JNJ vs. FFIV

Last updated Jun 13, 2026

JNJ (Johnson & Johnson) and FFIV (F5 Networks, Inc.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, JNJ returned 10.46%/yr vs 12.87%/yr for FFIV. At a 0.19 correlation, their price movements are largely independent.

Performance

JNJ vs. FFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson & Johnson (JNJ) and F5 Networks, Inc. (FFIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JNJ achieves a 17.68% return, which is significantly lower than FFIV's 55.20% return. Over the past 10 years, JNJ has underperformed FFIV with an annualized return of 10.46%, while FFIV has yielded a comparatively higher 12.87% annualized return.

JNJ

• 1D: 1.07%
• 1M: 5.14%
• YTD: 17.68%
• 6M: 15.11%
• 1Y: 57.60%
• 3Y*: 17.82%
• 5Y*: 10.94%
• 10Y*: 10.46%

FFIV

• 1D: 0.59%
• 1M: 10.84%
• YTD: 55.20%
• 6M: 50.82%
• 1Y: 35.83%
• 3Y*: 38.11%
• 5Y*: 15.50%
• 10Y*: 12.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JNJ vs. FFIV - 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%
FFIV F5 Networks, Inc.	55.20%	1.51%	40.50%	24.72%	-41.36%	39.09%	25.99%	-13.81%	23.48%	-9.33%

Correlation

The correlation between JNJ and FFIV is -0.11, 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	-0.11
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999	0.19

The correlation between JNJ and FFIV shifts across timeframes, from -0.11 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap JNJ : $588.98B FFIV : $22.70B
EPS JNJ : $8.65 FFIV : $12.19
PE Ratio JNJ : 27.85 FFIV : 32.50
PEG Ratio JNJ : 0.93 FFIV : 1.42
PS Ratio JNJ : 6.08 FFIV : 9.54
PB Ratio JNJ : 7.25 FFIV : 6.22
Total Revenue (TTM) JNJ : $96.36B FFIV : $2.41B
Gross Profit (TTM) JNJ : $66.60B FFIV : $2.63B
EBITDA (TTM) JNJ : $31.62B FFIV : $889.95M

Return for Risk

JNJ vs. FFIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNJ

JNJ Risk / Return Rank: 96
JNJ Sharpe Ratio Rank: 97
JNJ Sortino Ratio Rank: 98
JNJ Omega Ratio Rank: 97
JNJ Calmar Ratio Rank: 93
JNJ Martin Ratio Rank: 94

FFIV

FFIV Risk / Return Rank: 69
FFIV Sharpe Ratio Rank: 75
FFIV Sortino Ratio Rank: 69
FFIV Omega Ratio Rank: 70
FFIV Calmar Ratio Rank: 65
FFIV Martin Ratio Rank: 64

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. FFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and F5 Networks, Inc. (FFIV). 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	FFIV	Difference
Sharpe ratio: Return per unit of total volatility	3.42	1.08	+2.34
Sortino ratio: Return per unit of downside risk	4.94	1.58	+3.36
Omega ratio: Gain probability vs. loss probability	1.61	1.21	+0.40
Calmar ratio: Return relative to maximum drawdown	5.28	1.04	+4.25
Martin ratio: Return relative to average drawdown	15.52	2.28	+13.24

JNJ vs. FFIV - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 3.42, which is higher than the FFIV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of JNJ and FFIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JNJ vs. FFIV - Drawdown Comparison

The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for JNJ and FFIV.

Drawdown Indicators

	JNJ	FFIV	Difference
Max Drawdown Largest peak-to-trough decline	-50.67%	-97.59%	+46.92%
Max Drawdown (1Y) Largest decline over 1 year	-10.96%	-34.73%	+23.77%
Max Drawdown (3Y) Largest decline over 3 years	-15.95%	-34.73%	+18.78%
Max Drawdown (5Y) Largest decline over 5 years	-18.41%	-47.42%	+29.01%
Max Drawdown (10Y) Largest decline over 10 years	-27.37%	-54.59%	+27.22%
Current Drawdown Current decline from peak	-2.54%	-3.17%	+0.63%
Average Drawdown Average peak-to-trough decline	-11.90%	-40.16%	+28.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.72%	15.77%	-12.05%

Volatility

JNJ vs. FFIV - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 5.47%, while F5 Networks, Inc. (FFIV) has a volatility of 8.89%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JNJ	FFIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.47%	8.89%	-3.42%
Volatility (6M) Calculated over the trailing 6-month period	12.16%	24.72%	-12.56%
Volatility (1Y) Calculated over the trailing 1-year period	16.94%	33.48%	-16.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.87%	29.97%	-13.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.48%	29.56%	-11.08%

Dividends

JNJ vs. FFIV - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFIV F5 Networks, Inc.	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%

Financials

Frequently Asked Questions

Can I hold both JNJ and FFIV in my portfolio?

JNJ and FFIV have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JNJ or FFIV?

FFIV has higher volatility (8.89%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs FFIV's -97.59%.

Which has better risk-adjusted returns?

JNJ currently has the higher Sharpe Ratio (3.42 vs 1.08), 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.