FRE.DE vs. JNJ.DE
Compare and contrast key facts about Fresenius SE & Co. KGaA (FRE.DE) and Johnson & Johnson (JNJ.DE).
Performance
FRE.DE vs. JNJ.DE - Performance Comparison
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FRE.DE vs. JNJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRE.DE Fresenius SE & Co. KGaA | -11.02% | 49.50% | 19.49% | 10.62% | -23.79% | -4.64% | -21.47% | 20.37% | -34.16% | -11.69% |
JNJ.DE Johnson & Johnson | 20.84% | 30.54% | 0.74% | -12.09% | 11.51% | 22.86% | -1.21% | 19.77% | -2.99% | 8.31% |
Returns By Period
In the year-to-date period, FRE.DE achieves a -11.02% return, which is significantly lower than JNJ.DE's 20.84% return. Over the past 10 years, FRE.DE has underperformed JNJ.DE with an annualized return of -2.05%, while JNJ.DE has yielded a comparatively higher 10.97% annualized return.
FRE.DE
- 1D
- -0.84%
- 1M
- -9.60%
- YTD
- -11.02%
- 6M
- -7.30%
- 1Y
- 12.95%
- 3Y*
- 22.85%
- 5Y*
- 5.05%
- 10Y*
- -2.05%
JNJ.DE
- 1D
- 0.64%
- 1M
- 0.64%
- YTD
- 20.84%
- 6M
- 35.25%
- 1Y
- 51.72%
- 3Y*
- 16.89%
- 5Y*
- 11.60%
- 10Y*
- 10.97%
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Return for Risk
FRE.DE vs. JNJ.DE — Risk / Return Rank
FRE.DE
JNJ.DE
FRE.DE vs. JNJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresenius SE & Co. KGaA (FRE.DE) and Johnson & Johnson (JNJ.DE). 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.
| FRE.DE | JNJ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 2.74 | -2.19 |
Sortino ratioReturn per unit of downside risk | 0.87 | 3.62 | -2.75 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.49 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 6.16 | -5.41 |
Martin ratioReturn relative to average drawdown | 2.29 | 16.97 | -14.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRE.DE | JNJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 2.74 | -2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.67 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.60 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.36 | +0.06 |
Correlation
The correlation between FRE.DE and JNJ.DE is 0.19, 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.
Dividends
FRE.DE vs. JNJ.DE - Dividend Comparison
FRE.DE's dividend yield for the trailing twelve months is around 2.29%, more than JNJ.DE's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRE.DE Fresenius SE & Co. KGaA | 2.29% | 2.04% | 0.00% | 3.28% | 3.50% | 2.49% | 4.44% | 1.59% | 1.77% | 0.95% | 0.74% | 0.58% |
JNJ.DE Johnson & Johnson | 1.83% | 2.24% | 2.83% | 2.66% | 2.22% | 2.49% | 2.41% | 2.23% | 2.34% | 2.14% | 2.22% | 2.40% |
Drawdowns
FRE.DE vs. JNJ.DE - Drawdown Comparison
The maximum FRE.DE drawdown since its inception was -81.25%, which is greater than JNJ.DE's maximum drawdown of -49.53%. Use the drawdown chart below to compare losses from any high point for FRE.DE and JNJ.DE.
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Drawdown Indicators
| FRE.DE | JNJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.25% | -49.53% | -31.72% |
Max Drawdown (1Y)Largest decline over 1 year | -16.39% | -10.02% | -6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -56.59% | -21.11% | -35.48% |
Max Drawdown (10Y)Largest decline over 10 years | -71.79% | -24.08% | -47.71% |
Current DrawdownCurrent decline from peak | -35.03% | -0.12% | -34.91% |
Average DrawdownAverage peak-to-trough decline | -23.19% | -18.57% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.39% | 2.97% | +2.42% |
Volatility
FRE.DE vs. JNJ.DE - Volatility Comparison
Fresenius SE & Co. KGaA (FRE.DE) has a higher volatility of 7.18% compared to Johnson & Johnson (JNJ.DE) at 5.44%. This indicates that FRE.DE's price experiences larger fluctuations and is considered to be riskier than JNJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRE.DE | JNJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 5.44% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 16.96% | 12.02% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.19% | 18.87% | +4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.25% | 17.04% | +8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 18.18% | +9.11% |
Financials
FRE.DE vs. JNJ.DE - Financials Comparison
This section allows you to compare key financial metrics between Fresenius SE & Co. KGaA 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