ITOT vs. JNJ
ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index, while JNJ (Johnson & Johnson) is a stock. Over the past 10 years, ITOT returned 14.81%/yr vs 10.06%/yr for JNJ. At a 0.45 correlation, their price movements are largely independent.
Performance
ITOT vs. JNJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITOT achieves a 9.09% return, which is significantly lower than JNJ's 13.43% return. Over the past 10 years, ITOT has outperformed JNJ with an annualized return of 14.81%, while JNJ has yielded a comparatively lower 10.06% annualized return.
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
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%
ITOT vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
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 ITOT 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 | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004 | 0.45 |
The correlation between ITOT and JNJ shifts across timeframes, from -0.01 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ITOT vs. JNJ — Risk / Return Rank
ITOT
JNJ
ITOT vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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.
| ITOT | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.57 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 4.91 | -2.09 |
| Martin ratioReturn relative to average drawdown | 12.79 | 14.52 | -1.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ITOT | JNJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 3.19 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.60 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.55 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.54 | +0.03 |
Drawdowns
ITOT vs. JNJ - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for ITOT and JNJ.
Loading charts...
Drawdown Indicators
| ITOT | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -50.67% | -4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -10.96% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -15.95% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -18.41% | -6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -27.37% | -7.63% |
Current DrawdownCurrent decline from peak | -2.65% | -6.06% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -11.88% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.70% | -1.75% |
Volatility
ITOT vs. JNJ - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while Johnson & Johnson (JNJ) has a volatility of 5.80%. This indicates that ITOT 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.
Loading charts...
Volatility by Period
| ITOT | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 5.80% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 12.41% | -2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 16.87% | -4.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 16.87% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 18.47% | -0.18% |
Dividends
ITOT vs. JNJ - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.00%, less than JNJ's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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
ITOT 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 (5.80%) compared to ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.19 vs 2.01), 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.
Find the right allocation for ITOT and JNJ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer