PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JCI vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JCI and XOM is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

JCI vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson Controls International plc (JCI) and Exxon Mobil Corporation (XOM). 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%JulyAugustSeptemberOctoberNovemberDecember
81,241.59%
1,733.37%
JCI
XOM

Key characteristics

Sharpe Ratio

JCI:

1.94

XOM:

0.43

Sortino Ratio

JCI:

2.51

XOM:

0.73

Omega Ratio

JCI:

1.35

XOM:

1.09

Calmar Ratio

JCI:

1.54

XOM:

0.44

Martin Ratio

JCI:

11.82

XOM:

1.79

Ulcer Index

JCI:

4.20%

XOM:

4.63%

Daily Std Dev

JCI:

25.62%

XOM:

19.32%

Max Drawdown

JCI:

-85.71%

XOM:

-62.40%

Current Drawdown

JCI:

-8.98%

XOM:

-14.42%

Fundamentals

Market Cap

JCI:

$54.20B

XOM:

$474.71B

EPS

JCI:

$2.08

XOM:

$8.03

PE Ratio

JCI:

39.35

XOM:

13.45

PEG Ratio

JCI:

1.39

XOM:

5.51

Total Revenue (TTM)

JCI:

$22.95B

XOM:

$342.95B

Gross Profit (TTM)

JCI:

$8.07B

XOM:

$85.46B

EBITDA (TTM)

JCI:

$2.78B

XOM:

$75.25B

Returns By Period

In the year-to-date period, JCI achieves a 38.96% return, which is significantly higher than XOM's 10.07% return. Over the past 10 years, JCI has outperformed XOM with an annualized return of 10.02%, while XOM has yielded a comparatively lower 5.81% annualized return.


JCI

YTD

38.96%

1M

-5.77%

6M

15.25%

1Y

48.00%

5Y*

16.45%

10Y*

10.02%

XOM

YTD

10.07%

1M

-11.55%

6M

-1.12%

1Y

6.86%

5Y*

14.22%

10Y*

5.81%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JCI vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson Controls International plc (JCI) and Exxon Mobil Corporation (XOM). 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-4.00-2.000.002.001.940.43
The chart of Sortino ratio for JCI, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.510.73
The chart of Omega ratio for JCI, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.09
The chart of Calmar ratio for JCI, currently valued at 1.54, compared to the broader market0.002.004.006.001.540.44
The chart of Martin ratio for JCI, currently valued at 11.82, compared to the broader market0.0010.0020.0011.821.79
JCI
XOM

The current JCI Sharpe Ratio is 1.94, which is higher than the XOM Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of JCI and XOM, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.94
0.43
JCI
XOM

Dividends

JCI vs. XOM - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.41%, less than XOM's 3.61% 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%
XOM
Exxon Mobil Corporation
3.61%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

JCI vs. XOM - Drawdown Comparison

The maximum JCI drawdown since its inception was -85.71%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for JCI and XOM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.98%
-14.42%
JCI
XOM

Volatility

JCI vs. XOM - Volatility Comparison

Johnson Controls International plc (JCI) has a higher volatility of 6.32% compared to Exxon Mobil Corporation (XOM) at 4.85%. This indicates that JCI's price experiences larger fluctuations and is considered to be riskier than XOM 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%
4.85%
JCI
XOM

Financials

JCI vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between Johnson Controls International plc and Exxon Mobil 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab