KBR vs. JCI
Compare and contrast key facts about KBR, Inc. (KBR) and Johnson Controls International plc (JCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KBR or JCI.
Key characteristics
| KBR | JCI | |
|---|---|---|
| YTD Return | 27.19% | 51.11% |
| 1Y Return | 33.21% | 67.24% |
| 3Y Return (Ann) | 17.05% | 5.58% |
| 5Y Return (Ann) | 19.84% | 17.91% |
| 10Y Return (Ann) | 15.78% | 11.22% |
| Sharpe Ratio | 1.72 | 2.79 |
| Sortino Ratio | 2.19 | 3.27 |
| Omega Ratio | 1.31 | 1.49 |
| Calmar Ratio | 1.51 | 2.18 |
| Martin Ratio | 8.07 | 17.71 |
| Ulcer Index | 4.21% | 4.10% |
| Daily Std Dev | 19.72% | 26.08% |
| Max Drawdown | -77.47% | -85.71% |
| Current Drawdown | -2.85% | -1.03% |
Fundamentals
| KBR | JCI | |
|---|---|---|
| Market Cap | $9.53B | $57.85B |
| EPS | $2.36 | $2.08 |
| PE Ratio | 30.30 | 41.63 |
| PEG Ratio | 0.97 | 1.46 |
| Total Revenue (TTM) | $7.35B | $27.42B |
| Gross Profit (TTM) | $1.05B | $9.24B |
| EBITDA (TTM) | $708.00M | $3.13B |
Correlation
The correlation between KBR and JCI is 0.46, 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.
Performance
KBR vs. JCI - Performance Comparison
In the year-to-date period, KBR achieves a 27.19% return, which is significantly lower than JCI's 51.11% return. Over the past 10 years, KBR has outperformed JCI with an annualized return of 15.78%, while JCI has yielded a comparatively lower 11.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KBR vs. JCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KBR, Inc. (KBR) and Johnson Controls International plc (JCI). 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
KBR vs. JCI - Dividend Comparison
KBR's dividend yield for the trailing twelve months is around 0.84%, less than JCI's 1.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KBR KBR, Inc. | 0.84% | 0.97% | 0.91% | 0.92% | 1.29% | 1.05% | 2.11% | 1.61% | 1.92% | 1.89% | 1.89% | 1.00% |
JCI Johnson Controls International plc | 1.73% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 15.64% | 5.85% | 3.69% | 3.46% |
Drawdowns
KBR vs. JCI - Drawdown Comparison
The maximum KBR drawdown since its inception was -77.47%, smaller than the maximum JCI drawdown of -85.71%. Use the drawdown chart below to compare losses from any high point for KBR and JCI. For additional features, visit the drawdowns tool.
Volatility
KBR vs. JCI - Volatility Comparison
The current volatility for KBR, Inc. (KBR) is 7.32%, while Johnson Controls International plc (JCI) has a volatility of 10.00%. This indicates that KBR experiences smaller price fluctuations and is considered to be less risky than JCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
KBR vs. JCI - Financials Comparison
This section allows you to compare key financial metrics between KBR, Inc. and Johnson Controls International 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