JNJ vs. ETH-USD
JNJ (Johnson & Johnson) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, JNJ returned 10.46%/yr vs 57.05%/yr for ETH-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
JNJ vs. ETH-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 ETH-USD's -43.34% return. Over the past 10 years, JNJ has underperformed ETH-USD with an annualized return of 10.46%, while ETH-USD has yielded a comparatively higher 57.05% 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%
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
JNJ vs. ETH-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% |
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between JNJ and ETH-USD is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.03 |
The correlation between JNJ and ETH-USD shifts across timeframes, from -0.08 (1 year) to 0.03 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. ETH-USD — Risk / Return Rank
JNJ
ETH-USD
JNJ vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Ethereum (ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.94 | ||
| Sortino ratioReturn per unit of downside risk | +5.37 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 0.96 | +0.65 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | -0.52 | +5.80 |
| Martin ratioReturn relative to average drawdown | 15.52 | -0.89 | +16.41 |
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Drawdowns
JNJ vs. ETH-USD - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for JNJ and ETH-USD.
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Drawdown Indicators
| JNJ | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -94.01% | +43.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -67.53% | +56.57% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -67.53% | +51.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -79.35% | +60.94% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -94.01% | +66.64% |
Current DrawdownCurrent decline from peak | -2.54% | -65.20% | +62.66% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -50.89% | +38.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 45.49% | -41.77% |
Volatility
JNJ vs. ETH-USD - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.47%, while Ethereum (ETH-USD) has a volatility of 17.20%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 17.20% | -11.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 46.29% | -34.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 56.08% | -39.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 59.55% | -42.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 77.88% | -59.40% |
Frequently Asked Questions
JNJ and ETH-USD have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.20%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs ETH-USD's -94.01%.
JNJ currently has the higher Sharpe Ratio (3.42 vs -0.52), 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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