0QLR.L vs. JNJ

In the year-to-date period, 0QLR.L achieves a 3.09% return, which is significantly lower than JNJ's 8.50% return.

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This table presents a comparison of risk-adjusted performance metrics for Novartis AG (0QLR.L) 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.

The current 0QLR.L Sharpe Ratio is 0.04, which is lower than the JNJ Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of 0QLR.L and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

0QLR.L has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 3.19%.

The maximum 0QLR.L drawdown since its inception was -19.20%, smaller than the maximum JNJ drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for 0QLR.L and JNJ. For additional features, visit the drawdowns tool.

Novartis AG (0QLR.L) has a higher volatility of 10.62% compared to Johnson & Johnson (JNJ) at 5.17%. This indicates that 0QLR.L'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.

This section allows you to compare key financial metrics between Novartis AG 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.