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MTZ vs. JCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MTZ and JCI is 0.30, 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

MTZ vs. JCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MasTec, Inc. (MTZ) and Johnson Controls International plc (JCI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.31%
16.66%
MTZ
JCI

Key characteristics

Sharpe Ratio

MTZ:

1.99

JCI:

1.87

Sortino Ratio

MTZ:

2.68

JCI:

2.44

Omega Ratio

MTZ:

1.33

JCI:

1.34

Calmar Ratio

MTZ:

1.65

JCI:

1.48

Martin Ratio

MTZ:

13.76

JCI:

11.28

Ulcer Index

MTZ:

5.79%

JCI:

4.24%

Daily Std Dev

MTZ:

40.02%

JCI:

25.60%

Max Drawdown

MTZ:

-97.72%

JCI:

-85.71%

Current Drawdown

MTZ:

-10.73%

JCI:

-9.11%

Fundamentals

Market Cap

MTZ:

$10.82B

JCI:

$54.20B

EPS

MTZ:

$1.13

JCI:

$2.08

PE Ratio

MTZ:

120.83

JCI:

39.35

PEG Ratio

MTZ:

1.02

JCI:

1.39

Total Revenue (TTM)

MTZ:

$12.18B

JCI:

$22.95B

Gross Profit (TTM)

MTZ:

$1.13B

JCI:

$8.07B

EBITDA (TTM)

MTZ:

$900.99M

JCI:

$2.78B

Returns By Period

In the year-to-date period, MTZ achieves a 74.42% return, which is significantly higher than JCI's 38.77% return. Over the past 10 years, MTZ has outperformed JCI with an annualized return of 19.98%, while JCI has yielded a comparatively lower 9.87% annualized return.


MTZ

YTD

74.42%

1M

-7.25%

6M

20.94%

1Y

87.25%

5Y*

15.35%

10Y*

19.98%

JCI

YTD

38.77%

1M

-5.77%

6M

16.63%

1Y

46.20%

5Y*

16.41%

10Y*

9.87%

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Risk-Adjusted Performance

MTZ vs. JCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MasTec, Inc. (MTZ) 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.


Sharpe ratio
The chart of Sharpe ratio for MTZ, currently valued at 1.99, compared to the broader market-4.00-2.000.002.001.991.87
The chart of Sortino ratio for MTZ, currently valued at 2.68, compared to the broader market-4.00-2.000.002.004.002.682.44
The chart of Omega ratio for MTZ, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.34
The chart of Calmar ratio for MTZ, currently valued at 1.65, compared to the broader market0.002.004.006.001.651.48
The chart of Martin ratio for MTZ, currently valued at 13.76, compared to the broader market0.0010.0020.0013.7611.28
MTZ
JCI

The current MTZ Sharpe Ratio is 1.99, which is comparable to the JCI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of MTZ and JCI, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.99
1.87
MTZ
JCI

Dividends

MTZ vs. JCI - Dividend Comparison

MTZ has not paid dividends to shareholders, while JCI's dividend yield for the trailing twelve months is around 1.41%.


TTM20232022202120202019201820172016201520142013
MTZ
MasTec, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

MTZ vs. JCI - Drawdown Comparison

The maximum MTZ drawdown since its inception was -97.72%, which is greater than JCI's maximum drawdown of -85.71%. Use the drawdown chart below to compare losses from any high point for MTZ and JCI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.73%
-9.11%
MTZ
JCI

Volatility

MTZ vs. JCI - Volatility Comparison

MasTec, Inc. (MTZ) has a higher volatility of 10.13% compared to Johnson Controls International plc (JCI) at 6.32%. This indicates that MTZ's price experiences larger fluctuations and is considered to be riskier than JCI 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%JulyAugustSeptemberOctoberNovemberDecember
10.13%
6.32%
MTZ
JCI

Financials

MTZ vs. JCI - Financials Comparison

This section allows you to compare key financial metrics between MasTec, 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.


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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