JCI·Johnson Controls International plc

Realized volatility (21d)

41.8% 94th pct

Below its peak

-11.9%

vs 200-day average

-2.1%

Up days (1y)

54%

Johnson Controls International plc is currently running 41.8% annualised volatility over the last 21 sessions. Measured against JCI's own 13 years of daily returns rather than a market-wide average, that is the 94th percentile — an extreme by its own standards, against a typical reading of 23.2%.

JCI is trading -11.9% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -19.3%, and the deepest was -44.6% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits -2.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 32nd percentile — close to the gap it normally carries. Over the past year JCI closed higher on 54% of sessions, and it is currently 2 sessions into a falling streak.

On November specifically: over 13 years of records, JCI finished the month higher 10 of 13 times, with a median return of +4.3% and an average of +3.4%. Its strongest month historically has been May at +3.7% on average, its weakest March at -2.1%.

Overnight risk is measurable too: JCI has opened more than 2% away from the prior close in 129 of 3,268 sessions (3.9% of the time), with the largest gaps running +8.8% and -7.3%.

Across the last 4 dated reports on file, JCI moved an average of 2.7% in the session after earnings, closing higher 3 of those 4 times, with a median move of +1.6% and a largest of -3.9%.

All figures computed from 3,269 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against JCI's own 13-year history, not a peer group or index.