JNJ.DE vs. ABBV
Compare and contrast key facts about Johnson & Johnson (JNJ.DE) and AbbVie Inc. (ABBV).
Performance
JNJ.DE vs. ABBV - Performance Comparison
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JNJ.DE vs. ABBV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ.DE Johnson & Johnson | 20.84% | 30.54% | 0.74% | -12.09% | 11.51% | 22.86% | -1.21% | 19.77% | -2.99% | 8.31% |
ABBV AbbVie Inc. | -6.20% | 17.29% | 26.71% | -3.23% | 31.69% | 42.33% | 17.19% | 3.76% | 3.69% | 40.40% |
Different Trading Currencies
JNJ.DE is traded in EUR, while ABBV is traded in USD. To make them comparable, the ABBV values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JNJ.DE achieves a 20.84% return, which is significantly higher than ABBV's -3.70% return. Over the past 10 years, JNJ.DE has underperformed ABBV with an annualized return of 10.97%, while ABBV has yielded a comparatively higher 18.38% annualized return.
JNJ.DE
- 1D
- 0.64%
- 1M
- 0.64%
- YTD
- 20.84%
- 6M
- 35.25%
- 1Y
- 51.72%
- 3Y*
- 16.89%
- 5Y*
- 11.60%
- 10Y*
- 10.97%
ABBV
- 1D
- 0.00%
- 1M
- -7.72%
- YTD
- -3.70%
- 6M
- -6.52%
- 1Y
- 1.37%
- 3Y*
- 12.07%
- 5Y*
- 19.55%
- 10Y*
- 18.38%
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Return for Risk
JNJ.DE vs. ABBV — Risk / Return Rank
JNJ.DE
ABBV
JNJ.DE vs. ABBV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ.DE) and AbbVie Inc. (ABBV). 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.
| JNJ.DE | ABBV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.74 | 0.05 | +2.69 |
Sortino ratioReturn per unit of downside risk | 3.62 | 0.26 | +3.37 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.03 | +0.46 |
Calmar ratioReturn relative to maximum drawdown | 6.16 | 0.02 | +6.14 |
Martin ratioReturn relative to average drawdown | 16.97 | 0.05 | +16.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNJ.DE | ABBV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 0.05 | +2.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.84 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.70 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.75 | -0.39 |
Correlation
The correlation between JNJ.DE and ABBV is 0.33, 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.
Dividends
JNJ.DE vs. ABBV - Dividend Comparison
JNJ.DE's dividend yield for the trailing twelve months is around 1.83%, less than ABBV's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ.DE Johnson & Johnson | 1.83% | 2.24% | 2.83% | 2.66% | 2.22% | 2.49% | 2.41% | 2.23% | 2.34% | 2.14% | 2.22% | 2.40% |
ABBV AbbVie Inc. | 3.18% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
Drawdowns
JNJ.DE vs. ABBV - Drawdown Comparison
The maximum JNJ.DE drawdown since its inception was -49.53%, which is greater than ABBV's maximum drawdown of -38.52%. Use the drawdown chart below to compare losses from any high point for JNJ.DE and ABBV.
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Drawdown Indicators
| JNJ.DE | ABBV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.53% | -45.09% | -4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -14.86% | +4.84% |
Max Drawdown (5Y)Largest decline over 5 years | -21.11% | -21.92% | +0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -24.08% | -45.09% | +21.01% |
Current DrawdownCurrent decline from peak | -0.12% | -13.23% | +13.11% |
Average DrawdownAverage peak-to-trough decline | -18.57% | -10.70% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 7.44% | -4.47% |
Volatility
JNJ.DE vs. ABBV - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ.DE) is 5.44%, while AbbVie Inc. (ABBV) has a volatility of 7.09%. This indicates that JNJ.DE experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ.DE | ABBV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 7.09% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 17.64% | -5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 27.80% | -8.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 23.46% | -6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 26.46% | -8.28% |
Financials
JNJ.DE vs. ABBV - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and AbbVie Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities