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ABT vs. JNJ

Last updated Feb 24, 2024

Compare and contrast key facts about Abbott Laboratories (ABT) and Johnson & Johnson (JNJ).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABT or JNJ.

Key characteristics


ABTJNJ
YTD Return9.06%3.25%
1Y Return18.86%4.96%
3Y Return (Ann)1.39%2.82%
5Y Return (Ann)11.29%6.29%
10Y Return (Ann)13.97%8.77%
Sharpe Ratio0.950.31
Daily Std Dev19.67%15.82%
Max Drawdown-45.62%-50.68%
Current Drawdown-11.99%-8.59%

Fundamentals


ABTJNJ
Market Cap$207.28B$389.84B
EPS$3.26$5.20
PE Ratio36.6431.12
PEG Ratio28.861.67
Revenue (TTM)$40.11B$85.16B
Gross Profit (TTM)$24.58B$63.95B
EBITDA (TTM)$10.46B$30.77B

Correlation

0.48
-1.001.00

The correlation between ABT and JNJ is 0.48, 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.

ABT vs. JNJ - Performance Comparison

In the year-to-date period, ABT achieves a 9.06% return, which is significantly higher than JNJ's 3.25% return. Over the past 10 years, ABT has outperformed JNJ with an annualized return of 13.97%, while JNJ has yielded a comparatively lower 8.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
15.83%
-1.87%
ABT
JNJ

Compare stocks, funds, or ETFs


Abbott Laboratories

Johnson & Johnson

ABT vs. JNJ - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 1.74%, less than JNJ's 2.94% yield.


TTM20232022202120202019201820172016201520142013
ABT
Abbott Laboratories
1.74%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
JNJ
Johnson & Johnson
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%

ABT vs. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABT
Abbott Laboratories
0.95
JNJ
Johnson & Johnson
0.31

ABT vs. JNJ - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is 0.95, which is higher than the JNJ Sharpe Ratio of 0.31. The chart below compares the 12-month rolling Sharpe Ratio of ABT and JNJ.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2024February
0.95
0.31
ABT
JNJ

ABT vs. JNJ - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.62%, smaller than the maximum JNJ drawdown of -50.68%. The drawdown chart below compares losses from any high point along the way for ABT and JNJ


-30.00%-25.00%-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2024February
-11.99%
-8.59%
ABT
JNJ

ABT vs. JNJ - Volatility Comparison

Abbott Laboratories (ABT) has a higher volatility of 5.06% compared to Johnson & Johnson (JNJ) at 3.36%. This indicates that ABT'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.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
5.06%
3.36%
ABT
JNJ