ITOCY vs. JNJ

Last updated Jun 13, 2026

ITOCY (Itochu Corp ADR) and JNJ (Johnson & Johnson) are both stocks. ITOCY operates in Conglomerates (Industrials), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, ITOCY returned 18.89%/yr vs 10.46%/yr for JNJ. At a 0.20 correlation, their price movements are largely independent.

Performance

ITOCY vs. JNJ - Performance Comparison

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

Returns By Period

In the year-to-date period, ITOCY achieves a -6.92% return, which is significantly lower than JNJ's 17.68% return. Over the past 10 years, ITOCY has outperformed JNJ with an annualized return of 18.89%, while JNJ has yielded a comparatively lower 10.46% annualized return.

ITOCY

• 1D: 1.24%
• 1M: -10.77%
• YTD: -6.92%
• 6M: -5.53%
• 1Y: 14.04%
• 3Y*: 15.09%
• 5Y*: 14.72%
• 10Y*: 18.89%

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)

ITOCY vs. JNJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITOCY Itochu Corp ADR	-6.92%	30.16%	22.57%	30.30%	1.54%	6.60%	24.95%	38.77%	-5.54%	46.71%
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 ITOCY and JNJ is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jan 27, 2006	0.20

The correlation between ITOCY and JNJ shifts across timeframes, from 0.08 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ITOCY : $82.27B JNJ : $588.98B
EPS ITOCY : ¥86.32 JNJ : $8.65
PE Ratio ITOCY : 21.84 JNJ : 27.85
PEG Ratio ITOCY : 0.66 JNJ : 0.93
PS Ratio ITOCY : 1.32 JNJ : 6.08
PB Ratio ITOCY : 1.99 JNJ : 7.25
Total Revenue (TTM) ITOCY : ¥15.03T JNJ : $96.36B
Gross Profit (TTM) ITOCY : ¥2.51T JNJ : $66.60B
EBITDA (TTM) ITOCY : ¥1.26T JNJ : $31.62B

Return for Risk

ITOCY vs. JNJ — Risk / Return Rank

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

ITOCY

ITOCY Risk / Return Rank: 57
ITOCY Sharpe Ratio Rank: 61
ITOCY Sortino Ratio Rank: 55
ITOCY Omega Ratio Rank: 52
ITOCY Calmar Ratio Rank: 57
ITOCY Martin Ratio Rank: 60

JNJ

JNJ Risk / Return Rank: 96
JNJ Sharpe Ratio Rank: 97
JNJ Sortino Ratio Rank: 98
JNJ Omega Ratio Rank: 97
JNJ Calmar Ratio Rank: 93
JNJ Martin Ratio Rank: 94

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.

ITOCY vs. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) 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.

	ITOCY	JNJ	Difference
Sharpe ratio: Return per unit of total volatility	0.52	3.42	-2.90
Sortino ratio: Return per unit of downside risk	0.93	4.94	-4.01
Omega ratio: Gain probability vs. loss probability	1.11	1.61	-0.50
Calmar ratio: Return relative to maximum drawdown	0.63	5.28	-4.65
Martin ratio: Return relative to average drawdown	1.66	15.52	-13.86

ITOCY vs. JNJ - Sharpe Ratio Comparison

The current ITOCY Sharpe Ratio is 0.52, which is lower than the JNJ Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of ITOCY 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.

Drawdowns

ITOCY vs. JNJ - Drawdown Comparison

The maximum ITOCY drawdown since its inception was -69.11%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for ITOCY and JNJ.

Drawdown Indicators

	ITOCY	JNJ	Difference
Max Drawdown Largest peak-to-trough decline	-69.11%	-50.67%	-18.44%
Max Drawdown (1Y) Largest decline over 1 year	-22.31%	-10.96%	-11.35%
Max Drawdown (3Y) Largest decline over 3 years	-26.47%	-15.95%	-10.52%
Max Drawdown (5Y) Largest decline over 5 years	-30.18%	-18.41%	-11.77%
Max Drawdown (10Y) Largest decline over 10 years	-30.18%	-27.37%	-2.81%
Current Drawdown Current decline from peak	-19.71%	-2.54%	-17.17%
Average Drawdown Average peak-to-trough decline	-14.27%	-11.90%	-2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.46%	3.72%	+4.74%

Volatility

ITOCY vs. JNJ - Volatility Comparison

Itochu Corp ADR (ITOCY) has a higher volatility of 6.29% compared to Johnson & Johnson (JNJ) at 5.47%. This indicates that ITOCY'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.

Volatility by Period

	ITOCY	JNJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	5.47%	+0.82%
Volatility (6M) Calculated over the trailing 6-month period	21.20%	12.16%	+9.04%
Volatility (1Y) Calculated over the trailing 1-year period	26.99%	16.94%	+10.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.24%	16.87%	+9.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.98%	18.48%	+5.50%

Dividends

ITOCY vs. JNJ - Dividend Comparison

ITOCY has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 2.18%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOCY Itochu Corp ADR	0.00%	1.07%	1.35%	0.00%	0.00%	0.00%	0.00%	1.85%	3.93%	2.83%	3.68%	3.30%
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%

Financials

ITOCY vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between Itochu Corp ADR and Johnson & Johnson over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ITOCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.

JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.

ITOCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.

ITOCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.

Frequently Asked Questions

Can I hold both ITOCY and JNJ in my portfolio?

ITOCY and JNJ have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITOCY or JNJ?

ITOCY has higher volatility (6.29%) compared to JNJ (5.47%). In terms of maximum drawdown, ITOCY dropped -69.11% vs JNJ's -50.67%.

Which has better risk-adjusted returns?

JNJ currently has the higher Sharpe Ratio (3.42 vs 0.52), 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.