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

Correlation

The correlation between INTU and JNJ is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

INTU vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuit Inc. (INTU) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%NovemberDecember2025FebruaryMarchApril
26,242.41%
2,587.11%
INTU
JNJ

Key characteristics

Sharpe Ratio

INTU:

-0.06

JNJ:

0.42

Sortino Ratio

INTU:

0.15

JNJ:

0.69

Omega Ratio

INTU:

1.02

JNJ:

1.09

Calmar Ratio

INTU:

-0.09

JNJ:

0.45

Martin Ratio

INTU:

-0.20

JNJ:

1.28

Ulcer Index

INTU:

10.47%

JNJ:

6.22%

Daily Std Dev

INTU:

33.71%

JNJ:

19.11%

Max Drawdown

INTU:

-75.29%

JNJ:

-52.60%

Current Drawdown

INTU:

-12.16%

JNJ:

-8.75%

Fundamentals

Market Cap

INTU:

$174.48B

JNJ:

$372.77B

EPS

INTU:

$10.67

JNJ:

$9.00

PE Ratio

INTU:

58.49

JNJ:

17.18

PEG Ratio

INTU:

1.88

JNJ:

1.05

PS Ratio

INTU:

10.16

JNJ:

4.17

PB Ratio

INTU:

9.72

JNJ:

4.76

Total Revenue (TTM)

INTU:

$17.17B

JNJ:

$89.33B

Gross Profit (TTM)

INTU:

$13.55B

JNJ:

$61.01B

EBITDA (TTM)

INTU:

$4.53B

JNJ:

$34.70B

Returns By Period

In the year-to-date period, INTU achieves a -1.30% return, which is significantly lower than JNJ's 8.28% return. Over the past 10 years, INTU has outperformed JNJ with an annualized return of 20.94%, while JNJ has yielded a comparatively lower 7.45% annualized return.


INTU

YTD

-1.30%

1M

3.40%

6M

1.35%

1Y

-2.25%

5Y*

18.51%

10Y*

20.94%

JNJ

YTD

8.28%

1M

-5.11%

6M

-2.32%

1Y

9.71%

5Y*

3.55%

10Y*

7.45%

*Annualized

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Risk-Adjusted Performance

INTU vs. JNJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INTU
The Risk-Adjusted Performance Rank of INTU is 4545
Overall Rank
The Sharpe Ratio Rank of INTU is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of INTU is 4242
Sortino Ratio Rank
The Omega Ratio Rank of INTU is 4141
Omega Ratio Rank
The Calmar Ratio Rank of INTU is 4646
Calmar Ratio Rank
The Martin Ratio Rank of INTU is 4949
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 6565
Overall Rank
The Sharpe Ratio Rank of JNJ is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 5858
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 7272
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INTU vs. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) 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.


The chart of Sharpe ratio for INTU, currently valued at -0.06, compared to the broader market-2.00-1.000.001.002.003.00
INTU: -0.06
JNJ: 0.42
The chart of Sortino ratio for INTU, currently valued at 0.15, compared to the broader market-6.00-4.00-2.000.002.004.00
INTU: 0.15
JNJ: 0.69
The chart of Omega ratio for INTU, currently valued at 1.02, compared to the broader market0.501.001.502.00
INTU: 1.02
JNJ: 1.09
The chart of Calmar ratio for INTU, currently valued at -0.09, compared to the broader market0.001.002.003.004.005.00
INTU: -0.09
JNJ: 0.45
The chart of Martin ratio for INTU, currently valued at -0.20, compared to the broader market-5.000.005.0010.0015.0020.00
INTU: -0.20
JNJ: 1.28

The current INTU Sharpe Ratio is -0.06, which is lower than the JNJ Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of INTU 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.06
0.42
INTU
JNJ

Dividends

INTU vs. JNJ - Dividend Comparison

INTU's dividend yield for the trailing twelve months is around 0.65%, less than JNJ's 3.19% yield.


TTM20242023202220212020201920182017201620152014
INTU
Intuit Inc.
0.65%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
JNJ
Johnson & Johnson
3.19%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

Drawdowns

INTU vs. JNJ - Drawdown Comparison

The maximum INTU drawdown since its inception was -75.29%, which is greater than JNJ's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for INTU and JNJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.16%
-8.75%
INTU
JNJ

Volatility

INTU vs. JNJ - Volatility Comparison

Intuit Inc. (INTU) has a higher volatility of 14.70% compared to Johnson & Johnson (JNJ) at 10.85%. This indicates that INTU'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.70%
10.85%
INTU
JNJ

Financials

INTU vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Intuit 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