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BNB-USD vs. JNJ
Performance
Return for Risk
Drawdowns
Volatility

Performance

BNB-USD vs. JNJ - Performance Comparison

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

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Returns By Period

In the year-to-date period, BNB-USD achieves a -29.49% return, which is significantly lower than JNJ's 17.68% return.


BNB-USD

1D
0.91%
1M
-10.19%
YTD
-29.49%
6M
-32.13%
1Y
-7.11%
3Y*
36.86%
5Y*
10.55%
10Y*

JNJ

1D
1.07%
1M
4.96%
YTD
17.68%
6M
15.11%
1Y
57.15%
3Y*
17.82%
5Y*
10.94%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNB-USD vs. JNJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNB-USD
BNB
-29.49%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%
JNJ
Johnson & Johnson
17.68%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%-0.53%

Correlation

The correlation between BNB-USD and JNJ is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.05

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Return for Risk

BNB-USD vs. JNJ — Risk / Return Rank

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

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8787
Martin Ratio Rank

JNJ
JNJ Risk / Return Rank: 9696
Overall Rank
JNJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BNB-USD vs. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNB-USDJNJDifference
Sharpe ratioReturn per unit of total volatility

-3.55

Sortino ratioReturn per unit of downside risk

-4.76

Omega ratioGain probability vs. loss probability

1.02

1.61

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.13

5.28

-5.41

Martin ratioReturn relative to average drawdown

-0.20

15.52

-15.73

BNB-USD vs. JNJ - Sharpe Ratio Comparison

The current BNB-USD Sharpe Ratio is -0.13, which is lower than the JNJ Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of BNB-USD and JNJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BNB-USD vs. JNJ - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -79.74%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for BNB-USD and JNJ.


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Drawdown Indicators


BNB-USDJNJDifference

Max Drawdown

Largest peak-to-trough decline

-79.74%

-50.67%

-29.07%

Max Drawdown (1Y)

Largest decline over 1 year

-56.24%

-10.96%

-45.28%

Max Drawdown (3Y)

Largest decline over 3 years

-56.24%

-15.95%

-40.29%

Max Drawdown (5Y)

Largest decline over 5 years

-69.89%

-18.41%

-51.48%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

Current Drawdown

Current decline from peak

-53.42%

-2.54%

-50.88%

Average Drawdown

Average peak-to-trough decline

-38.71%

-11.90%

-26.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.27%

3.72%

+38.55%

Volatility

BNB-USD vs. JNJ - Volatility Comparison

BNB (BNB-USD) has a higher volatility of 17.28% compared to Johnson & Johnson (JNJ) at 5.47%. This indicates that BNB-USD'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.


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Volatility by Period


BNB-USDJNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.28%

5.47%

+11.81%

Volatility (6M)

Calculated over the trailing 6-month period

34.73%

12.16%

+22.57%

Volatility (1Y)

Calculated over the trailing 1-year period

44.38%

16.94%

+27.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.42%

16.87%

+33.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.06%

18.48%

+61.58%

Frequently Asked Questions


BNB-USD and JNJ have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNB-USD has higher volatility (17.28%) compared to JNJ (5.47%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs JNJ's -50.67%.

JNJ currently has the higher Sharpe Ratio (3.42 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BNB-USD and JNJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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