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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.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
29.34%
-2.20%
JCI
XOM

Key characteristics

Sharpe Ratio

JCI:

2.30

XOM:

0.51

Sortino Ratio

JCI:

3.22

XOM:

0.83

Omega Ratio

JCI:

1.44

XOM:

1.10

Calmar Ratio

JCI:

2.28

XOM:

0.66

Martin Ratio

JCI:

12.85

XOM:

1.47

Ulcer Index

JCI:

4.74%

XOM:

6.74%

Daily Std Dev

JCI:

26.44%

XOM:

19.33%

Max Drawdown

JCI:

-85.71%

XOM:

-62.40%

Current Drawdown

JCI:

-0.17%

XOM:

-10.50%

Fundamentals

Market Cap

JCI:

$59.71B

XOM:

$480.15B

EPS

JCI:

$2.13

XOM:

$7.84

PE Ratio

JCI:

42.46

XOM:

14.07

PEG Ratio

JCI:

1.45

XOM:

4.69

Total Revenue (TTM)

JCI:

$22.28B

XOM:

$345.60B

Gross Profit (TTM)

JCI:

$8.00B

XOM:

$96.00B

EBITDA (TTM)

JCI:

$2.79B

XOM:

$67.24B

Returns By Period

In the year-to-date period, JCI achieves a 14.60% return, which is significantly higher than XOM's 3.46% return. Over the past 10 years, JCI has outperformed XOM with an annualized return of 11.68%, while XOM has yielded a comparatively lower 6.64% annualized return.


JCI

YTD

14.60%

1M

11.47%

6M

29.43%

1Y

63.06%

5Y*

19.14%

10Y*

11.68%

XOM

YTD

3.46%

1M

-0.92%

6M

-1.45%

1Y

10.97%

5Y*

18.87%

10Y*

6.64%

*Annualized

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Risk-Adjusted Performance

JCI vs. XOM — 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 9393
Overall Rank
The Sharpe Ratio Rank of JCI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of JCI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of JCI is 9292
Omega Ratio Rank
The Calmar Ratio Rank of JCI is 9191
Calmar Ratio Rank
The Martin Ratio Rank of JCI is 9494
Martin Ratio Rank

XOM
The Risk-Adjusted Performance Rank of XOM is 6161
Overall Rank
The Sharpe Ratio Rank of XOM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 5454
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 5252
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 7272
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 6262
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. 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 2.30, compared to the broader market-2.000.002.002.300.51
The chart of Sortino ratio for JCI, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.006.003.220.83
The chart of Omega ratio for JCI, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.10
The chart of Calmar ratio for JCI, currently valued at 2.28, compared to the broader market0.002.004.006.002.280.66
The chart of Martin ratio for JCI, currently valued at 12.85, compared to the broader market0.0010.0020.0030.0012.851.47
JCI
XOM

The current JCI Sharpe Ratio is 2.30, which is higher than the XOM Sharpe Ratio of 0.51. 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-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.30
0.51
JCI
XOM

Dividends

JCI vs. XOM - Dividend Comparison

JCI's dividend yield for the trailing twelve months is around 1.64%, less than XOM's 3.52% yield.


TTM20242023202220212020201920182017201620152014
JCI
Johnson Controls International plc
1.64%1.88%2.55%2.19%1.41%2.23%2.55%3.51%2.65%15.64%5.85%3.69%
XOM
Exxon Mobil Corporation
3.52%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

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%SeptemberOctoberNovemberDecember2025February
-0.17%
-10.50%
JCI
XOM

Volatility

JCI vs. XOM - Volatility Comparison

Johnson Controls International plc (JCI) has a higher volatility of 13.26% compared to Exxon Mobil Corporation (XOM) at 6.86%. 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%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
13.26%
6.86%
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
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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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