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Johnson & Johnson (JNJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS4781601046
CUSIP478160104
SectorHealthcare
IndustryDrug Manufacturers—General

Highlights

Market Cap$381.20B
EPS$5.20
PE Ratio30.42
PEG Ratio0.97
Revenue (TTM)$85.16B
Gross Profit (TTM)$63.95B
EBITDA (TTM)$30.77B
Year Range$143.80 - $173.31
Target Price$176.22
Short %0.66%
Short Ratio2.19

Share Price Chart


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Johnson & Johnson

Popular comparisons: JNJ vs. VOO, JNJ vs. UNH, JNJ vs. PFE, JNJ vs. SCHD, JNJ vs. ABBV, JNJ vs. MDT, JNJ vs. NSRGY, JNJ vs. MGV, JNJ vs. XLV, JNJ vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Johnson & Johnson, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-3.98%
18.63%
JNJ (Johnson & Johnson)
Benchmark (^GSPC)

S&P 500

Returns By Period

Johnson & Johnson had a return of -7.02% year-to-date (YTD) and -8.27% in the last 12 months. Over the past 10 years, Johnson & Johnson had an annualized return of 6.64%, while the S&P 500 had an annualized return of 10.37%, indicating that Johnson & Johnson did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-7.02%5.06%
1 month-6.70%-3.23%
6 months-3.55%17.14%
1 year-8.27%20.62%
5 years (annualized)3.81%11.54%
10 years (annualized)6.64%10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.38%1.56%-1.98%
2023-3.67%-4.76%5.10%1.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JNJ is 27, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of JNJ is 2727
Johnson & Johnson(JNJ)
The Sharpe Ratio Rank of JNJ is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 2424Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 2424Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 2727Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 3131Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Johnson & Johnson (JNJ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JNJ
Sharpe ratio
The chart of Sharpe ratio for JNJ, currently valued at -0.49, compared to the broader market-2.00-1.000.001.002.003.00-0.49
Sortino ratio
The chart of Sortino ratio for JNJ, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.61
Omega ratio
The chart of Omega ratio for JNJ, currently valued at 0.92, compared to the broader market0.501.001.500.92
Calmar ratio
The chart of Calmar ratio for JNJ, currently valued at -0.40, compared to the broader market0.001.002.003.004.005.00-0.40
Martin ratio
The chart of Martin ratio for JNJ, currently valued at -0.94, compared to the broader market0.0010.0020.0030.00-0.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-2.00-1.000.001.002.003.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.001.002.003.004.005.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0010.0020.0030.007.04

Sharpe Ratio

The current Johnson & Johnson Sharpe ratio is -0.49. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.49
1.76
JNJ (Johnson & Johnson)
Benchmark (^GSPC)

Dividends

Dividend History

Johnson & Johnson granted a 3.27% dividend yield in the last twelve months. The annual payout for that period amounted to $4.76 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.76$4.70$4.45$4.19$3.98$3.75$3.54$3.32$3.15$2.95$2.76$2.59

Dividend yield

3.27%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%

Monthly Dividends

The table displays the monthly dividend distributions for Johnson & Johnson. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$1.19$0.00
2023$0.00$1.13$0.00$0.00$1.19$0.00$0.00$1.19$0.00$0.00$1.19$0.00
2022$0.00$1.06$0.00$0.00$1.13$0.00$0.00$1.13$0.00$0.00$1.13$0.00
2021$0.00$1.01$0.00$0.00$1.06$0.00$0.00$1.06$0.00$0.00$1.06$0.00
2020$0.00$0.95$0.00$0.00$1.01$0.00$0.00$1.01$0.00$0.00$1.01$0.00
2019$0.00$0.90$0.00$0.00$0.95$0.00$0.00$0.95$0.00$0.00$0.95$0.00
2018$0.00$0.84$0.00$0.00$0.90$0.00$0.00$0.90$0.00$0.00$0.90$0.00
2017$0.00$0.80$0.00$0.00$0.84$0.00$0.00$0.84$0.00$0.00$0.84$0.00
2016$0.00$0.75$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.80$0.00
2015$0.00$0.70$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00
2014$0.00$0.66$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00
2013$0.61$0.00$0.00$0.66$0.00$0.00$0.66$0.00$0.00$0.66$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%3.3%
Johnson & Johnson has a dividend yield of 3.27%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%45.6%
Johnson & Johnson has a payout ratio of 45.64%, which is quite average when compared to the overall market. This suggests that Johnson & Johnson strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-17.68%
-4.63%
JNJ (Johnson & Johnson)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Johnson & Johnson. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Johnson & Johnson was 50.68%, occurring on Apr 25, 1977. Recovery took 1034 trading sessions.

The current Johnson & Johnson drawdown is 17.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.68%Nov 2, 19721128Apr 25, 19771034May 29, 19812162
-42.52%May 4, 1983307Jul 19, 1984220Jun 3, 1985527
-38.35%Aug 26, 198738Oct 19, 1987401May 19, 1989439
-36.75%Jan 16, 197091May 26, 1970115Nov 5, 1970206
-36.53%Jan 9, 1992403Aug 11, 1993302Oct 20, 1994705

Volatility

Volatility Chart

The current Johnson & Johnson volatility is 4.03%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
4.03%
3.27%
JNJ (Johnson & Johnson)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Johnson & Johnson over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items