Johnson Controls (JCI): analysis and statistics
Return, volatility, Sharpe ratio and risk for Johnson Controls, a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $146.01 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +39.20% |
| Total return over period | +167.96% |
| Annualized volatility | 28.69% |
| Period volatility | 49.54% |
| Sharpe ratio | 1.23 |
| Sortino ratio | 1.82 |
| Max drawdown | -21.13% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.24% |
| Correlation with the S&P 500 | 0.60 |
| Period range | $46.15 – $154.76 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Johnson Controls (JCI) has posted an annualized return of +39.20% with annual volatility of 28.69%, a Sharpe ratio of 1.23. Its worst stretch (max drawdown from a peak) was -21.13%. Its correlation with the S&P 500 is 0.60, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how JCI would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Johnson Controls (JCI) is of the S&P 500.
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