GHM vs. JNJ
GHM (Graham Corporation) and JNJ (Johnson & Johnson) are both stocks. GHM operates in Specialty Industrial Machinery (Industrials), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, GHM returned 20.77%/yr vs 10.46%/yr for JNJ. At a 0.10 correlation, their price movements are largely independent.
Performance
GHM vs. JNJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GHM achieves a 61.75% return, which is significantly higher than JNJ's 17.68% return. Over the past 10 years, GHM has outperformed JNJ with an annualized return of 20.77%, while JNJ has yielded a comparatively lower 10.46% annualized return.
GHM
- 1D
- 0.86%
- 1M
- 1.82%
- YTD
- 61.75%
- 6M
- 65.04%
- 1Y
- 121.09%
- 3Y*
- 99.93%
- 5Y*
- 49.12%
- 10Y*
- 20.77%
JNJ
- 1D
- 1.07%
- 1M
- 5.14%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.60%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
GHM vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GHM Graham Corporation | 61.75% | 44.43% | 134.42% | 97.19% | -22.67% | -15.50% | -28.39% | -2.28% | 10.81% | -3.80% |
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 GHM and JNJ is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.10 |
The correlation between GHM and JNJ shifts across timeframes, from -0.01 (3 years) to 0.10 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GHM:
$1.16B
JNJ:
$588.98B
GHM:
$1.12
JNJ:
$8.65
GHM:
92.39
JNJ:
27.85
GHM:
0.31
JNJ:
0.93
GHM:
4.71
JNJ:
6.08
GHM:
8.25
JNJ:
7.25
GHM:
$245.29M
JNJ:
$96.36B
GHM:
$57.75M
JNJ:
$66.60B
GHM:
$14.76M
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
GHM vs. JNJ — Risk / Return Rank
GHM
JNJ
GHM vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Graham Corporation (GHM) 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.
| GHM | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.61 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 6.69 | 5.28 | +1.41 |
| Martin ratioReturn relative to average drawdown | 16.23 | 15.52 | +0.71 |
Loading charts...
Drawdowns
GHM vs. JNJ - Drawdown Comparison
The maximum GHM drawdown since its inception was -86.11%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for GHM and JNJ.
Loading charts...
Drawdown Indicators
| GHM | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.11% | -50.67% | -35.44% |
Max Drawdown (1Y)Largest decline over 1 year | -18.21% | -10.96% | -7.25% |
Max Drawdown (3Y)Largest decline over 3 years | -46.46% | -15.95% | -30.51% |
Max Drawdown (5Y)Largest decline over 5 years | -53.16% | -18.41% | -34.75% |
Max Drawdown (10Y)Largest decline over 10 years | -74.83% | -27.37% | -47.46% |
Current DrawdownCurrent decline from peak | -3.77% | -2.54% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -47.38% | -11.90% | -35.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 3.72% | +3.77% |
Volatility
GHM vs. JNJ - Volatility Comparison
Graham Corporation (GHM) has a higher volatility of 19.90% compared to Johnson & Johnson (JNJ) at 5.47%. This indicates that GHM'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
| GHM | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.90% | 5.47% | +14.43% |
Volatility (6M)Calculated over the trailing 6-month period | 39.23% | 12.16% | +27.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.36% | 16.94% | +35.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.38% | 16.87% | +32.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.21% | 18.48% | +26.73% |
Dividends
GHM vs. JNJ - Dividend Comparison
GHM has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 2.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GHM Graham Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.54% | 2.90% | 1.92% | 1.66% | 1.72% | 1.63% | 1.90% |
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
GHM vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Graham 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.
Total Revenue: Total amount of money received from sales and other business activities
GHM vs. JNJ - Profitability Comparison
GHM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a gross profit of 15.69M and revenue of 67.08M. Therefore, the gross margin over that period was 23.4%.
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%.
GHM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported an operating income of 1.72M and revenue of 67.08M, resulting in an operating margin of 2.6%.
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%.
GHM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a net income of 1.97M and revenue of 67.08M, resulting in a net margin of 2.9%.
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
GHM and JNJ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GHM has higher volatility (19.90%) compared to JNJ (5.47%). In terms of maximum drawdown, GHM dropped -86.11% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.42 vs 2.33), 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 GHM 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