BRGNX vs. JNJ
Compare and contrast key facts about iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Johnson & Johnson (JNJ).
BRGNX is managed by Blackrock. It was launched on Mar 31, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRGNX or JNJ.
Performance
BRGNX vs. JNJ - Performance Comparison
Returns By Period
In the year-to-date period, BRGNX achieves a 24.62% return, which is significantly higher than JNJ's 1.06% return. Over the past 10 years, BRGNX has outperformed JNJ with an annualized return of 11.66%, while JNJ has yielded a comparatively lower 6.51% annualized return.
BRGNX
24.62%
0.93%
11.89%
32.62%
14.74%
11.66%
JNJ
1.06%
-6.27%
3.09%
6.59%
5.51%
6.51%
Key characteristics
| BRGNX | JNJ | |
|---|---|---|
| Sharpe Ratio | 2.66 | 0.42 |
| Sortino Ratio | 3.56 | 0.73 |
| Omega Ratio | 1.49 | 1.09 |
| Calmar Ratio | 3.88 | 0.36 |
| Martin Ratio | 17.28 | 1.22 |
| Ulcer Index | 1.90% | 5.24% |
| Daily Std Dev | 12.38% | 15.11% |
| Max Drawdown | -34.59% | -38.78% |
| Current Drawdown | -1.84% | -10.53% |
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Correlation
The correlation between BRGNX 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.
Risk-Adjusted Performance
BRGNX vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) 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
BRGNX vs. JNJ - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 1.12%, less than JNJ's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 1.12% | 1.43% | 1.45% | 1.19% | 1.35% | 1.84% | 2.01% | 1.95% | 2.16% | 2.05% | 1.71% | 1.68% |
JNJ Johnson & Johnson | 2.37% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
BRGNX vs. JNJ - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum JNJ drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for BRGNX and JNJ. For additional features, visit the drawdowns tool.
Volatility
BRGNX vs. JNJ - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Johnson & Johnson (JNJ) have volatilities of 4.14% and 4.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.