JNJ.DE vs. AZN.L
Compare and contrast key facts about Johnson & Johnson (JNJ.DE) and AstraZeneca plc (AZN.L).
Performance
JNJ.DE vs. AZN.L - Performance Comparison
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JNJ.DE vs. AZN.L - 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% |
AZN.L AstraZeneca plc | 12.37% | 27.57% | 5.79% | -1.49% | 25.50% | 29.71% | -6.37% | 42.50% | 17.84% | 16.31% |
Different Trading Currencies
JNJ.DE is traded in EUR, while AZN.L is traded in GBp. To make them comparable, the AZN.L 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 AZN.L's 12.37% return. Over the past 10 years, JNJ.DE has underperformed AZN.L with an annualized return of 10.97%, while AZN.L has yielded a comparatively higher 16.76% 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%
AZN.L
- 1D
- 1.92%
- 1M
- 2.31%
- YTD
- 12.37%
- 6M
- 24.31%
- 1Y
- 32.64%
- 3Y*
- 13.28%
- 5Y*
- 18.31%
- 10Y*
- 16.76%
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Return for Risk
JNJ.DE vs. AZN.L — Risk / Return Rank
JNJ.DE
AZN.L
JNJ.DE vs. AZN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ.DE) and AstraZeneca plc (AZN.L). 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 | AZN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.74 | 1.18 | +1.56 |
Sortino ratioReturn per unit of downside risk | 3.62 | 1.82 | +1.80 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.24 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 6.16 | 2.93 | +3.23 |
Martin ratioReturn relative to average drawdown | 16.97 | 7.09 | +9.89 |
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 | AZN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 1.18 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.76 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.68 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.14 |
Correlation
The correlation between JNJ.DE and AZN.L is 0.35, 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. AZN.L - Dividend Comparison
JNJ.DE's dividend yield for the trailing twelve months is around 1.83%, more than AZN.L's 1.54% 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% |
AZN.L AstraZeneca plc | 1.54% | 1.77% | 2.23% | 2.21% | 1.98% | 2.33% | 2.95% | 2.87% | 3.44% | 4.28% | 4.50% | 3.95% |
Drawdowns
JNJ.DE vs. AZN.L - Drawdown Comparison
The maximum JNJ.DE drawdown since its inception was -49.53%, which is greater than AZN.L's maximum drawdown of -41.38%. Use the drawdown chart below to compare losses from any high point for JNJ.DE and AZN.L.
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Drawdown Indicators
| JNJ.DE | AZN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.53% | -49.99% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -15.14% | +5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.11% | -26.75% | +5.64% |
Max Drawdown (10Y)Largest decline over 10 years | -24.08% | -26.75% | +2.67% |
Current DrawdownCurrent decline from peak | -0.12% | -1.45% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -18.57% | -11.71% | -6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 4.43% | -1.46% |
Volatility
JNJ.DE vs. AZN.L - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ.DE) is 5.44%, while AstraZeneca plc (AZN.L) has a volatility of 7.11%. This indicates that JNJ.DE experiences smaller price fluctuations and is considered to be less risky than AZN.L 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 | AZN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 7.11% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 15.00% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 27.52% | -8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 24.21% | -7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 24.68% | -6.50% |
Financials
JNJ.DE vs. AZN.L - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and AstraZeneca plc. 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