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

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.


-0.50.00.51.00.5

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-0.52%
2.26%
JNJ
ABBV

Key characteristics

Sharpe Ratio

JNJ:

-0.26

ABBV:

0.71

Sortino Ratio

JNJ:

-0.27

ABBV:

1.02

Omega Ratio

JNJ:

0.97

ABBV:

1.16

Calmar Ratio

JNJ:

-0.22

ABBV:

0.89

Martin Ratio

JNJ:

-0.67

ABBV:

2.48

Ulcer Index

JNJ:

5.90%

ABBV:

6.82%

Daily Std Dev

JNJ:

15.19%

ABBV:

23.65%

Max Drawdown

JNJ:

-52.60%

ABBV:

-45.09%

Current Drawdown

JNJ:

-15.65%

ABBV:

-15.13%

Fundamentals

Market Cap

JNJ:

$352.50B

ABBV:

$309.92B

EPS

JNJ:

$6.06

ABBV:

$2.88

PE Ratio

JNJ:

24.16

ABBV:

60.90

PEG Ratio

JNJ:

0.88

ABBV:

0.42

Total Revenue (TTM)

JNJ:

$87.70B

ABBV:

$55.53B

Gross Profit (TTM)

JNJ:

$60.56B

ABBV:

$42.68B

EBITDA (TTM)

JNJ:

$29.51B

ABBV:

$24.24B

Returns By Period

In the year-to-date period, JNJ achieves a -4.73% return, which is significantly lower than ABBV's 15.74% return. Over the past 10 years, JNJ has underperformed ABBV with an annualized return of 6.11%, while ABBV has yielded a comparatively higher 14.51% annualized return.


JNJ

YTD

-4.73%

1M

-5.72%

6M

0.94%

1Y

-4.56%

5Y*

2.64%

10Y*

6.11%

ABBV

YTD

15.74%

1M

4.05%

6M

2.72%

1Y

16.77%

5Y*

19.22%

10Y*

14.51%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for JNJ, currently valued at -0.26, compared to the broader market-4.00-2.000.002.00-0.260.71
The chart of Sortino ratio for JNJ, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.00-0.271.02
The chart of Omega ratio for JNJ, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.16
The chart of Calmar ratio for JNJ, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.220.89
The chart of Martin ratio for JNJ, currently valued at -0.67, compared to the broader market0.0010.0020.00-0.672.48
JNJ
ABBV

The current JNJ Sharpe Ratio is -0.26, which is lower than the ABBV Sharpe Ratio of 0.71. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
0.71
JNJ
ABBV

Dividends

JNJ vs. ABBV - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 3.39%, less than ABBV's 3.58% yield.


TTM20232022202120202019201820172016201520142013
JNJ
Johnson & Johnson
3.39%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.
3.58%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 -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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.65%
-15.13%
JNJ
ABBV

Volatility

JNJ vs. ABBV - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 4.41%, while AbbVie Inc. (ABBV) has a volatility of 6.30%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.41%
6.30%
JNJ
ABBV

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


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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