GMED vs. JNJ
Compare and contrast key facts about Globus Medical, Inc. (GMED) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GMED or JNJ.
Key characteristics
| GMED | JNJ | |
|---|---|---|
| YTD Return | 52.19% | -0.84% |
| 1Y Return | 77.04% | 5.29% |
| 3Y Return (Ann) | 4.65% | 0.39% |
| 5Y Return (Ann) | 8.12% | 5.26% |
| 10Y Return (Ann) | 13.74% | 6.33% |
| Sharpe Ratio | 2.30 | 0.41 |
| Sortino Ratio | 3.64 | 0.70 |
| Omega Ratio | 1.48 | 1.08 |
| Calmar Ratio | 1.61 | 0.34 |
| Martin Ratio | 16.40 | 1.18 |
| Ulcer Index | 4.64% | 5.20% |
| Daily Std Dev | 33.07% | 15.05% |
| Max Drawdown | -47.91% | -38.78% |
| Current Drawdown | -3.52% | -12.21% |
Fundamentals
| GMED | JNJ | |
|---|---|---|
| Market Cap | $11.36B | $373.28B |
| EPS | $0.62 | $5.95 |
| PE Ratio | 134.55 | 25.65 |
| PEG Ratio | 2.17 | 0.92 |
| Total Revenue (TTM) | $2.48B | $87.70B |
| Gross Profit (TTM) | $1.38B | $60.74B |
| EBITDA (TTM) | $366.24M | $31.96B |
Correlation
The correlation between GMED and JNJ is 0.26, 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.
Performance
GMED vs. JNJ - Performance Comparison
In the year-to-date period, GMED achieves a 52.19% return, which is significantly higher than JNJ's -0.84% return. Over the past 10 years, GMED has outperformed JNJ with an annualized return of 13.74%, while JNJ has yielded a comparatively lower 6.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GMED vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Globus Medical, Inc. (GMED) 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
GMED vs. JNJ - Dividend Comparison
GMED has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 3.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMED Globus Medical, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ Johnson & Johnson | 3.20% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
GMED vs. JNJ - Drawdown Comparison
The maximum GMED drawdown since its inception was -47.91%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for GMED and JNJ. For additional features, visit the drawdowns tool.
Volatility
GMED vs. JNJ - Volatility Comparison
Globus Medical, Inc. (GMED) has a higher volatility of 10.63% compared to Johnson & Johnson (JNJ) at 3.80%. This indicates that GMED'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.
Financials
GMED vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Globus Medical, 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