4I1.DE vs. JNJ.DE
Compare and contrast key facts about Philip Morris International Inc (4I1.DE) and Johnson & Johnson (JNJ.DE).
Performance
4I1.DE vs. JNJ.DE - Performance Comparison
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4I1.DE vs. JNJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
4I1.DE Philip Morris International Inc | -1.50% | 22.61% | 41.60% | -4.89% | 17.80% | 29.21% | -5.51% | 0.16% |
JNJ.DE Johnson & Johnson | 20.07% | 30.53% | 0.73% | -12.10% | 11.50% | 22.85% | -1.22% | 7.75% |
Returns By Period
In the year-to-date period, 4I1.DE achieves a -1.50% return, which is significantly lower than JNJ.DE's 20.07% return.
4I1.DE
- 1D
- -6.08%
- 1M
- -14.15%
- YTD
- -1.50%
- 6M
- -1.15%
- 1Y
- -5.26%
- 3Y*
- 19.07%
- 5Y*
- 16.77%
- 10Y*
- —
JNJ.DE
- 1D
- 0.02%
- 1M
- -0.66%
- YTD
- 20.07%
- 6M
- 35.69%
- 1Y
- 47.90%
- 3Y*
- 17.22%
- 5Y*
- 11.45%
- 10Y*
- 10.92%
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Return for Risk
4I1.DE vs. JNJ.DE — Risk / Return Rank
4I1.DE
JNJ.DE
4I1.DE vs. JNJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Philip Morris International Inc (4I1.DE) and Johnson & Johnson (JNJ.DE). 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.
| 4I1.DE | JNJ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.19 | 2.53 | -2.72 |
Sortino ratioReturn per unit of downside risk | -0.07 | 3.37 | -3.44 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.46 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | -0.25 | 5.06 | -5.31 |
Martin ratioReturn relative to average drawdown | -0.52 | 13.18 | -13.70 |
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
| 4I1.DE | JNJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 2.53 | -2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.66 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.36 | +0.26 |
Correlation
The correlation between 4I1.DE and JNJ.DE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
4I1.DE vs. JNJ.DE - Dividend Comparison
4I1.DE's dividend yield for the trailing twelve months is around 3.16%, more than JNJ.DE's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
4I1.DE Philip Morris International Inc | 3.16% | 3.07% | 3.67% | 4.81% | 4.46% | 4.34% | 5.32% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ.DE Johnson & Johnson | 1.83% | 2.23% | 2.82% | 2.65% | 2.21% | 2.48% | 2.40% | 2.22% | 2.33% | 2.13% | 2.21% | 2.39% |
Drawdowns
4I1.DE vs. JNJ.DE - Drawdown Comparison
The maximum 4I1.DE drawdown since its inception was -28.54%, smaller than the maximum JNJ.DE drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for 4I1.DE and JNJ.DE.
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Drawdown Indicators
| 4I1.DE | JNJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.54% | -49.54% | +21.00% |
Max Drawdown (1Y)Largest decline over 1 year | -20.77% | -10.03% | -10.74% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -21.13% | +0.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.08% | — |
Current DrawdownCurrent decline from peak | -15.87% | -0.75% | -15.12% |
Average DrawdownAverage peak-to-trough decline | -7.41% | -18.58% | +11.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.14% | 3.85% | +6.29% |
Volatility
4I1.DE vs. JNJ.DE - Volatility Comparison
Philip Morris International Inc (4I1.DE) has a higher volatility of 10.87% compared to Johnson & Johnson (JNJ.DE) at 5.41%. This indicates that 4I1.DE's price experiences larger fluctuations and is considered to be riskier than JNJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4I1.DE | JNJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.87% | 5.41% | +5.46% |
Volatility (6M)Calculated over the trailing 6-month period | 21.53% | 12.03% | +9.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.75% | 19.51% | +8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.81% | 17.04% | +4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 18.18% | +5.71% |
Financials
4I1.DE vs. JNJ.DE - Financials Comparison
This section allows you to compare key financial metrics between Philip Morris International Inc 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