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

Correlation

The correlation between JNJ and ABBV is 0.44, 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

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

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Key characteristics

Sharpe Ratio

JNJ:

0.55

ABBV:

0.83

Sortino Ratio

JNJ:

0.89

ABBV:

1.21

Omega Ratio

JNJ:

1.12

ABBV:

1.19

Calmar Ratio

JNJ:

0.64

ABBV:

1.17

Martin Ratio

JNJ:

1.68

ABBV:

2.66

Ulcer Index

JNJ:

6.54%

ABBV:

9.07%

Daily Std Dev

JNJ:

18.83%

ABBV:

28.28%

Max Drawdown

JNJ:

-52.60%

ABBV:

-45.09%

Current Drawdown

JNJ:

-8.05%

ABBV:

-13.31%

Fundamentals

Market Cap

JNJ:

$369.52B

ABBV:

$327.88B

EPS

JNJ:

$8.98

ABBV:

$2.34

PE Ratio

JNJ:

17.10

ABBV:

79.32

PEG Ratio

JNJ:

1.04

ABBV:

0.40

PS Ratio

JNJ:

4.14

ABBV:

5.72

PB Ratio

JNJ:

4.73

ABBV:

230.90

Total Revenue (TTM)

JNJ:

$89.33B

ABBV:

$57.37B

Gross Profit (TTM)

JNJ:

$61.01B

ABBV:

$44.44B

EBITDA (TTM)

JNJ:

$34.70B

ABBV:

$16.36B

Returns By Period

In the year-to-date period, JNJ achieves a 9.11% return, which is significantly higher than ABBV's 6.70% return. Over the past 10 years, JNJ has underperformed ABBV with an annualized return of 7.44%, while ABBV has yielded a comparatively higher 15.54% annualized return.


JNJ

YTD

9.11%

1M

0.15%

6M

1.79%

1Y

10.31%

3Y*

-1.81%

5Y*

3.76%

10Y*

7.44%

ABBV

YTD

6.70%

1M

-4.61%

6M

3.65%

1Y

23.40%

3Y*

12.26%

5Y*

19.77%

10Y*

15.54%

*Annualized

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Johnson & Johnson

AbbVie Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JNJ vs. ABBV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNJ
The Risk-Adjusted Performance Rank of JNJ is 6868
Overall Rank
The Sharpe Ratio Rank of JNJ is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 6262
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 6363
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 7070
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7777
Overall Rank
The Sharpe Ratio Rank of ABBV is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current JNJ Sharpe Ratio is 0.55, which is lower than the ABBV Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of JNJ and ABBV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JNJ vs. ABBV - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 3.23%, less than ABBV's 3.43% yield.


TTM20242023202220212020201920182017201620152014
JNJ
Johnson & Johnson
3.23%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
ABBV
AbbVie Inc.
3.43%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

JNJ vs. ABBV - Drawdown Comparison

The maximum JNJ drawdown since its inception was -52.60%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JNJ vs. ABBV - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 6.09%, while AbbVie Inc. (ABBV) has a volatility of 9.85%. 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.


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Financials

JNJ 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00B25.00B20212022202320242025
21.89B
13.34B
(JNJ) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

JNJ vs. ABBV - Profitability Comparison

The chart below illustrates the profitability comparison between Johnson & Johnson and AbbVie Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20212022202320242025
66.4%
83.9%
(JNJ) Gross Margin
(ABBV) Gross Margin
JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a gross profit of 14.54B and revenue of 21.89B. Therefore, the gross margin over that period was 66.4%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a gross profit of 11.20B and revenue of 13.34B. Therefore, the gross margin over that period was 83.9%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported an operating income of 6.30B and revenue of 21.89B, resulting in an operating margin of 28.8%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported an operating income of 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a net income of 11.00B and revenue of 21.89B, resulting in a net margin of 50.2%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a net income of 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.