JNJ vs. C
JNJ (Johnson & Johnson) and C (Citigroup Inc.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while C operates in Banks - Diversified (Financial Services). Over the past 10 years, JNJ returned 10.71%/yr vs 14.98%/yr for C. At a 0.29 correlation, their price movements are largely independent.
Performance
JNJ vs. C - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 28.69% return, which is significantly higher than C's 14.41% return. Over the past 10 years, JNJ has underperformed C with an annualized return of 10.71%, while C has yielded a comparatively higher 14.98% annualized return.
JNJ
- 1D
- 1.59%
- 1M
- 9.29%
- 6M
- 20.98%
- YTD
- 28.69%
- 1Y
- 59.22%
- 3Y*
- 18.59%
- 5Y*
- 12.03%
- 10Y*
- 10.71%
- ALL TIME*
- 12.34%
C
- 1D
- 0.24%
- 1M
- -7.94%
- 6M
- 17.53%
- YTD
- 14.41%
- 1Y
- 41.72%
- 3Y*
- 45.76%
- 5Y*
- 18.70%
- 10Y*
- 14.98%
- ALL TIME*
- 6.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.93B | $1.86B | $1.68B | |
| $2.16B | $2.18B | $1.96B |
JNJ vs. C - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 28.69% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
C Citigroup Inc. | 14.41% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
Correlation
The correlation between JNJ and C is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1977 | 0.29 |
The correlation between JNJ and C shifts across timeframes, from -0.12 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JNJ:
$634.06B
C:
$226.75B
JNJ:
$8.63
C:
$9.84
JNJ:
30.53
C:
13.44
JNJ:
6.56
C:
1.56
JNJ:
7.56
C:
1.19
JNJ:
$97.93B
C:
$153.60B
JNJ:
$68.99B
C:
$83.82B
JNJ:
$31.92B
C:
$28.05B
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Return for Risk
JNJ vs. C — Risk / Return Rank
JNJ
C
JNJ vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Citigroup Inc. (C). 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 | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.25 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | 2.84 | +2.59 |
| Martin ratioReturn relative to average drawdown | 15.17 | 7.66 | +7.50 |
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Drawdowns
JNJ vs. C - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for JNJ and C.
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Drawdown Indicators
| JNJ | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -98.00% | +47.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -14.76% | +3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -31.31% | +15.36% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -44.31% | +25.90% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -56.51% | +29.14% |
Current DrawdownCurrent decline from peak | -1.44% | -64.72% | +63.28% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -43.56% | +31.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 5.46% | -1.54% |
Volatility
JNJ vs. C - Volatility Comparison
Johnson & Johnson (JNJ) and Citigroup Inc. (C) have volatilities of 8.75% and 9.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 9.05% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 22.68% | -8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 28.71% | -10.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 29.17% | -11.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 33.05% | -14.34% |
Dividends
JNJ vs. C - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 1.99%, more than C's 1.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.82% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
JNJ Johnson & Johnson | 1.99% | 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. C - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and Citigroup 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. C - Profitability Comparison
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported a gross profit of 24.77B and revenue of 24.77B. Therefore, the gross margin over that period was 100.0%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported an operating income of 8.03B and revenue of 24.77B, resulting in an operating margin of 32.4%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported a net income of 5.83B and revenue of 24.77B, resulting in a net margin of 23.5%.
Frequently Asked Questions
JNJ and C have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (9.05%) compared to JNJ (8.75%). In terms of maximum drawdown, JNJ dropped -50.67% vs C's -98.00%.
JNJ currently has the higher Sharpe Ratio (3.28 vs 1.46), 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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