VAC vs. JCI

Last updated Jun 4, 2026

VAC (Marriott Vacations Worldwide Corporation) and JCI (Johnson Controls International plc) are both stocks. VAC operates in Resorts & Casinos (Consumer Cyclical), while JCI operates in Engineering & Construction (Industrials). Over the past 10 years, VAC returned 5.62%/yr vs 15.19%/yr for JCI. At a 0.39 correlation, their price movements are largely independent.

Performance

VAC vs. JCI - Performance Comparison

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

Returns By Period

In the year-to-date period, VAC achieves a 51.49% return, which is significantly higher than JCI's 23.10% return. Over the past 10 years, VAC has underperformed JCI with an annualized return of 5.62%, while JCI has yielded a comparatively higher 15.19% annualized return.

VAC

• 1D: -4.64%
• 1M: 23.01%
• YTD: 51.49%
• 6M: 60.24%
• 1Y: 36.00%
• 3Y*: -9.28%
• 5Y*: -10.09%
• 10Y*: 5.62%

JCI

• 1D: 3.50%
• 1M: 1.77%
• YTD: 23.10%
• 6M: 29.49%
• 1Y: 47.26%
• 3Y*: 35.66%
• 5Y*: 19.50%
• 10Y*: 15.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VAC vs. JCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VAC Marriott Vacations Worldwide Corporation	51.49%	-32.68%	9.62%	-35.25%	-18.87%	24.00%	7.13%	85.87%	-47.00%	61.47%
JCI Johnson Controls International plc	23.10%	54.03%	39.80%	-7.63%	-19.29%	77.42%	17.70%	40.91%	-19.85%	-5.11%

Correlation

The correlation between VAC and JCI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since Nov 9, 2011	0.39

Over the past year, the correlation between VAC and JCI has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Fundamentals

EPS VAC : -$12.27 JCI : $4.91
PS Ratio VAC : 0.51 JCI : 5.66
Total Revenue (TTM) VAC : $4.64B JCI : $12.49B
Gross Profit (TTM) VAC : $1.07B JCI : $8.93B
EBITDA (TTM) VAC : -$215.00M JCI : $3.12B

Return for Risk

VAC vs. JCI — Risk / Return Rank

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

VAC

VAC Risk / Return Rank: 60
VAC Sharpe Ratio Rank: 63
VAC Sortino Ratio Rank: 58
VAC Omega Ratio Rank: 61
VAC Calmar Ratio Rank: 57
VAC Martin Ratio Rank: 58

JCI

JCI Risk / Return Rank: 84
JCI Sharpe Ratio Rank: 84
JCI Sortino Ratio Rank: 80
JCI Omega Ratio Rank: 81
JCI Calmar Ratio Rank: 86
JCI Martin Ratio Rank: 87

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.

VAC vs. JCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marriott Vacations Worldwide Corporation (VAC) 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.

	VAC	JCI	Difference
Sharpe ratio Return per unit of total volatility	0.67	1.75	-1.08
Sortino ratio Return per unit of downside risk	1.19	2.38	-1.19
Omega ratio Gain probability vs. loss probability	1.18	1.32	-0.14
Calmar ratio Return relative to maximum drawdown	0.79	3.74	-2.95
Martin ratio Return relative to average drawdown	1.69	10.34	-8.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VAC vs. JCI - Sharpe Ratio Comparison

The current VAC Sharpe Ratio is 0.67, which is lower than the JCI Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of VAC and JCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VAC	JCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	1.75	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.24	0.69	-0.93
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	0.54	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.28	+0.04

Drawdowns

VAC vs. JCI - Drawdown Comparison

The maximum VAC drawdown since its inception was -74.90%, smaller than the maximum JCI drawdown of -93.36%. Use the drawdown chart below to compare losses from any high point for VAC and JCI.

Drawdown Indicators

	VAC	JCI	Difference
Max Drawdown Largest peak-to-trough decline	-74.90%	-93.36%	+18.46%
Max Drawdown (1Y) Largest decline over 1 year	-45.84%	-12.71%	-33.13%
Max Drawdown (3Y) Largest decline over 3 years	-62.81%	-30.85%	-31.96%
Max Drawdown (5Y) Largest decline over 5 years	-70.62%	-42.32%	-28.30%
Max Drawdown (10Y) Largest decline over 10 years	-74.90%	-47.14%	-27.76%
Current Drawdown Current decline from peak	-46.87%	0.00%	-46.87%
Average Drawdown Average peak-to-trough decline	-23.67%	-38.26%	+14.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.34%	4.59%	+16.75%

Volatility

VAC vs. JCI - Volatility Comparison

Marriott Vacations Worldwide Corporation (VAC) has a higher volatility of 16.41% compared to Johnson Controls International plc (JCI) at 10.34%. This indicates that VAC'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.

Volatility by Period

	VAC	JCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.41%	10.34%	+6.07%
Volatility (6M) Calculated over the trailing 6-month period	36.30%	21.32%	+14.98%
Volatility (1Y) Calculated over the trailing 1-year period	53.64%	27.14%	+26.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.05%	28.28%	+14.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.97%	27.96%	+18.01%

Dividends

VAC vs. JCI - Dividend Comparison

VAC's dividend yield for the trailing twelve months is around 3.73%, more than JCI's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JCI Johnson Controls International plc	1.07%	1.29%	1.88%	2.55%	2.19%	1.41%	2.23%	2.55%	3.51%	2.65%	4.23%	5.85%
VAC Marriott Vacations Worldwide Corporation	3.73%	5.49%	3.42%	3.44%	1.92%	0.64%	0.39%	1.47%	2.34%	1.07%	1.47%	1.84%

Financials

VAC vs. JCI - Profitability Comparison

The chart below illustrates the profitability comparison between Marriott Vacations Worldwide Corporation and Johnson Controls International plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

VAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marriott Vacations Worldwide Corporation reported a gross profit of 0.00 and revenue of 1.26B. 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%.

VAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marriott Vacations Worldwide Corporation reported an operating income of 0.00 and revenue of 1.26B, resulting in an operating margin of 0.0%.

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%.

VAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marriott Vacations Worldwide Corporation reported a net income of 22.00M and revenue of 1.26B, resulting in a net margin of 1.8%.

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

Can I hold both VAC and JCI in my portfolio?

VAC and JCI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VAC or JCI?

VAC has higher volatility (16.41%) compared to JCI (10.34%). In terms of maximum drawdown, VAC dropped -74.90% vs JCI's -93.36%.

Which has better risk-adjusted returns?

JCI currently has the higher Sharpe Ratio (1.75 vs 0.67), 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.