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HPP vs. JNJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HPPJNJ
YTD Return-56.58%-0.84%
1Y Return-29.57%5.29%
3Y Return (Ann)-44.82%0.39%
5Y Return (Ann)-32.33%5.26%
10Y Return (Ann)-14.53%6.33%
Sharpe Ratio-0.480.41
Sortino Ratio-0.380.70
Omega Ratio0.961.08
Calmar Ratio-0.330.34
Martin Ratio-0.731.18
Ulcer Index39.30%5.20%
Daily Std Dev59.81%15.05%
Max Drawdown-87.20%-38.78%
Current Drawdown-87.11%-12.21%

Fundamentals


HPPJNJ
Market Cap$585.44M$373.28B
EPS-$1.66$5.95
PEG Ratio13.000.92
Total Revenue (TTM)$654.12M$87.70B
Gross Profit (TTM)$137.94M$60.74B
EBITDA (TTM)$254.55M$31.96B

Correlation

-0.50.00.51.00.2

The correlation between HPP and JNJ is 0.24, 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

HPP vs. JNJ - Performance Comparison

In the year-to-date period, HPP achieves a -56.58% return, which is significantly lower than JNJ's -0.84% return. Over the past 10 years, HPP has underperformed JNJ with an annualized return of -14.53%, while JNJ has yielded a comparatively higher 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.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-28.63%
-0.01%
HPP
JNJ

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Risk-Adjusted Performance

HPP vs. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hudson Pacific Properties, Inc. (HPP) 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.


HPP
Sharpe ratio
The chart of Sharpe ratio for HPP, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.48
Sortino ratio
The chart of Sortino ratio for HPP, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.006.00-0.38
Omega ratio
The chart of Omega ratio for HPP, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for HPP, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33
Martin ratio
The chart of Martin ratio for HPP, currently valued at -0.73, compared to the broader market0.0010.0020.0030.00-0.73
JNJ
Sharpe ratio
The chart of Sharpe ratio for JNJ, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.000.41
Sortino ratio
The chart of Sortino ratio for JNJ, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.006.000.70
Omega ratio
The chart of Omega ratio for JNJ, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for JNJ, currently valued at 0.34, compared to the broader market0.002.004.006.000.34
Martin ratio
The chart of Martin ratio for JNJ, currently valued at 1.18, compared to the broader market0.0010.0020.0030.001.18

HPP vs. JNJ - Sharpe Ratio Comparison

The current HPP Sharpe Ratio is -0.48, which is lower than the JNJ Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of HPP and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.48
0.41
HPP
JNJ

Dividends

HPP vs. JNJ - Dividend Comparison

HPP's dividend yield for the trailing twelve months is around 2.52%, less than JNJ's 3.20% yield.


TTM20232022202120202019201820172016201520142013
HPP
Hudson Pacific Properties, Inc.
2.52%4.03%10.28%4.05%4.16%2.66%3.44%2.92%2.30%2.04%1.66%2.29%
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

HPP vs. JNJ - Drawdown Comparison

The maximum HPP drawdown since its inception was -87.20%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for HPP and JNJ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-87.11%
-12.21%
HPP
JNJ

Volatility

HPP vs. JNJ - Volatility Comparison

Hudson Pacific Properties, Inc. (HPP) has a higher volatility of 18.19% compared to Johnson & Johnson (JNJ) at 3.80%. This indicates that HPP'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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
18.19%
3.80%
HPP
JNJ

Financials

HPP vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Hudson Pacific Properties, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items