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SU.PA vs. JCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SU.PA vs. JCI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Schneider Electric S.E. (SU.PA) and Johnson Controls International plc (JCI). The values are adjusted to include any dividend payments, if applicable.

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SU.PA vs. JCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SU.PA
Schneider Electric S.E.
2.15%-0.74%34.50%41.87%-22.44%48.65%33.52%58.05%-13.18%10.20%
JCI
Johnson Controls International plc
14.58%35.75%49.03%-10.40%-14.29%90.69%8.00%44.09%-16.09%-16.78%
Different Trading Currencies

SU.PA is traded in EUR, while JCI is traded in USD. To make them comparable, the JCI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SU.PA achieves a 2.15% return, which is significantly lower than JCI's 14.58% return. Over the past 10 years, SU.PA has outperformed JCI with an annualized return of 19.05%, while JCI has yielded a comparatively lower 15.94% annualized return.


SU.PA

1D
4.74%
1M
-10.38%
YTD
2.15%
6M
-2.00%
1Y
13.14%
3Y*
18.07%
5Y*
14.97%
10Y*
19.05%

JCI

1D
2.77%
1M
-6.12%
YTD
14.58%
6M
26.29%
1Y
56.56%
3Y*
30.50%
5Y*
20.44%
10Y*
15.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SU.PA vs. JCI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SU.PA
SU.PA Risk / Return Rank: 5959
Overall Rank
SU.PA Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SU.PA Sortino Ratio Rank: 4848
Sortino Ratio Rank
SU.PA Omega Ratio Rank: 4747
Omega Ratio Rank
SU.PA Calmar Ratio Rank: 7272
Calmar Ratio Rank
SU.PA Martin Ratio Rank: 7272
Martin Ratio Rank

JCI
JCI Risk / Return Rank: 9292
Overall Rank
JCI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JCI Sortino Ratio Rank: 9090
Sortino Ratio Rank
JCI Omega Ratio Rank: 9191
Omega Ratio Rank
JCI Calmar Ratio Rank: 9393
Calmar Ratio Rank
JCI Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SU.PA vs. JCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SU.PA) 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.


SU.PAJCIDifference

Sharpe ratio

Return per unit of total volatility

0.41

1.82

-1.42

Sortino ratio

Return per unit of downside risk

0.78

2.39

-1.61

Omega ratio

Gain probability vs. loss probability

1.10

1.35

-0.25

Calmar ratio

Return relative to maximum drawdown

1.63

3.84

-2.21

Martin ratio

Return relative to average drawdown

4.13

11.26

-7.13

SU.PA vs. JCI - Sharpe Ratio Comparison

The current SU.PA Sharpe Ratio is 0.41, which is lower than the JCI Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SU.PA 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.


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Sharpe Ratios by Period


SU.PAJCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

1.82

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.74

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.57

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.33

-0.08

Correlation

The correlation between SU.PA and JCI is 0.34, 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.


Dividends

SU.PA vs. JCI - Dividend Comparison

SU.PA's dividend yield for the trailing twelve months is around 1.63%, more than JCI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
SU.PA
Schneider Electric S.E.
1.63%1.66%1.45%1.73%2.22%1.51%2.16%2.57%3.68%2.88%3.03%3.65%
JCI
Johnson Controls International plc
1.17%1.29%1.88%2.55%2.19%1.41%2.23%2.55%3.51%2.65%4.23%5.85%

Drawdowns

SU.PA vs. JCI - Drawdown Comparison

The maximum SU.PA drawdown since its inception was -74.24%, which is greater than JCI's maximum drawdown of -67.24%. Use the drawdown chart below to compare losses from any high point for SU.PA and JCI.


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Drawdown Indicators


SU.PAJCIDifference

Max Drawdown

Largest peak-to-trough decline

-74.24%

-86.83%

+12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-14.14%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-35.98%

-42.32%

+6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

-47.14%

+11.16%

Current Drawdown

Current decline from peak

-13.28%

-7.10%

-6.18%

Average Drawdown

Average peak-to-trough decline

-19.90%

-24.43%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.99%

4.69%

+2.30%

Volatility

SU.PA vs. JCI - Volatility Comparison

Schneider Electric S.E. (SU.PA) has a higher volatility of 11.46% compared to Johnson Controls International plc (JCI) at 9.76%. This indicates that SU.PA'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.


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Volatility by Period


SU.PAJCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.46%

9.76%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

20.40%

20.25%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

31.87%

31.22%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.45%

27.78%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.13%

28.05%

-0.92%

Financials

SU.PA vs. JCI - Financials Comparison

This section allows you to compare key financial metrics between Schneider Electric S.E. 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


Please note, different currencies. SU.PA values in EUR, JCI values in USD