JNJ vs. AGNC
JNJ (Johnson & Johnson) and AGNC (AGNC Investment Corp.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while AGNC operates in REIT - Mortgage (Real Estate). Over the past 10 years, JNJ returned 10.06%/yr vs 6.25%/yr for AGNC. At a 0.21 correlation, their price movements are largely independent.
Performance
JNJ vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 13.43% return, which is significantly higher than AGNC's -0.32% return. Over the past 10 years, JNJ has outperformed AGNC with an annualized return of 10.06%, while AGNC has yielded a comparatively lower 6.25% annualized return.
JNJ
- 1D
- -0.26%
- 1M
- 5.50%
- YTD
- 13.43%
- 6M
- 16.43%
- 1Y
- 53.49%
- 3Y*
- 16.56%
- 5Y*
- 10.04%
- 10Y*
- 10.06%
AGNC
- 1D
- -0.59%
- 1M
- -5.84%
- YTD
- -0.32%
- 6M
- 3.01%
- 1Y
- 27.55%
- 3Y*
- 17.15%
- 5Y*
- 1.42%
- 10Y*
- 6.25%
JNJ vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 13.43% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
AGNC AGNC Investment Corp. | -0.32% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Correlation
The correlation between JNJ and AGNC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 16, 2008 | 0.21 |
Fundamentals
JNJ:
$567.68B
AGNC:
$11.35B
JNJ:
$8.65
AGNC:
$1.33
JNJ:
26.85
AGNC:
7.60
JNJ:
0.89
AGNC:
0.02
JNJ:
5.86
AGNC:
4.66
JNJ:
6.99
AGNC:
1.11
JNJ:
$96.36B
AGNC:
$2.33B
JNJ:
$66.60B
AGNC:
$2.30B
JNJ:
$31.62B
AGNC:
$3.72B
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Return for Risk
JNJ vs. AGNC — Risk / Return Rank
JNJ
AGNC
JNJ vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and AGNC Investment Corp. (AGNC). 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.
| JNJ | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.25 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 4.91 | 1.48 | +3.43 |
| Martin ratioReturn relative to average drawdown | 14.52 | 4.39 | +10.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNJ | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.19 | 1.43 | +1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.06 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.25 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.42 | +0.11 |
Drawdowns
JNJ vs. AGNC - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for JNJ and AGNC.
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Drawdown Indicators
| JNJ | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -54.56% | +3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -18.71% | +7.75% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -31.04% | +15.09% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -54.36% | +35.95% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -54.56% | +27.19% |
Current DrawdownCurrent decline from peak | -6.06% | -12.19% | +6.13% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -13.56% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 6.30% | -2.60% |
Volatility
JNJ vs. AGNC - Volatility Comparison
Johnson & Johnson (JNJ) has a higher volatility of 5.80% compared to AGNC Investment Corp. (AGNC) at 4.92%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.92% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 15.96% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 19.38% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 25.82% | -8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 25.39% | -6.92% |
Dividends
JNJ vs. AGNC - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.26%, less than AGNC's 14.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 14.24% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
JNJ Johnson & Johnson | 2.26% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Financials
JNJ vs. AGNC - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and AGNC Investment Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JNJ and AGNC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNJ has higher volatility (5.80%) compared to AGNC (4.92%). In terms of maximum drawdown, JNJ dropped -50.67% vs AGNC's -54.56%.
JNJ currently has the higher Sharpe Ratio (3.19 vs 1.43), 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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