JNJ vs. BTC-USD
JNJ (Johnson & Johnson) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, JNJ returned 10.46%/yr vs 57.23%/yr for BTC-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
JNJ vs. BTC-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 BTC-USD's -26.27% return. Over the past 10 years, JNJ has underperformed BTC-USD with an annualized return of 10.46%, while BTC-USD has yielded a comparatively higher 57.23% annualized 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%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
JNJ vs. BTC-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% | 24.43% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between JNJ and BTC-USD is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.02 |
The correlation between JNJ and BTC-USD shifts across timeframes, from -0.07 (1 year) to 0.04 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. BTC-USD — Risk / Return Rank
JNJ
BTC-USD
JNJ vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Bitcoin (BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.34 | ||
| Sortino ratioReturn per unit of downside risk | +6.21 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 0.87 | +0.74 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | -0.77 | +6.05 |
| Martin ratioReturn relative to average drawdown | 15.52 | -1.33 | +16.86 |
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Drawdowns
JNJ vs. BTC-USD - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for JNJ and BTC-USD.
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Drawdown Indicators
| JNJ | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -85.30% | +34.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -51.21% | +40.25% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -51.21% | +35.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -76.67% | +58.26% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -83.80% | +56.43% |
Current DrawdownCurrent decline from peak | -2.54% | -48.27% | +45.73% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -42.36% | +30.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 35.16% | -31.44% |
Volatility
JNJ vs. BTC-USD - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.47%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than BTC-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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 11.97% | -6.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 34.64% | -22.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 35.59% | -18.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 44.57% | -27.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 56.61% | -38.13% |
Frequently Asked Questions
JNJ and BTC-USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.97%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs BTC-USD's -85.30%.
JNJ currently has the higher Sharpe Ratio (3.42 vs -0.92), 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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