500G.L vs. JNJ
Compare and contrast key facts about Amundi S&P 500 UCITS ETF C USD (500G.L) and Johnson & Johnson (JNJ).
500G.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 500G.L or JNJ.
Key characteristics
| 500G.L | JNJ | |
|---|---|---|
| YTD Return | 20.58% | 4.53% |
| 1Y Return | 33.08% | 12.33% |
| 3Y Return (Ann) | 11.72% | 2.31% |
| 5Y Return (Ann) | 15.71% | 6.85% |
| Sharpe Ratio | 2.96 | 0.89 |
| Sortino Ratio | 4.09 | 1.38 |
| Omega Ratio | 1.56 | 1.17 |
| Calmar Ratio | 5.00 | 0.76 |
| Martin Ratio | 20.35 | 2.68 |
| Ulcer Index | 1.58% | 5.01% |
| Daily Std Dev | 10.84% | 15.08% |
| Max Drawdown | -25.52% | -38.78% |
| Current Drawdown | -0.41% | -7.45% |
Correlation
The correlation between 500G.L and JNJ is 0.22, 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.
Performance
500G.L vs. JNJ - Performance Comparison
In the year-to-date period, 500G.L achieves a 20.58% return, which is significantly higher than JNJ's 4.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
500G.L vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF C USD (500G.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.
Dividends
500G.L vs. JNJ - Dividend Comparison
500G.L has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 3.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
500G.L Amundi S&P 500 UCITS ETF C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ Johnson & Johnson | 3.04% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
500G.L vs. JNJ - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum JNJ drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for 500G.L and JNJ. For additional features, visit the drawdowns tool.
Volatility
500G.L vs. JNJ - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF C USD (500G.L) is 1.83%, while Johnson & Johnson (JNJ) has a volatility of 3.82%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.