BXMT vs. JNJ
BXMT (Blackstone Mortgage Trust, Inc.) and JNJ (Johnson & Johnson) are both stocks. BXMT operates in REIT - Mortgage (Real Estate), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, BXMT returned 5.22%/yr vs 10.46%/yr for JNJ. At a 0.11 correlation, their price movements are largely independent.
Performance
BXMT vs. JNJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BXMT achieves a -1.63% return, which is significantly lower than JNJ's 17.68% return. Over the past 10 years, BXMT has underperformed JNJ with an annualized return of 5.22%, while JNJ has yielded a comparatively higher 10.46% annualized return.
BXMT
- 1D
- 0.93%
- 1M
- 1.66%
- YTD
- -1.63%
- 6M
- -5.73%
- 1Y
- 5.94%
- 3Y*
- 8.79%
- 5Y*
- -1.79%
- 10Y*
- 5.22%
JNJ
- 1D
- 1.07%
- 1M
- 6.86%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.15%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
BXMT vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BXMT Blackstone Mortgage Trust, Inc. | -1.63% | 21.13% | -7.90% | 13.46% | -24.03% | 20.27% | -17.83% | 25.16% | 6.95% | 15.77% |
JNJ Johnson & Johnson | 17.68% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between BXMT and JNJ is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1987 | 0.11 |
The correlation between BXMT and JNJ shifts across timeframes, from 0.11 (all time) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BXMT:
$3.10B
JNJ:
$588.98B
BXMT:
$0.61
JNJ:
$8.65
BXMT:
30.28
JNJ:
27.85
BXMT:
1.50
JNJ:
0.93
BXMT:
2.04
JNJ:
6.08
BXMT:
0.91
JNJ:
7.25
BXMT:
$1.54B
JNJ:
$96.36B
BXMT:
$960.53M
JNJ:
$66.60B
BXMT:
$957.49M
JNJ:
$31.62B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BXMT vs. JNJ — Risk / Return Rank
BXMT
JNJ
BXMT vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Mortgage Trust, Inc. (BXMT) 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.
| BXMT | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.24 | ||
| Sortino ratioReturn per unit of downside risk | -4.53 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.61 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 5.28 | -4.95 |
| Martin ratioReturn relative to average drawdown | 0.74 | 15.52 | -14.78 |
Loading charts...
Drawdowns
BXMT vs. JNJ - Drawdown Comparison
The maximum BXMT drawdown since its inception was -97.98%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for BXMT and JNJ.
Loading charts...
Drawdown Indicators
| BXMT | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.98% | -50.67% | -47.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.02% | -10.96% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -23.29% | -15.95% | -7.34% |
Max Drawdown (5Y)Largest decline over 5 years | -43.02% | -18.41% | -24.61% |
Max Drawdown (10Y)Largest decline over 10 years | -67.86% | -27.37% | -40.49% |
Current DrawdownCurrent decline from peak | -33.97% | -2.54% | -31.43% |
Average DrawdownAverage peak-to-trough decline | -49.05% | -11.90% | -37.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.32% | 3.72% | +1.60% |
Volatility
BXMT vs. JNJ - Volatility Comparison
Blackstone Mortgage Trust, Inc. (BXMT) has a higher volatility of 6.99% compared to Johnson & Johnson (JNJ) at 5.47%. This indicates that BXMT'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.
Loading charts...
Volatility by Period
| BXMT | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 5.47% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 16.58% | 12.16% | +4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.73% | 16.94% | +4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.74% | 16.87% | +10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.62% | 18.48% | +14.14% |
Dividends
BXMT vs. JNJ - Dividend Comparison
BXMT's dividend yield for the trailing twelve months is around 10.24%, more than JNJ's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BXMT Blackstone Mortgage Trust, Inc. | 10.24% | 9.83% | 12.52% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% |
JNJ Johnson & Johnson | 2.18% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Financials
BXMT vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Blackstone Mortgage Trust, 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
BXMT vs. JNJ - Profitability Comparison
BXMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Blackstone Mortgage Trust, Inc. reported a gross profit of 77.44M and revenue of 380.15M. Therefore, the gross margin over that period was 20.4%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.
BXMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Blackstone Mortgage Trust, Inc. reported an operating income of 48.65M and revenue of 380.15M, resulting in an operating margin of 12.8%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.
BXMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Blackstone Mortgage Trust, Inc. reported a net income of -6.30M and revenue of 380.15M, resulting in a net margin of -1.7%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.
Frequently Asked Questions
BXMT and JNJ have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BXMT has higher volatility (6.99%) compared to JNJ (5.47%). In terms of maximum drawdown, BXMT dropped -97.98% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.42 vs 0.18), 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.
Find the right allocation for BXMT 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.
Open Portfolio Optimizer