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

Correlation

The correlation between JKHY and JNJ is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

JKHY vs. JNJ - Performance Comparison

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

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.67%
-1.35%
JKHY
JNJ

Key characteristics

Sharpe Ratio

JKHY:

0.57

JNJ:

-0.18

Sortino Ratio

JKHY:

0.92

JNJ:

-0.16

Omega Ratio

JKHY:

1.11

JNJ:

0.98

Calmar Ratio

JKHY:

0.43

JNJ:

-0.16

Martin Ratio

JKHY:

2.40

JNJ:

-0.46

Ulcer Index

JKHY:

4.14%

JNJ:

6.02%

Daily Std Dev

JKHY:

17.45%

JNJ:

15.08%

Max Drawdown

JKHY:

-84.75%

JNJ:

-52.60%

Current Drawdown

JKHY:

-13.59%

JNJ:

-15.81%

Fundamentals

Market Cap

JKHY:

$12.96B

JNJ:

$352.50B

EPS

JKHY:

$5.47

JNJ:

$6.06

PE Ratio

JKHY:

32.48

JNJ:

24.16

PEG Ratio

JKHY:

3.00

JNJ:

0.88

Total Revenue (TTM)

JKHY:

$2.25B

JNJ:

$87.70B

Gross Profit (TTM)

JKHY:

$925.25M

JNJ:

$60.56B

EBITDA (TTM)

JKHY:

$687.39M

JNJ:

$29.51B

Returns By Period

In the year-to-date period, JKHY achieves a 9.56% return, which is significantly higher than JNJ's -4.91% return. Over the past 10 years, JKHY has outperformed JNJ with an annualized return of 12.14%, while JNJ has yielded a comparatively lower 6.22% annualized return.


JKHY

YTD

9.56%

1M

3.61%

6M

6.67%

1Y

9.65%

5Y*

5.02%

10Y*

12.14%

JNJ

YTD

-4.91%

1M

-4.89%

6M

-1.35%

1Y

-3.74%

5Y*

2.59%

10Y*

6.22%

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Risk-Adjusted Performance

JKHY vs. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jack Henry & Associates, Inc. (JKHY) 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.


Sharpe ratio
The chart of Sharpe ratio for JKHY, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.57-0.18
The chart of Sortino ratio for JKHY, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.92-0.16
The chart of Omega ratio for JKHY, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.98
The chart of Calmar ratio for JKHY, currently valued at 0.43, compared to the broader market0.002.004.006.000.43-0.16
The chart of Martin ratio for JKHY, currently valued at 2.40, compared to the broader market-5.000.005.0010.0015.0020.0025.002.40-0.46
JKHY
JNJ

The current JKHY Sharpe Ratio is 0.57, which is higher than the JNJ Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of JKHY 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.57
-0.18
JKHY
JNJ

Dividends

JKHY vs. JNJ - Dividend Comparison

JKHY's dividend yield for the trailing twelve months is around 1.24%, less than JNJ's 3.40% yield.


TTM20232022202120202019201820172016201520142013
JKHY
Jack Henry & Associates, Inc.
1.24%1.27%1.12%1.10%1.06%1.10%1.17%1.06%1.26%1.28%1.42%1.23%
JNJ
Johnson & Johnson
3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%

Drawdowns

JKHY vs. JNJ - Drawdown Comparison

The maximum JKHY drawdown since its inception was -84.75%, which is greater than JNJ's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for JKHY and JNJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-13.59%
-15.81%
JKHY
JNJ

Volatility

JKHY vs. JNJ - Volatility Comparison

The current volatility for Jack Henry & Associates, Inc. (JKHY) is 3.58%, while Johnson & Johnson (JNJ) has a volatility of 4.43%. This indicates that JKHY 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
4.43%
JKHY
JNJ

Financials

JKHY vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Jack Henry & Associates, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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