JNJ vs. BJ
JNJ (Johnson & Johnson) and BJ (BJ's Wholesale Club Holdings, Inc.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while BJ operates in Discount Stores (Consumer Defensive). Over the past 5 years, JNJ returned 10.04%/yr vs 14.17%/yr for BJ. At a 0.18 correlation, their price movements are largely independent.
Performance
JNJ vs. BJ - 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 BJ's 1.75% 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%
BJ
- 1D
- 2.69%
- 1M
- -1.46%
- YTD
- 1.75%
- 6M
- 0.15%
- 1Y
- -17.55%
- 3Y*
- 13.72%
- 5Y*
- 14.17%
- 10Y*
- —
JNJ vs. BJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 13.43% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | 7.16% |
BJ BJ's Wholesale Club Holdings, Inc. | 1.75% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 0.73% |
Correlation
The correlation between JNJ and BJ is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2018 | 0.18 |
Fundamentals
JNJ:
$567.68B
BJ:
$11.85B
JNJ:
$8.65
BJ:
$4.35
JNJ:
26.85
BJ:
21.04
JNJ:
0.89
BJ:
2.33
JNJ:
5.86
BJ:
0.55
JNJ:
6.99
BJ:
4.72
JNJ:
$96.36B
BJ:
$21.97B
JNJ:
$66.60B
BJ:
$4.06B
JNJ:
$31.62B
BJ:
$1.05B
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Return for Risk
JNJ vs. BJ — Risk / Return Rank
JNJ
BJ
JNJ vs. BJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and BJ's Wholesale Club Holdings, Inc. (BJ). 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 | BJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.79 | ||
| Sortino ratioReturn per unit of downside risk | +5.32 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 0.92 | +0.65 |
| Calmar ratioReturn relative to maximum drawdown | 4.91 | -0.66 | +5.57 |
| Martin ratioReturn relative to average drawdown | 14.52 | -1.06 | +15.58 |
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 | BJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.19 | -0.60 | +3.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.44 | +0.16 |
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 | 0.53 | +0.01 |
Drawdowns
JNJ vs. BJ - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, which is greater than BJ's maximum drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for JNJ and BJ.
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Drawdown Indicators
| JNJ | BJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -38.76% | -11.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -26.66% | +15.70% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -29.80% | +13.85% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -29.80% | +11.39% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | — | — |
Current DrawdownCurrent decline from peak | -6.06% | -23.62% | +17.56% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -12.47% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 16.55% | -12.85% |
Volatility
JNJ vs. BJ - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.80%, while BJ's Wholesale Club Holdings, Inc. (BJ) has a volatility of 11.66%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than BJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | BJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 11.66% | -5.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 22.41% | -10.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 29.57% | -12.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 32.27% | -15.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 37.14% | -18.67% |
Dividends
JNJ vs. BJ - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.26%, while BJ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 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% |
Financials
JNJ vs. BJ - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and BJ's Wholesale Club Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
JNJ vs. BJ - Profitability Comparison
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.
BJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a gross profit of 1.03B and revenue of 5.66B. Therefore, the gross margin over that period was 18.2%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.
BJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported an operating income of 207.91M and revenue of 5.66B, resulting in an operating margin of 3.7%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.
BJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a net income of 142.73M and revenue of 5.66B, resulting in a net margin of 2.5%.
Frequently Asked Questions
JNJ and BJ have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJ has higher volatility (11.66%) compared to JNJ (5.80%). In terms of maximum drawdown, JNJ dropped -50.67% vs BJ's -38.76%.
JNJ currently has the higher Sharpe Ratio (3.19 vs -0.60), 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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