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

Correlation

The correlation between ABT and JNJ is 0.50, 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.


Performance

ABT vs. JNJ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ABT:

1.49

JNJ:

0.06

Sortino Ratio

ABT:

2.23

JNJ:

0.35

Omega Ratio

ABT:

1.28

JNJ:

1.05

Calmar Ratio

ABT:

1.26

JNJ:

0.18

Martin Ratio

ABT:

7.58

JNJ:

0.49

Ulcer Index

ABT:

4.25%

JNJ:

6.54%

Daily Std Dev

ABT:

21.04%

JNJ:

19.20%

Max Drawdown

ABT:

-45.66%

JNJ:

-52.60%

Current Drawdown

ABT:

-3.42%

JNJ:

-11.11%

Fundamentals

Market Cap

ABT:

$232.01B

JNJ:

$359.97B

EPS

ABT:

$7.99

JNJ:

$9.19

PE Ratio

ABT:

16.69

JNJ:

16.28

PEG Ratio

ABT:

4.17

JNJ:

1.02

PS Ratio

ABT:

5.48

JNJ:

4.03

PB Ratio

ABT:

4.75

JNJ:

4.61

Total Revenue (TTM)

ABT:

$42.34B

JNJ:

$89.33B

Gross Profit (TTM)

ABT:

$23.67B

JNJ:

$61.01B

EBITDA (TTM)

ABT:

$11.20B

JNJ:

$34.70B

Returns By Period

In the year-to-date period, ABT achieves a 20.36% return, which is significantly higher than JNJ's 5.48% return. Over the past 10 years, ABT has outperformed JNJ with an annualized return of 12.80%, while JNJ has yielded a comparatively lower 6.76% annualized return.


ABT

YTD

20.36%

1M

3.93%

6M

17.46%

1Y

31.12%

5Y*

10.41%

10Y*

12.80%

JNJ

YTD

5.48%

1M

-1.68%

6M

-0.15%

1Y

1.23%

5Y*

2.97%

10Y*

6.76%

*Annualized

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Risk-Adjusted Performance

ABT vs. JNJ — Risk-Adjusted Performance Rank

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

ABT
The Risk-Adjusted Performance Rank of ABT is 8989
Overall Rank
The Sharpe Ratio Rank of ABT is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ABT is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ABT is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ABT is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ABT is 9292
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 5353
Overall Rank
The Sharpe Ratio Rank of JNJ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 4646
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 4646
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 5858
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.

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.


The current ABT Sharpe Ratio is 1.49, which is higher than the JNJ Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of ABT 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.


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Dividends

ABT vs. JNJ - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 1.69%, less than JNJ's 3.28% yield.


TTM20242023202220212020201920182017201620152014
ABT
Abbott Laboratories
1.69%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
JNJ
Johnson & Johnson
3.28%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

Drawdowns

ABT vs. JNJ - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.66%, smaller than the maximum JNJ drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for ABT and JNJ. For additional features, visit the drawdowns tool.


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Volatility

ABT vs. JNJ - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 5.61%, while Johnson & Johnson (JNJ) has a volatility of 6.41%. This indicates that ABT 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.


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Financials

ABT vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Abbott Laboratories 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
10.36B
21.89B
(ABT) Total Revenue
(JNJ) Total Revenue
Values in USD except per share items

ABT vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between Abbott Laboratories 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%55.0%60.0%65.0%70.0%20212022202320242025
56.9%
66.4%
(ABT) Gross Margin
(JNJ) Gross Margin
ABT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Abbott Laboratories reported a gross profit of 5.89B and revenue of 10.36B. Therefore, the gross margin over that period was 56.9%.

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%.

ABT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Abbott Laboratories reported an operating income of 1.69B and revenue of 10.36B, resulting in an operating margin of 16.3%.

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%.

ABT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Abbott Laboratories reported a net income of 1.33B and revenue of 10.36B, resulting in a net margin of 12.8%.

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%.