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IOO vs. JNJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IOO vs. JNJ

Last updated Jun 13, 2026

IOO (iShares Global 100 ETF) is Global Equities fund tracking the S&P Global 100 Index (Net), while JNJ (Johnson & Johnson) is a stock. Over the past 10 years, IOO returned 16.66%/yr vs 10.46%/yr for JNJ. At a 0.44 correlation, their price movements are largely independent.

Performance

IOO vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IOO achieves a 9.16% return, which is significantly lower than JNJ's 17.68% return. Over the past 10 years, IOO has outperformed JNJ with an annualized return of 16.66%, while JNJ has yielded a comparatively lower 10.46% annualized return.

IOO

1D
0.11%
1M
-2.09%
YTD
9.16%
6M
10.36%
1Y
31.99%
3Y*
23.85%
5Y*
15.85%
10Y*
16.66%

JNJ

1D
1.07%
1M
5.14%
YTD
17.68%
6M
15.11%
1Y
57.60%
3Y*
17.82%
5Y*
10.94%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. JNJ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IOO
iShares Global 100 ETF		9.16%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%
JNJ
Johnson & Johnson		17.68%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%

Correlation

The correlation between IOO and JNJ is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2000

0.44

The correlation between IOO and JNJ shifts across timeframes, from -0.01 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares Global 100 ETF

Johnson & Johnson

Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. NDAQIOO vs. VGTIOO vs. MOAT
Often compared with JNJ:
JNJ vs. ABBVJNJ vs. PFEJNJ vs. UNHJNJ vs. VOOJNJ vs. SCHDJNJ vs. ABTJNJ vs. MDT

Return for Risk

IOO vs. JNJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IOO
IOO Risk / Return Rank: 8080
Overall Rank
IOO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8080
Sortino Ratio Rank
IOO Omega Ratio Rank: 8080
Omega Ratio Rank
IOO Calmar Ratio Rank: 7373
Calmar Ratio Rank
IOO Martin Ratio Rank: 8383
Martin Ratio Rank
JNJ
JNJ Risk / Return Rank: 9696
Overall Rank
JNJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IOO vs. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) 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.

IOOJNJDifference
Sharpe ratioReturn per unit of total volatility
2.28
3.42

-1.14

Sortino ratioReturn per unit of downside risk
3.09
4.94

-1.85

Omega ratioGain probability vs. loss probability

1.41

1.61

-0.20

Calmar ratioReturn relative to maximum drawdown

3.23

5.28

-2.05

Martin ratioReturn relative to average drawdown

14.35

15.52

-1.17

IOO vs. JNJ - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.28, which is lower than the JNJ Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of IOO and JNJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IOO vs. JNJ - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for IOO and JNJ.

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Drawdown Indicators

IOOJNJDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-50.67%

-5.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-10.96%

+1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-15.95%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-18.41%

-5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

-27.37%

-4.06%

Current Drawdown

Current decline from peak

-4.05%

-2.54%

-1.51%

Average Drawdown

Average peak-to-trough decline

-11.26%

-11.90%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

3.72%

-1.48%

Volatility

IOO vs. JNJ - Volatility Comparison

The current volatility for iShares Global 100 ETF (IOO) is 4.82%, while Johnson & Johnson (JNJ) has a volatility of 5.47%. This indicates that IOO 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

IOOJNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

5.47%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.31%

12.16%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.07%

16.94%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

16.87%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.80%

18.48%

-0.68%

Dividends

IOO vs. JNJ - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.84%, less than JNJ's 2.18% yield.

PositionTTM20252024202320222021202020192018201720162015
IOO
iShares Global 100 ETF		0.84%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%
JNJ
Johnson & Johnson		2.18%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

IOO and JNJ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JNJ has higher volatility (5.47%) compared to IOO (4.82%). In terms of maximum drawdown, IOO dropped -55.85% vs JNJ's -50.67%.

JNJ currently has the higher Sharpe Ratio (3.42 vs 2.28), 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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