AMG.DE vs. JNJ
Compare and contrast key facts about Amgen Inc (AMG.DE) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMG.DE or JNJ.
Key characteristics
| AMG.DE | JNJ | |
|---|---|---|
| YTD Return | 17.98% | 8.08% |
| 1Y Return | 26.37% | 4.29% |
| 3Y Return (Ann) | 21.55% | 3.05% |
| 5Y Return (Ann) | 14.81% | 7.76% |
| 10Y Return (Ann) | 14.33% | 7.49% |
| Sharpe Ratio | 1.02 | 0.27 |
| Daily Std Dev | 25.32% | 15.32% |
| Max Drawdown | -70.17% | -52.60% |
| Current Drawdown | -3.27% | -4.31% |
Fundamentals
| AMG.DE | JNJ | |
|---|---|---|
| Market Cap | €162.61B | $398.45B |
| EPS | €5.26 | $6.60 |
| PE Ratio | 57.03 | 25.08 |
| PEG Ratio | 2.27 | 0.97 |
| Total Revenue (TTM) | €30.93B | $86.58B |
| Gross Profit (TTM) | €19.58B | $59.79B |
| EBITDA (TTM) | €10.92B | $33.37B |
Correlation
The correlation between AMG.DE and JNJ is 0.17, 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
AMG.DE vs. JNJ - Performance Comparison
In the year-to-date period, AMG.DE achieves a 17.98% return, which is significantly higher than JNJ's 8.08% return. Over the past 10 years, AMG.DE has outperformed JNJ with an annualized return of 14.33%, while JNJ has yielded a comparatively lower 7.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AMG.DE vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amgen Inc (AMG.DE) 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
AMG.DE vs. JNJ - Dividend Comparison
AMG.DE's dividend yield for the trailing twelve months is around 2.72%, less than JNJ's 2.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMG.DE Amgen Inc | 2.72% | 3.02% | 2.98% | 2.95% | 3.06% | 2.41% | 2.70% | 2.77% | 2.56% | 1.88% | 1.38% | 1.70% |
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% |
Drawdowns
AMG.DE vs. JNJ - Drawdown Comparison
The maximum AMG.DE drawdown since its inception was -70.17%, which is greater than JNJ's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for AMG.DE and JNJ. For additional features, visit the drawdowns tool.
Volatility
AMG.DE vs. JNJ - Volatility Comparison
Amgen Inc (AMG.DE) has a higher volatility of 4.30% compared to Johnson & Johnson (JNJ) at 3.28%. This indicates that AMG.DE'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.
Financials
AMG.DE vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Amgen 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