HBAR-USD vs. JNJ
HBAR-USD (HederaHashgraph) is a cryptocurrency, while JNJ (Johnson & Johnson) is a stock. Over the past 5 years, HBAR-USD returned -16.92%/yr vs 10.94%/yr for JNJ. At a 0.01 correlation, their price movements are largely independent.
Performance
HBAR-USD vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, HBAR-USD achieves a -26.14% return, which is significantly lower than JNJ's 17.68% return.
HBAR-USD
- 1D
- 0.30%
- 1M
- -17.44%
- YTD
- -26.14%
- 6M
- -36.26%
- 1Y
- -50.71%
- 3Y*
- 20.01%
- 5Y*
- -16.92%
- 10Y*
- —
JNJ
- 1D
- 1.07%
- 1M
- 4.96%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.15%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
HBAR-USD vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HBAR-USD HederaHashgraph | -26.14% | -60.44% | 212.23% | 135.51% | -87.44% | 812.76% | 211.49% | -97.54% |
JNJ Johnson & Johnson | 17.68% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 13.39% |
Correlation
The correlation between HBAR-USD and JNJ is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2019 | 0.01 |
The correlation between HBAR-USD and JNJ shifts across timeframes, from -0.14 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HBAR-USD vs. JNJ — Risk / Return Rank
HBAR-USD
JNJ
HBAR-USD vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.
| HBAR-USD | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.07 | ||
| Sortino ratioReturn per unit of downside risk | -5.74 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.61 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 5.28 | -5.97 |
| Martin ratioReturn relative to average drawdown | -0.98 | 15.52 | -16.50 |
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Drawdowns
HBAR-USD vs. JNJ - Drawdown Comparison
The maximum HBAR-USD drawdown since its inception was -97.58%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and JNJ.
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Drawdown Indicators
| HBAR-USD | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.58% | -50.67% | -46.91% |
Max Drawdown (1Y)Largest decline over 1 year | -73.39% | -10.96% | -62.43% |
Max Drawdown (3Y)Largest decline over 3 years | -79.29% | -15.95% | -63.34% |
Max Drawdown (5Y)Largest decline over 5 years | -92.79% | -18.41% | -74.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.37% | — |
Current DrawdownCurrent decline from peak | -84.50% | -2.54% | -81.96% |
Average DrawdownAverage peak-to-trough decline | -74.51% | -11.90% | -62.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.80% | 3.72% | +48.08% |
Volatility
HBAR-USD vs. JNJ - Volatility Comparison
HederaHashgraph (HBAR-USD) has a higher volatility of 16.33% compared to Johnson & Johnson (JNJ) at 5.47%. This indicates that HBAR-USD'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
| HBAR-USD | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.33% | 5.47% | +10.86% |
Volatility (6M)Calculated over the trailing 6-month period | 43.30% | 12.16% | +31.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.06% | 16.94% | +48.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.17% | 16.87% | +68.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.57% | 18.48% | +90.09% |
Frequently Asked Questions
HBAR-USD and JNJ have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HBAR-USD has higher volatility (16.33%) compared to JNJ (5.47%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.42 vs -0.65), 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.
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