SPGI vs. JCI
SPGI (S&P Global Inc.) and JCI (Johnson Controls International plc) are both stocks. SPGI operates in Financial Data & Stock Exchanges (Financial Services), while JCI operates in Engineering & Construction (Industrials). Over the past 10 years, SPGI returned 15.70%/yr vs 14.94%/yr for JCI. At a 0.40 correlation, their price movements are largely independent.
Performance
SPGI vs. JCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPGI achieves a -19.47% return, which is significantly lower than JCI's 21.43% return. Both investments have delivered pretty close results over the past 10 years, with SPGI having a 15.70% annualized return and JCI not far behind at 14.94%.
SPGI
- 1D
- 1.35%
- 1M
- 3.28%
- YTD
- -19.47%
- 6M
- -16.00%
- 1Y
- -16.50%
- 3Y*
- 3.19%
- 5Y*
- 2.16%
- 10Y*
- 15.70%
JCI
- 1D
- 0.66%
- 1M
- 0.81%
- YTD
- 21.43%
- 6M
- 27.13%
- 1Y
- 41.86%
- 3Y*
- 33.39%
- 5Y*
- 19.07%
- 10Y*
- 14.94%
SPGI vs. JCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -19.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
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 SPGI and JCI is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.40 |
The correlation between SPGI and JCI shifts across timeframes, from -0.06 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SPGI:
$15.79
JCI:
$4.91
SPGI:
26.53
JCI:
29.52
SPGI:
3.47
JCI:
7.49
SPGI:
8.06
JCI:
5.58
SPGI:
$15.73B
JCI:
$12.49B
SPGI:
$8.15B
JCI:
$8.93B
SPGI:
$7.83B
JCI:
$3.12B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPGI vs. JCI — Risk / Return Rank
SPGI
JCI
SPGI vs. JCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) 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.
| SPGI | JCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.28 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 3.31 | -3.85 |
| Martin ratioReturn relative to average drawdown | -1.03 | 9.11 | -10.14 |
Loading charts...
Drawdowns
SPGI vs. JCI - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, smaller than the maximum JCI drawdown of -86.83%. Use the drawdown chart below to compare losses from any high point for SPGI and JCI.
Loading charts...
Drawdown Indicators
| SPGI | JCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -86.83% | +12.16% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -12.71% | -17.77% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -30.85% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -42.32% | +2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -47.14% | +7.38% |
Current DrawdownCurrent decline from peak | -25.12% | -1.89% | -23.23% |
Average DrawdownAverage peak-to-trough decline | -15.23% | -21.70% | +6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.07% | 4.61% | +11.46% |
Volatility
SPGI vs. JCI - Volatility Comparison
The current volatility for S&P Global Inc. (SPGI) is 7.62%, while Johnson Controls International plc (JCI) has a volatility of 12.33%. This indicates that SPGI 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.
Loading charts...
Volatility by Period
| SPGI | JCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 12.33% | -4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 24.13% | 22.64% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.63% | 28.11% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.51% | 28.46% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 28.06% | -2.03% |
Dividends
SPGI vs. JCI - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.92%, less 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% |
SPGI S&P Global Inc. | 0.92% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
SPGI vs. JCI - Financials Comparison
This section allows you to compare key financial metrics between S&P Global 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
SPGI vs. JCI - Profitability Comparison
SPGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.
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%.
SPGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.
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%.
SPGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.
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
SPGI and JCI have a correlation of -0.06, 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 SPGI (7.62%). In terms of maximum drawdown, SPGI dropped -74.67% vs JCI's -86.83%.
JCI currently has the higher Sharpe Ratio (1.50 vs -0.60), 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.
Find the right allocation for SPGI and JCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer