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JNJ vs. CSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JNJ vs. CSPX.L

Last updated Jun 13, 2026

JNJ (Johnson & Johnson) is a stock, while CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, JNJ returned 10.46%/yr vs 15.24%/yr for CSPX.L. At a 0.22 correlation, their price movements are largely independent.

Performance

JNJ vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson & Johnson (JNJ) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JNJ achieves a 17.68% return, which is significantly higher than CSPX.L's 8.40% return. Over the past 10 years, JNJ has underperformed CSPX.L with an annualized return of 10.46%, while CSPX.L has yielded a comparatively higher 15.24% 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%

CSPX.L

1D
2.02%
1M
-0.83%
YTD
8.40%
6M
9.68%
1Y
24.86%
3Y*
20.75%
5Y*
13.23%
10Y*
15.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNJ vs. CSPX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
JNJ
Johnson & Johnson		17.68%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		8.40%17.45%25.25%26.74%-18.72%29.35%17.62%30.55%-5.46%21.60%

Correlation

The correlation between JNJ and CSPX.L 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 (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.22

The correlation between JNJ and CSPX.L shifts across timeframes, from -0.06 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Johnson & Johnson

iShares Core S&P 500 UCITS ETF USD (Acc)

Often compared with JNJ:
JNJ vs. ABBVJNJ vs. PFEJNJ vs. UNHJNJ vs. VOOJNJ vs. SCHDJNJ vs. ABTJNJ vs. MDT
Often compared with CSPX.L:
CSPX.L vs. VOOCSPX.L vs. VUAA.LCSPX.L vs. SPYCSPX.L vs. CSPX.ASCSPX.L vs. CSP1.LCSPX.L vs. VWRL.ASCSPX.L vs. IVV

Return for Risk

JNJ vs. CSPX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JNJ
JNJ Risk / Return Rank: 9696
Overall Rank
JNJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9494
Martin Ratio Rank
CSPX.L
CSPX.L Risk / Return Rank: 7373
Overall Rank
CSPX.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7676
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. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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.

JNJCSPX.LDifference
Sharpe ratioReturn per unit of total volatility
3.42
2.03

+1.39

Sortino ratioReturn per unit of downside risk
4.94
3.00

+1.94

Omega ratioGain probability vs. loss probability

1.61

1.36

+0.25

Calmar ratioReturn relative to maximum drawdown

5.28

2.98

+2.30

Martin ratioReturn relative to average drawdown

15.52

12.45

+3.08

JNJ vs. CSPX.L - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 3.42, which is higher than the CSPX.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of JNJ and CSPX.L, 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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Drawdowns

JNJ vs. CSPX.L - Drawdown Comparison

The maximum JNJ drawdown since its inception was -50.67%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for JNJ and CSPX.L.

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Drawdown Indicators

JNJCSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-33.90%

-16.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-8.17%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-18.50%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.41%

-24.39%

+5.98%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-33.90%

+6.53%

Current Drawdown

Current decline from peak

-2.54%

-2.27%

-0.27%

Average Drawdown

Average peak-to-trough decline

-11.90%

-3.72%

-8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

1.96%

+1.76%

Volatility

JNJ vs. CSPX.L - Volatility Comparison

Johnson & Johnson (JNJ) has a higher volatility of 5.47% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.01%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JNJCSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

4.01%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

9.03%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

12.04%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

16.03%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

16.22%

+2.26%

Dividends

JNJ vs. CSPX.L - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 2.18%, while CSPX.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		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		2.18%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 CSPX.L 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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