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

Correlation

The correlation between JNJ and ABBV is 0.46, 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.

-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
1.24%
4.09%
JNJ
ABBV

Key characteristics

Sharpe Ratio

JNJ:

0.37

ABBV:

0.78

Sortino Ratio

JNJ:

0.68

ABBV:

1.12

Omega Ratio

JNJ:

1.08

ABBV:

1.17

Calmar Ratio

JNJ:

0.34

ABBV:

1.01

Martin Ratio

JNJ:

0.84

ABBV:

2.33

Ulcer Index

JNJ:

7.24%

ABBV:

8.21%

Daily Std Dev

JNJ:

16.40%

ABBV:

24.77%

Max Drawdown

JNJ:

-52.60%

ABBV:

-45.09%

Current Drawdown

JNJ:

-4.67%

ABBV:

0.00%

Fundamentals

Market Cap

JNJ:

$390.76B

ABBV:

$356.74B

EPS

JNJ:

$5.79

ABBV:

$2.38

PE Ratio

JNJ:

28.03

ABBV:

84.91

PEG Ratio

JNJ:

1.03

ABBV:

2.69

Total Revenue (TTM)

JNJ:

$88.82B

ABBV:

$56.33B

Gross Profit (TTM)

JNJ:

$61.35B

ABBV:

$41.47B

EBITDA (TTM)

JNJ:

$28.53B

ABBV:

$18.15B

Returns By Period

In the year-to-date period, JNJ achieves a 13.12% return, which is significantly lower than ABBV's 14.79% return. Over the past 10 years, JNJ has underperformed ABBV with an annualized return of 7.85%, while ABBV has yielded a comparatively higher 17.58% annualized return.


JNJ

YTD

13.12%

1M

12.62%

6M

1.24%

1Y

4.40%

5Y*

4.63%

10Y*

7.85%

ABBV

YTD

14.79%

1M

19.43%

6M

4.09%

1Y

18.50%

5Y*

21.36%

10Y*

17.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 5656
Overall Rank
The Sharpe Ratio Rank of JNJ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 4848
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 5757
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7070
Overall Rank
The Sharpe Ratio Rank of ABBV is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6969
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.


Sharpe ratio
The chart of Sharpe ratio for JNJ, currently valued at 0.37, compared to the broader market-2.000.002.000.370.78
The chart of Sortino ratio for JNJ, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.006.000.681.12
The chart of Omega ratio for JNJ, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.17
The chart of Calmar ratio for JNJ, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.01
The chart of Martin ratio for JNJ, currently valued at 0.84, compared to the broader market-10.000.0010.0020.0030.000.842.33
JNJ
ABBV

The current JNJ Sharpe Ratio is 0.37, which is lower than the ABBV Sharpe Ratio of 0.78. 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.37
0.78
JNJ
ABBV

Dividends

JNJ vs. ABBV - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 3.06%, less than ABBV's 3.11% yield.


TTM20242023202220212020201920182017201620152014
JNJ
Johnson & Johnson
3.06%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.
3.11%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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.67%
0
JNJ
ABBV

Volatility

JNJ vs. ABBV - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 5.55%, while AbbVie Inc. (ABBV) has a volatility of 6.86%. 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%SeptemberOctoberNovemberDecember2025February
5.55%
6.86%
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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