JNJ vs. ADA-USD
JNJ (Johnson & Johnson) is a stock, while ADA-USD (Cardano) is a cryptocurrency. Over the past 5 years, JNJ returned 10.94%/yr vs -35.83%/yr for ADA-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
JNJ vs. ADA-USD - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 17.68% return, which is significantly higher than ADA-USD's -48.46% return.
JNJ
- 1D
- 1.07%
- 1M
- 4.96%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.15%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
ADA-USD
- 1D
- 0.57%
- 1M
- -36.57%
- YTD
- -48.46%
- 6M
- -58.23%
- 1Y
- -73.29%
- 3Y*
- -13.30%
- 5Y*
- -35.83%
- 10Y*
- —
JNJ vs. ADA-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 17.68% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | -0.53% |
ADA-USD Cardano | -48.46% | -60.53% | 42.06% | 141.64% | -81.22% | 621.17% | 452.29% | -20.01% | -94.29% | 2,760.49% |
Correlation
The correlation between JNJ and ADA-USD is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.02 |
The correlation between JNJ and ADA-USD shifts across timeframes, from -0.08 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. ADA-USD — Risk / Return Rank
JNJ
ADA-USD
JNJ vs. ADA-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Cardano (ADA-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JNJ | ADA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.37 | ||
| Sortino ratioReturn per unit of downside risk | +6.76 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 0.83 | +0.78 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | -0.88 | +6.16 |
| Martin ratioReturn relative to average drawdown | 15.52 | -1.36 | +16.88 |
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Drawdowns
JNJ vs. ADA-USD - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for JNJ and ADA-USD.
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Drawdown Indicators
| JNJ | ADA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -97.85% | +47.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -83.69% | +72.73% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -87.24% | +71.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -94.72% | +76.31% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | — | — |
Current DrawdownCurrent decline from peak | -2.54% | -94.22% | +91.68% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -77.55% | +65.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 61.12% | -57.40% |
Volatility
JNJ vs. ADA-USD - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.47%, while Cardano (ADA-USD) has a volatility of 22.15%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 22.15% | -16.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 52.67% | -40.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 64.06% | -47.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 74.90% | -58.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 103.19% | -84.71% |
Frequently Asked Questions
JNJ and ADA-USD have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADA-USD has higher volatility (22.15%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs ADA-USD's -97.85%.
JNJ currently has the higher Sharpe Ratio (3.42 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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