000020.KS vs. JNJ
000020.KS (Dongwha Pharm.Co.Ltd) and JNJ (Johnson & Johnson) are both stocks. Both are in the Healthcare sector — 000020.KS in Drug Manufacturers - Specialty & Generic, JNJ in Drug Manufacturers - General. Over the past 10 years, 000020.KS returned -5.08%/yr vs 13.56%/yr for JNJ. At a correlation of -0.02, they often move in opposite directions.
Performance
000020.KS vs. JNJ - Performance Comparison
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Different Trading Currencies
000020.KS is traded in KRW, while JNJ is traded in USD. To make them comparable, the JNJ values have been converted to KRW using the latest available exchange rates.
Returns By Period
In the year-to-date period, 000020.KS achieves a -12.63% return, which is significantly lower than JNJ's 23.07% return. Over the past 10 years, 000020.KS has underperformed JNJ with an annualized return of -5.08%, while JNJ has yielded a comparatively higher 13.56% annualized return.
000020.KS
- 1D
- -1.28%
- 1M
- -9.09%
- YTD
- -12.63%
- 6M
- -12.07%
- 1Y
- -16.63%
- 3Y*
- -17.28%
- 5Y*
- -16.67%
- 10Y*
- -5.08%
JNJ
- 1D
- 3.75%
- 1M
- 12.39%
- YTD
- 23.07%
- 6M
- 23.31%
- 1Y
- 78.69%
- 3Y*
- 24.51%
- 5Y*
- 17.77%
- 10Y*
- 13.56%
000020.KS vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
000020.KS Dongwha Pharm.Co.Ltd | -12.63% | -0.79% | -36.87% | 12.95% | -35.36% | -24.77% | 138.77% | -7.29% | -5.37% | 22.03% |
JNJ Johnson & Johnson | 23.07% | 44.09% | 8.53% | -5.97% | 11.97% | 22.09% | 4.32% | 20.63% | -1.04% | 9.93% |
Correlation
The correlation between 000020.KS and JNJ is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | -0.02 |
The correlation between 000020.KS and JNJ shifts across timeframes, from -0.02 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
000020.KS vs. JNJ — Risk / Return Rank
000020.KS
JNJ
000020.KS vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dongwha Pharm.Co.Ltd (000020.KS) and Johnson & Johnson (JNJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 000020.KS | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.99 | ||
| Sortino ratioReturn per unit of downside risk | -6.92 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.73 | -0.83 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 6.37 | -7.10 |
| Martin ratioReturn relative to average drawdown | -1.42 | 21.70 | -23.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 000020.KS | JNJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 4.29 | -4.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | 0.96 | -1.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.13 | 0.71 | -0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.69 | -0.63 |
Drawdowns
000020.KS vs. JNJ - Drawdown Comparison
The maximum 000020.KS drawdown since its inception was -86.32%, which is greater than JNJ's maximum drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for 000020.KS and JNJ.
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Drawdown Indicators
| 000020.KS | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.32% | -27.37% | -58.95% |
Max Drawdown (1Y)Largest decline over 1 year | -22.65% | -12.42% | -10.23% |
Max Drawdown (3Y)Largest decline over 3 years | -48.30% | -16.73% | -31.57% |
Max Drawdown (5Y)Largest decline over 5 years | -70.55% | -20.90% | -49.65% |
Max Drawdown (10Y)Largest decline over 10 years | -80.32% | -22.74% | -57.58% |
Current DrawdownCurrent decline from peak | -80.32% | -1.19% | -79.13% |
Average DrawdownAverage peak-to-trough decline | -55.02% | -7.89% | -47.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.45% | 3.64% | +7.81% |
Volatility
000020.KS vs. JNJ - Volatility Comparison
Dongwha Pharm.Co.Ltd (000020.KS) has a higher volatility of 8.92% compared to Johnson & Johnson (JNJ) at 7.06%. This indicates that 000020.KS's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 000020.KS | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 7.06% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 19.37% | 13.81% | +5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 18.44% | +5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.83% | 18.53% | +13.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.67% | 19.19% | +21.48% |
Dividends
000020.KS vs. JNJ - Dividend Comparison
000020.KS's dividend yield for the trailing twelve months is around 1.20%, less than JNJ's 2.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
000020.KS Dongwha Pharm.Co.Ltd | 1.20% | 0.00% | 2.86% | 1.75% | 1.94% | 1.23% | 0.92% | 1.44% | 1.32% | 1.54% | 1.35% | 0.98% |
JNJ Johnson & Johnson | 2.25% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Financials
000020.KS vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Dongwha Pharm.Co.Ltd and Johnson & Johnson. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
000020.KS and JNJ have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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