JNJ vs. DIVI
JNJ (Johnson & Johnson) is a stock, while DIVI (Franklin International Core Dividend Tilt Index ETF) is Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-North America Dividend Enhanced Select Index. Over the past 10 years, JNJ returned 10.44%/yr vs 11.03%/yr for DIVI. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
JNJ vs. DIVI - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 25.25% return, which is significantly higher than DIVI's 13.85% return. Over the past 10 years, JNJ has underperformed DIVI with an annualized return of 10.44%, while DIVI has yielded a comparatively higher 11.03% annualized return.
JNJ
- 1D
- 0.21%
- 1M
- 0.93%
- 6M
- 14.06%
- YTD
- 25.25%
- 1Y
- 59.50%
- 3Y*
- 18.33%
- 5Y*
- 11.37%
- 10Y*
- 10.44%
- ALL TIME*
- 12.28%
DIVI
- 1D
- -0.66%
- 1M
- 2.64%
- 6M
- 7.73%
- YTD
- 13.85%
- 1Y
- 28.83%
- 3Y*
- 17.85%
- 5Y*
- 13.71%
- 10Y*
- 11.03%
- ALL TIME*
- 11.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.61M | $6.51M | $8.10M | |
| $2.09B | $2.09B | $1.99B |
JNJ vs. DIVI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 25.25% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
DIVI Franklin International Core Dividend Tilt Index ETF | 13.85% | 34.86% | 1.77% | 18.97% | -1.21% | 16.95% | 1.29% | 22.98% | -6.73% | 13.65% |
Correlation
The correlation between JNJ and DIVI is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.28 |
Over the past year, the correlation between JNJ and DIVI has dropped to 0.06 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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Return for Risk
JNJ vs. DIVI — Risk / Return Rank
JNJ
DIVI
JNJ vs. DIVI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Franklin International Core Dividend Tilt Index ETF (DIVI). 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 | DIVI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.33 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 2.75 | +2.71 |
| Martin ratioReturn relative to average drawdown | 15.18 | 10.77 | +4.41 |
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Drawdowns
JNJ vs. DIVI - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for JNJ and DIVI.
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Drawdown Indicators
| JNJ | DIVI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -27.76% | -22.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -10.54% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -14.58% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -18.53% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -27.76% | +0.39% |
Current DrawdownCurrent decline from peak | -4.07% | -0.66% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -3.59% | -8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.68% | +1.25% |
Volatility
JNJ vs. DIVI - Volatility Comparison
Johnson & Johnson (JNJ) has a higher volatility of 8.48% compared to Franklin International Core Dividend Tilt Index ETF (DIVI) at 4.47%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than DIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | DIVI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.48% | 4.47% | +4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 13.31% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 15.41% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 15.48% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 16.34% | +2.41% |
Dividends
JNJ vs. DIVI - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.04%, less than DIVI's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIVI Franklin International Core Dividend Tilt Index ETF | 3.55% | 3.76% | 4.39% | 3.17% | 6.03% | 2.77% | 8.04% | 1.61% | 5.67% | 5.22% | 11.56% | 0.00% |
JNJ Johnson & Johnson | 2.04% | 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 DIVI 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.
JNJ has higher volatility (8.48%) compared to DIVI (4.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs DIVI's -27.76%.
JNJ currently has the higher Sharpe Ratio (3.26 vs 1.88), 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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