JNJ vs. ABBV
Compare and contrast key facts about Johnson & Johnson (JNJ) and AbbVie Inc. (ABBV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNJ or ABBV.
Key characteristics
| JNJ | ABBV | |
|---|---|---|
| YTD Return | -5.84% | 6.30% |
| 1Y Return | -8.96% | 4.11% |
| 3Y Return (Ann) | -0.67% | 19.17% |
| 5Y Return (Ann) | 3.93% | 21.15% |
| 10Y Return (Ann) | 6.89% | 17.57% |
| Sharpe Ratio | -0.60 | 0.17 |
| Daily Std Dev | 15.10% | 19.72% |
| Max Drawdown | -50.68% | -45.09% |
| Current Drawdown | -16.63% | -10.39% |
Fundamentals
| JNJ | ABBV | |
|---|---|---|
| Market Cap | $381.20B | $322.44B |
| EPS | $5.20 | $2.72 |
| PE Ratio | 30.42 | 66.95 |
| PEG Ratio | 0.97 | 0.50 |
| Revenue (TTM) | $85.16B | $54.32B |
| Gross Profit (TTM) | $63.95B | $41.53B |
| EBITDA (TTM) | $30.77B | $26.36B |
Correlation
The correlation between JNJ and ABBV is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JNJ vs. ABBV - Performance Comparison
In the year-to-date period, JNJ achieves a -5.84% return, which is significantly lower than ABBV's 6.30% return. Over the past 10 years, JNJ has underperformed ABBV with an annualized return of 6.89%, while ABBV has yielded a comparatively higher 17.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JNJ vs. ABBV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) 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.
Dividends
JNJ vs. ABBV - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 3.23%, less than ABBV's 3.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 3.23% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
ABBV AbbVie Inc. | 3.75% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Drawdowns
JNJ vs. ABBV - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.68%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for JNJ and ABBV. For additional features, visit the drawdowns tool.
Volatility
JNJ vs. ABBV - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 3.44%, while AbbVie Inc. (ABBV) has a volatility of 6.99%. This indicates that JNJ 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.