MTZ vs. JCI
Compare and contrast key facts about MasTec, Inc. (MTZ) and Johnson Controls International plc (JCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTZ or JCI.
Key characteristics
| MTZ | JCI | |
|---|---|---|
| YTD Return | 83.99% | 51.11% |
| 1Y Return | 169.63% | 67.24% |
| 3Y Return (Ann) | 13.39% | 5.58% |
| 5Y Return (Ann) | 14.17% | 17.91% |
| 10Y Return (Ann) | 18.72% | 11.22% |
| Sharpe Ratio | 4.42 | 2.79 |
| Sortino Ratio | 4.69 | 3.27 |
| Omega Ratio | 1.59 | 1.49 |
| Calmar Ratio | 3.19 | 2.18 |
| Martin Ratio | 33.17 | 17.71 |
| Ulcer Index | 5.54% | 4.10% |
| Daily Std Dev | 41.57% | 26.08% |
| Max Drawdown | -97.72% | -85.71% |
| Current Drawdown | -3.98% | -1.03% |
Fundamentals
| MTZ | JCI | |
|---|---|---|
| Market Cap | $11.07B | $57.85B |
| EPS | $1.13 | $2.08 |
| PE Ratio | 123.65 | 41.63 |
| PEG Ratio | 1.02 | 1.46 |
| Total Revenue (TTM) | $12.18B | $27.42B |
| Gross Profit (TTM) | $1.13B | $9.24B |
| EBITDA (TTM) | $890.00M | $3.13B |
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.
Performance
MTZ vs. JCI - Performance Comparison
In the year-to-date period, MTZ achieves a 83.99% return, which is significantly higher than JCI's 51.11% return. Over the past 10 years, MTZ has outperformed JCI with an annualized return of 18.72%, 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
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.
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 1.73%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.73% | 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.
Volatility
MTZ vs. JCI - Volatility Comparison
MasTec, Inc. (MTZ) and Johnson Controls International plc (JCI) have volatilities of 10.07% and 10.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities