IEF vs. JNJ
IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while JNJ (Johnson & Johnson) is a stock. Over the past 10 years, IEF returned 0.53%/yr vs 10.06%/yr for JNJ. At a correlation of -0.12, they often move in opposite directions.
Performance
IEF vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, IEF achieves a -1.16% return, which is significantly lower than JNJ's 13.43% return. Over the past 10 years, IEF has underperformed JNJ with an annualized return of 0.53%, while JNJ has yielded a comparatively higher 10.06% annualized return.
IEF
- 1D
- -0.11%
- 1M
- -1.19%
- YTD
- -1.16%
- 6M
- -0.96%
- 1Y
- 3.91%
- 3Y*
- 2.43%
- 5Y*
- -1.34%
- 10Y*
- 0.53%
JNJ
- 1D
- -0.26%
- 1M
- 5.50%
- YTD
- 13.43%
- 6M
- 16.43%
- 1Y
- 53.49%
- 3Y*
- 16.56%
- 5Y*
- 10.04%
- 10Y*
- 10.06%
IEF vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -1.16% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
JNJ Johnson & Johnson | 13.43% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between IEF and JNJ is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2002 | -0.12 |
The correlation between IEF and JNJ shifts across timeframes, from -0.12 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IEF vs. JNJ — Risk / Return Rank
IEF
JNJ
IEF vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) 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.
| IEF | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.57 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 4.91 | -3.94 |
| Martin ratioReturn relative to average drawdown | 2.79 | 14.52 | -11.73 |
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
| IEF | JNJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 3.19 | -2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.60 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.55 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.54 | -0.04 |
Drawdowns
IEF vs. JNJ - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum JNJ drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for IEF and JNJ.
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Drawdown Indicators
| IEF | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -50.67% | +26.74% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -10.96% | +6.89% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -15.95% | +8.21% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -18.41% | -2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | -27.37% | +3.44% |
Current DrawdownCurrent decline from peak | -11.80% | -6.06% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -11.88% | +6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 3.70% | -2.30% |
Volatility
IEF vs. JNJ - Volatility Comparison
The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.51%, while Johnson & Johnson (JNJ) has a volatility of 5.80%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky 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
| IEF | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 5.80% | -4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 12.41% | -9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 16.87% | -12.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 16.87% | -9.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 18.47% | -11.84% |
Dividends
IEF vs. JNJ - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.92%, more than JNJ's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.92% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
JNJ Johnson & Johnson | 2.26% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Frequently Asked Questions
IEF and JNJ have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNJ has higher volatility (5.80%) compared to IEF (1.51%). In terms of maximum drawdown, IEF dropped -23.93% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.19 vs 0.84), 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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