3.65 |
| Sortino Ratio | 2.90 | 4.45 |
| Omega Ratio | 1.43 | 1.59 |
| Calmar Ratio | 1.89 | 8.98 |
| Martin Ratio | 15.03 | 31.98 |
| Ulcer Index | 4.13% | 2.60% |
| Daily Std Dev | 25.94% | 22.84% |
| Max Drawdown | -85.71% | -77.92% |
| Current Drawdown | -4.18% | -0.93% |
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Correlation
The correlation between JCI and TT is 0.44, 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. 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.
Dividends
JCI vs. TT - Dividend Comparison
JCI's dividend yield for the trailing twelve months is around 1.78%, more than TT's 0.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 1.78% | 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 | 0.80% | 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.
Volatility
JCI vs. TT - Volatility Comparison
Johnson Controls International plc (JCI) has a higher volatility of 10.18% compared to Trane Technologies plc (TT) at 7.48%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities