JNJ vs. BNB-USD
JNJ (Johnson & Johnson) is a stock, while BNB-USD (BNB) is a cryptocurrency. Over the past 5 years, JNJ returned 10.94%/yr vs 10.55%/yr for BNB-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
JNJ vs. BNB-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 BNB-USD's -29.49% 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%
BNB-USD
- 1D
- 0.91%
- 1M
- -10.19%
- YTD
- -29.49%
- 6M
- -32.13%
- 1Y
- -7.11%
- 3Y*
- 36.86%
- 5Y*
- 10.55%
- 10Y*
- —
JNJ vs. BNB-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% |
BNB-USD BNB | -29.49% | 23.21% | 124.36% | 26.83% | -51.86% | 1,277.47% | 170.06% | 126.63% | -29.71% | 320.60% |
Correlation
The correlation between JNJ and BNB-USD is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.05 |
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Return for Risk
JNJ vs. BNB-USD — Risk / Return Rank
JNJ
BNB-USD
JNJ vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and BNB (BNB-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 | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.55 | ||
| Sortino ratioReturn per unit of downside risk | +4.76 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.02 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | -0.13 | +5.41 |
| Martin ratioReturn relative to average drawdown | 15.52 | -0.20 | +15.73 |
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Drawdowns
JNJ vs. BNB-USD - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for JNJ and BNB-USD.
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Drawdown Indicators
| JNJ | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -79.74% | +29.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -56.24% | +45.28% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -56.24% | +40.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -69.89% | +51.48% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | — | — |
Current DrawdownCurrent decline from peak | -2.54% | -53.42% | +50.88% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -38.71% | +26.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 42.27% | -38.55% |
Volatility
JNJ vs. BNB-USD - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.47%, while BNB (BNB-USD) has a volatility of 17.28%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than BNB-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 | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 17.28% | -11.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 34.73% | -22.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 44.38% | -27.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 50.42% | -33.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 80.06% | -61.58% |
Frequently Asked Questions
JNJ and BNB-USD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.28%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs BNB-USD's -79.74%.
JNJ currently has the higher Sharpe Ratio (3.42 vs -0.13), 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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