Johnson Controls (JCI): analysis and statistics
Return, volatility, Sharpe ratio and risk for Johnson Controls, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $143.91 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +29.67% |
| Total return over period | +117.14% |
| Annualized volatility | 28.86% |
| Sharpe ratio | 0.90 |
| Sortino ratio | 1.30 |
| Max drawdown | -30.85% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.40% |
| Correlation with the S&P 500 | 0.60 |
| Period range | $46.15 – $148.21 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Johnson Controls (JCI) has posted an annualized return of +29.67% with annual volatility of 28.86%, a Sharpe ratio of 0.90. Its worst stretch (max drawdown from a peak) was -30.85%. 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 S&P 500 stocks, try the optimizer.
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