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ABBV vs. JNJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABBV and JNJ is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

ABBV vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbbVie Inc. (ABBV) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
834.89%
210.01%
ABBV
JNJ

Key characteristics

Sharpe Ratio

ABBV:

0.98

JNJ:

0.60

Sortino Ratio

ABBV:

1.35

JNJ:

0.93

Omega Ratio

ABBV:

1.21

JNJ:

1.13

Calmar Ratio

ABBV:

1.28

JNJ:

0.66

Martin Ratio

ABBV:

3.19

JNJ:

1.82

Ulcer Index

ABBV:

8.31%

JNJ:

6.29%

Daily Std Dev

ABBV:

27.09%

JNJ:

18.53%

Max Drawdown

ABBV:

-45.09%

JNJ:

-52.60%

Current Drawdown

ABBV:

-7.55%

JNJ:

-8.30%

Fundamentals

Market Cap

ABBV:

$342.01B

JNJ:

$371.64B

EPS

ABBV:

$2.34

JNJ:

$8.99

PE Ratio

ABBV:

82.62

JNJ:

17.18

PEG Ratio

ABBV:

0.41

JNJ:

1.06

PS Ratio

ABBV:

5.97

JNJ:

4.21

PB Ratio

ABBV:

102.95

JNJ:

4.80

Total Revenue (TTM)

ABBV:

$57.37B

JNJ:

$89.33B

Gross Profit (TTM)

ABBV:

$46.58B

JNJ:

$61.01B

EBITDA (TTM)

ABBV:

$16.33B

JNJ:

$34.70B

Returns By Period

In the year-to-date period, ABBV achieves a 13.78% return, which is significantly higher than JNJ's 8.82% return. Over the past 10 years, ABBV has outperformed JNJ with an annualized return of 16.82%, while JNJ has yielded a comparatively lower 7.56% annualized return.


ABBV

YTD

13.78%

1M

-2.38%

6M

-0.67%

1Y

27.91%

5Y*

24.14%

10Y*

16.82%

JNJ

YTD

8.82%

1M

0.49%

6M

-0.94%

1Y

7.48%

5Y*

3.92%

10Y*

7.56%

*Annualized

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Risk-Adjusted Performance

ABBV vs. JNJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABBV
The Risk-Adjusted Performance Rank of ABBV is 8181
Overall Rank
The Sharpe Ratio Rank of ABBV is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 8080
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 7070
Overall Rank
The Sharpe Ratio Rank of JNJ is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 6464
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 6464
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 7777
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 7272
Martin 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.

ABBV vs. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) 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 chart of Sharpe ratio for ABBV, currently valued at 0.98, compared to the broader market-2.00-1.000.001.002.003.00
ABBV: 0.98
JNJ: 0.60
The chart of Sortino ratio for ABBV, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.00
ABBV: 1.35
JNJ: 0.93
The chart of Omega ratio for ABBV, currently valued at 1.21, compared to the broader market0.501.001.502.00
ABBV: 1.21
JNJ: 1.13
The chart of Calmar ratio for ABBV, currently valued at 1.28, compared to the broader market0.001.002.003.004.005.00
ABBV: 1.28
JNJ: 0.66
The chart of Martin ratio for ABBV, currently valued at 3.19, compared to the broader market-10.000.0010.0020.00
ABBV: 3.19
JNJ: 1.82

The current ABBV Sharpe Ratio is 0.98, which is higher than the JNJ Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ABBV 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.98
0.60
ABBV
JNJ

Dividends

ABBV vs. JNJ - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 3.21%, which matches JNJ's 3.18% yield.


TTM20242023202220212020201920182017201620152014
ABBV
AbbVie Inc.
3.21%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
JNJ
Johnson & Johnson
3.18%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

Drawdowns

ABBV vs. JNJ - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum JNJ drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for ABBV and JNJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.55%
-8.30%
ABBV
JNJ

Volatility

ABBV vs. JNJ - Volatility Comparison

AbbVie Inc. (ABBV) has a higher volatility of 13.36% compared to Johnson & Johnson (JNJ) at 7.24%. This indicates that ABBV'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
13.36%
7.24%
ABBV
JNJ

Financials

ABBV vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between AbbVie 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00B25.00B20212022202320242025
13.34B
21.89B
(ABBV) Total Revenue
(JNJ) Total Revenue
Values in USD except per share items

ABBV vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between AbbVie Inc. and Johnson & Johnson over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
100.0%
66.4%
(ABBV) Gross Margin
(JNJ) Gross Margin
ABBV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a gross profit of 13.34B and revenue of 13.34B. Therefore, the gross margin over that period was 100.0%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a gross profit of 14.54B and revenue of 21.89B. Therefore, the gross margin over that period was 66.4%.
ABBV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported an operating income of 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported an operating income of 6.30B and revenue of 21.89B, resulting in an operating margin of 28.8%.
ABBV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a net income of 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a net income of 11.00B and revenue of 21.89B, resulting in a net margin of 50.2%.