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JNJ vs. ASWC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNJ vs. ASWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson & Johnson (JNJ) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JNJ is traded in USD, while ASWC.DE is traded in EUR. To make them comparable, the ASWC.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JNJ achieves a 13.43% return, which is significantly higher than ASWC.DE's 11.72% 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%

ASWC.DE

1D
-0.69%
1M
7.03%
YTD
11.72%
6M
13.72%
1Y
18.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNJ vs. ASWC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
JNJ
Johnson & Johnson
13.43%47.48%-4.81%-2.58%
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
11.72%56.13%31.39%16.03%

Correlation

The correlation between JNJ and ASWC.DE is -0.06, 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

-0.06

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

-0.05

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Return for Risk

JNJ vs. ASWC.DE — Risk / Return Rank

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

JNJ
JNJ Risk / Return Rank: 9595
Overall Rank
JNJ Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9797
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9595
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9292
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9393
Martin Ratio Rank

ASWC.DE
ASWC.DE Risk / Return Rank: 2525
Overall Rank
ASWC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNJ vs. ASWC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE). 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.


JNJASWC.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.26

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

1.57

1.17

+0.41

Calmar ratioReturn relative to maximum drawdown

4.91

1.48

+3.43

Martin ratioReturn relative to average drawdown

14.52

3.59

+10.93

JNJ vs. ASWC.DE - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 3.19, which is higher than the ASWC.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of JNJ and ASWC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JNJASWC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

0.93

+2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

2.03

-1.49

Drawdowns

JNJ vs. ASWC.DE - Drawdown Comparison

The maximum JNJ drawdown since its inception was -50.67%, which is greater than ASWC.DE's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for JNJ and ASWC.DE.


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Drawdown Indicators


JNJASWC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-12.88%

-37.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-12.88%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

Max Drawdown (5Y)

Largest decline over 5 years

-18.41%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

Current Drawdown

Current decline from peak

-6.06%

-3.01%

-3.05%

Average Drawdown

Average peak-to-trough decline

-11.88%

-2.59%

-9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

5.31%

-1.61%

Volatility

JNJ vs. ASWC.DE - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 5.80%, while HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) has a volatility of 6.18%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than ASWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNJASWC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

6.18%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

16.05%

-3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

20.50%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

19.47%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.47%

19.47%

-1.00%

Dividends

JNJ vs. ASWC.DE - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 2.26%, while ASWC.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


JNJ and ASWC.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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