JCI vs PWR: returns, Sharpe ratio and drawdown

Over the past year, PWR returned +59.41% against +42.91% for JCI. Over five years, PWR averaged +43.72% a year, compared with +16.70% for JCI. JCI had the higher Sharpe ratio over the past year (1.19 vs 1.18), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.98% for JCI and -28.54% for PWR.