PortfoliosLab logoPortfoliosLab logo
JNJ vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNJ vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson & Johnson (JNJ) and Fidelity Wise Origin Bitcoin Fund (FBTC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JNJ achieves a 21.57% return, which is significantly higher than FBTC's -25.63% return.


JNJ

1D
-1.67%
1M
8.95%
6M
15.06%
YTD
21.57%
1Y
55.80%
3Y*
16.86%
5Y*
11.06%
10Y*
10.10%
ALL TIME*
12.23%

FBTC

1D
1.56%
1M
3.51%
6M
-31.89%
YTD
-25.63%
1Y
-44.68%
3Y*
5Y*
10Y*
ALL TIME*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNJ vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
JNJ
Johnson & Johnson
21.57%47.48%-7.83%
FBTC
Fidelity Wise Origin Bitcoin Fund
-25.63%-6.56%94.28%

Correlation

The correlation between JNJ and FBTC is -0.14, 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

-0.14

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

-0.06

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JNJ vs. FBTC — 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: 9696
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9595
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9595
Martin Ratio Rank

FBTC
FBTC Risk / Return Rank: 22
Overall Rank
FBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
FBTC Omega Ratio Rank: 22
Omega Ratio Rank
FBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
FBTC Martin Ratio Rank: 22
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. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Fidelity Wise Origin Bitcoin Fund (FBTC). 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.


JNJFBTCDifference
Sharpe ratioReturn per unit of total volatility

+4.12

Sortino ratioReturn per unit of downside risk

+5.79

Omega ratioGain probability vs. loss probability

1.53

0.83

+0.70

Calmar ratioReturn relative to maximum drawdown

5.12

-0.84

+5.96

Martin ratioReturn relative to average drawdown

14.40

-1.34

+15.74

JNJ vs. FBTC - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 3.11, which is higher than the FBTC Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of JNJ and FBTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JNJ vs. FBTC - Drawdown Comparison

The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum FBTC drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for JNJ and FBTC.


Loading charts...

Drawdown Indicators


JNJFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-53.35%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-53.35%

+42.39%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

Max Drawdown (5Y)

Largest decline over 5 years

-18.41%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

Current Drawdown

Current decline from peak

-6.89%

-48.20%

+41.31%

Average Drawdown

Average peak-to-trough decline

-11.88%

-17.73%

+5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

33.39%

-29.50%

Volatility

JNJ vs. FBTC - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 9.47%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 10.58%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than FBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JNJFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

10.58%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

34.53%

-20.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.08%

44.30%

-26.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

49.71%

-32.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

49.71%

-31.01%

Dividends

JNJ vs. FBTC - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 2.11%, while FBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FBTC
Fidelity Wise Origin Bitcoin Fund
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
2.11%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 FBTC have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBTC has higher volatility (10.58%) compared to JNJ (9.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs FBTC's -53.35%.

JNJ currently has the higher Sharpe Ratio (3.11 vs -1.01), 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.

Portfolio Optimizer

Find the right allocation for JNJ and FBTC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer