MAS vs. JCI
MAS (Masco Corporation) and JCI (Johnson Controls International plc) are both stocks. Both are in the Industrials sector — MAS in Building Products & Equipment, JCI in Engineering & Construction. Over the past 10 years, MAS returned 10.99%/yr vs 14.94%/yr for JCI. At a 0.37 correlation, their price movements are largely independent.
Performance
MAS vs. JCI - Performance Comparison
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Returns By Period
In the year-to-date period, MAS achieves a 17.72% return, which is significantly lower than JCI's 21.43% return. Over the past 10 years, MAS has underperformed JCI with an annualized return of 10.99%, while JCI has yielded a comparatively higher 14.94% annualized return.
MAS
- 1D
- 0.38%
- 1M
- 14.19%
- YTD
- 17.72%
- 6M
- 16.83%
- 1Y
- 21.87%
- 3Y*
- 11.75%
- 5Y*
- 6.70%
- 10Y*
- 10.99%
JCI
- 1D
- 0.66%
- 1M
- 1.31%
- YTD
- 21.43%
- 6M
- 27.13%
- 1Y
- 44.13%
- 3Y*
- 33.39%
- 5Y*
- 19.07%
- 10Y*
- 14.94%
MAS vs. JCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAS Masco Corporation | 17.72% | -10.92% | 10.04% | 46.56% | -32.09% | 29.61% | 15.78% | 66.27% | -32.70% | 40.55% |
JCI Johnson Controls International plc | 21.43% | 54.03% | 39.80% | -7.63% | -19.29% | 77.42% | 17.70% | 40.91% | -19.85% | -5.11% |
Correlation
The correlation between MAS and JCI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1985 | 0.37 |
The correlation between MAS and JCI shifts across timeframes, from 0.31 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MAS:
$4.02
JCI:
$4.91
MAS:
18.39
JCI:
29.52
MAS:
0.56
JCI:
7.49
MAS:
2.00
JCI:
5.58
MAS:
$7.68B
JCI:
$12.49B
MAS:
$2.72B
JCI:
$8.93B
MAS:
$1.39B
JCI:
$3.12B
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Return for Risk
MAS vs. JCI — Risk / Return Rank
MAS
JCI
MAS vs. JCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Masco Corporation (MAS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MAS | JCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 3.31 | -2.56 |
| Martin ratioReturn relative to average drawdown | 1.54 | 9.11 | -7.57 |
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Drawdowns
MAS vs. JCI - Drawdown Comparison
The maximum MAS drawdown since its inception was -88.75%, roughly equal to the maximum JCI drawdown of -86.83%. Use the drawdown chart below to compare losses from any high point for MAS and JCI.
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Drawdown Indicators
| MAS | JCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.75% | -86.83% | -1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -24.38% | -12.71% | -11.67% |
Max Drawdown (3Y)Largest decline over 3 years | -30.95% | -30.85% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -37.95% | -42.32% | +4.37% |
Max Drawdown (10Y)Largest decline over 10 years | -44.83% | -47.14% | +2.31% |
Current DrawdownCurrent decline from peak | -10.89% | -1.89% | -9.00% |
Average DrawdownAverage peak-to-trough decline | -23.63% | -21.70% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.82% | 4.61% | +7.21% |
Volatility
MAS vs. JCI - Volatility Comparison
The current volatility for Masco Corporation (MAS) is 9.83%, while Johnson Controls International plc (JCI) has a volatility of 12.33%. This indicates that MAS 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.
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Volatility by Period
| MAS | JCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 12.33% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 25.92% | 22.64% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.41% | 28.11% | +4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.03% | 28.46% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.44% | 28.06% | +1.38% |
Dividends
MAS vs. JCI - Dividend Comparison
MAS's dividend yield for the trailing twelve months is around 1.70%, more than JCI's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCI Johnson Controls International plc | 1.08% | 1.29% | 1.88% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 4.23% | 5.85% |
MAS Masco Corporation | 1.70% | 1.95% | 1.60% | 1.70% | 2.40% | 1.20% | 0.99% | 1.03% | 1.49% | 0.92% | 1.22% | 12.68% |
Financials
MAS vs. JCI - Financials Comparison
This section allows you to compare key financial metrics between Masco Corporation 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
MAS vs. JCI - Profitability Comparison
MAS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported a gross profit of 686.00M and revenue of 1.92B. Therefore, the gross margin over that period was 35.8%.
JCI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson Controls International plc reported a gross profit of 2.26B and revenue of -5.80B. Therefore, the gross margin over that period was -39.0%.
MAS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported an operating income of 316.00M and revenue of 1.92B, resulting in an operating margin of 16.5%.
JCI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson Controls International plc reported an operating income of 612.00M and revenue of -5.80B, resulting in an operating margin of -10.6%.
MAS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Masco Corporation reported a net income of 213.00M and revenue of 1.92B, resulting in a net margin of 11.1%.
JCI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson Controls International plc reported a net income of -556.00M and revenue of -5.80B, resulting in a net margin of 9.6%.
Frequently Asked Questions
MAS and JCI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JCI has higher volatility (12.33%) compared to MAS (9.83%). In terms of maximum drawdown, MAS dropped -88.75% vs JCI's -86.83%.
JCI currently has the higher Sharpe Ratio (1.50 vs 0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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