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CINF vs. JNJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CINF vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cincinnati Financial Corporation (CINF) 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, CINF achieves a 10.03% return, which is significantly lower than JNJ's 25.25% return. Over the past 10 years, CINF has outperformed JNJ with an annualized return of 11.95%, while JNJ has yielded a comparatively lower 10.44% annualized return.


CINF

1D
1.69%
1M
-5.09%
6M
11.70%
YTD
10.03%
1Y
23.15%
3Y*
20.85%
5Y*
11.28%
10Y*
11.95%
ALL TIME*
12.07%

JNJ

1D
0.21%
1M
0.93%
6M
14.06%
YTD
25.25%
1Y
59.50%
3Y*
18.33%
5Y*
11.37%
10Y*
10.44%
ALL TIME*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$158.60M$174.30M$143.71M
$2.09B$2.09B$1.99B

CINF vs. JNJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CINF
Cincinnati Financial Corporation
10.03%16.27%42.48%4.00%-7.89%33.28%-14.15%38.87%6.25%2.34%
JNJ
Johnson & Johnson
25.25%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%

Correlation

The correlation between CINF and JNJ is 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.31

Correlation (3Y)
Balances recent behavior with more history.

0.33

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.33

Correlation (10Y)
Provides a long-term view across more market conditions.

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.31

Fundamentals

Market Cap

CINF:

$27.27B

JNJ:

$617.78B

EPS

CINF:

$28.19

JNJ:

$8.63

PE Ratio

CINF:

6.30

JNJ:

29.71

PEG Ratio

CINF:

0.19

JNJ:

0.99

PS Ratio

CINF:

1.50

JNJ:

6.38

Total Revenue (TTM)

CINF:

$13.95B

JNJ:

$97.93B

Gross Profit (TTM)

CINF:

$4.91B

JNJ:

$68.99B

EBITDA (TTM)

CINF:

$2.73B

JNJ:

$31.92B

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Return for Risk

CINF vs. JNJ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CINF
CINF Risk / Return Rank: 7676
Overall Rank
CINF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CINF Sortino Ratio Rank: 7272
Sortino Ratio Rank
CINF Omega Ratio Rank: 7070
Omega Ratio Rank
CINF Calmar Ratio Rank: 8181
Calmar Ratio Rank
CINF Martin Ratio Rank: 8080
Martin Ratio Rank

JNJ
JNJ Risk / Return Rank: 9797
Overall Rank
JNJ Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9696
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CINF vs. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cincinnati Financial Corporation (CINF) 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.


CINFJNJDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

1.20

1.56

-0.36

Calmar ratioReturn relative to maximum drawdown

2.22

5.46

-3.23

Martin ratioReturn relative to average drawdown

5.31

15.18

-9.86

CINF vs. JNJ - Sharpe Ratio Comparison

The current CINF Sharpe Ratio is 1.10, which is lower than the JNJ Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of CINF 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

CINF vs. JNJ - Drawdown Comparison

The maximum CINF drawdown since its inception was -59.64%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for CINF and JNJ.


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Drawdown Indicators


CINFJNJDifference

Max Drawdown

Largest peak-to-trough decline

-59.64%

-50.67%

-8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-10.96%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-15.72%

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-35.77%

-18.41%

-17.36%

Max Drawdown (10Y)

Largest decline over 10 years

-58.12%

-27.37%

-30.75%

Current Drawdown

Current decline from peak

-7.47%

-4.07%

-3.40%

Average Drawdown

Average peak-to-trough decline

-12.16%

-11.88%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

3.93%

+0.44%

Volatility

CINF vs. JNJ - Volatility Comparison

Cincinnati Financial Corporation (CINF) has a higher volatility of 10.14% compared to Johnson & Johnson (JNJ) at 8.48%. This indicates that CINF'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


CINFJNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

8.48%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

17.07%

15.03%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.21%

18.44%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.76%

17.46%

+8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.97%

18.75%

+10.22%

Dividends

CINF vs. JNJ - Dividend Comparison

CINF's dividend yield for the trailing twelve months is around 2.04%, which matches JNJ's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
CINF
Cincinnati Financial Corporation
2.04%2.13%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%
JNJ
Johnson & Johnson
2.04%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%

Financials

CINF vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Cincinnati Financial Corporation 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


Values in USD except per share items

CINF vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between Cincinnati Financial Corporation 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

CINF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Cincinnati Financial Corporation reported a gross profit of 0.00 and revenue of 4.27B. Therefore, the gross margin over that period was 0.0%.

JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.

CINF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Cincinnati Financial Corporation reported an operating income of 0.00 and revenue of 4.27B, resulting in an operating margin of 0.0%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.

CINF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Cincinnati Financial Corporation reported a net income of 1.26B and revenue of 4.27B, resulting in a net margin of 29.4%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.


Frequently Asked Questions


CINF and JNJ have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CINF has higher volatility (10.14%) compared to JNJ (8.48%). In terms of maximum drawdown, CINF dropped -59.64% vs JNJ's -50.67%.

JNJ currently has the higher Sharpe Ratio (3.26 vs 1.10), 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

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