JNJ vs. FRT
JNJ (Johnson & Johnson) and FRT (Federal Realty Investment Trust) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while FRT operates in REIT - Retail (Real Estate). Over the past 10 years, JNJ returned 10.44%/yr vs 0.86%/yr for FRT. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
JNJ vs. FRT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JNJ achieves a 25.25% return, which is significantly lower than FRT's 27.00% return. Over the past 10 years, JNJ has outperformed FRT with an annualized return of 10.44%, while FRT has yielded a comparatively lower 0.86% 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%
FRT
- 1D
- 0.00%
- 1M
- 3.06%
- 6M
- 25.13%
- YTD
- 27.00%
- 1Y
- 40.48%
- 3Y*
- 11.69%
- 5Y*
- 5.42%
- 10Y*
- 0.86%
- ALL TIME*
- 10.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $114.71M | $100.27M | $112.02M | |
| $2.09B | $2.09B | $1.99B |
JNJ vs. FRT - 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% |
FRT Federal Realty Investment Trust | 27.00% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
Correlation
The correlation between JNJ and FRT is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since May 3, 1973 | 0.16 |
The correlation between JNJ and FRT shifts across timeframes, from 0.16 (all time) to 0.31 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
JNJ:
$617.78B
FRT:
$10.72B
JNJ:
$8.63
FRT:
$5.06
JNJ:
29.71
FRT:
24.52
JNJ:
0.99
FRT:
1.48
JNJ:
6.38
FRT:
8.01
JNJ:
7.36
FRT:
3.18
JNJ:
$97.93B
FRT:
$1.34B
JNJ:
$68.99B
FRT:
$721.93M
JNJ:
$31.92B
FRT:
$1.03B
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. FRT — Risk / Return Rank
JNJ
FRT
JNJ vs. FRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Federal Realty Investment Trust (FRT). 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 | FRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.41 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 5.84 | -0.38 |
| Martin ratioReturn relative to average drawdown | 15.18 | 15.32 | -0.14 |
Loading charts...
Drawdowns
JNJ vs. FRT - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum FRT drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for JNJ and FRT.
Loading charts...
Drawdown Indicators
| JNJ | FRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -57.42% | +6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -6.96% | -4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -27.38% | +11.66% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -34.99% | +16.58% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -55.49% | +28.12% |
Current DrawdownCurrent decline from peak | -4.07% | -2.39% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -11.75% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.65% | +1.28% |
Volatility
JNJ vs. FRT - Volatility Comparison
Johnson & Johnson (JNJ) has a higher volatility of 8.48% compared to Federal Realty Investment Trust (FRT) at 4.22%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than FRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JNJ | FRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.48% | 4.22% | +4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 12.28% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 17.08% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 23.08% | -5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 29.46% | -10.71% |
Dividends
JNJ vs. FRT - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.04%, less than FRT's 3.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.64% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
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% |
Financials
JNJ vs. FRT - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and Federal Realty Investment Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
JNJ vs. FRT - Profitability Comparison
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.
FRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Federal Realty Investment Trust reported a gross profit of 232.14M and revenue of 335.71M. Therefore, the gross margin over that period was 69.2%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.
FRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Federal Realty Investment Trust reported an operating income of 138.66M and revenue of 335.71M, resulting in an operating margin of 41.3%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.
FRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Federal Realty Investment Trust reported a net income of 85.70M and revenue of 335.71M, resulting in a net margin of 25.5%.
Frequently Asked Questions
JNJ and FRT have a correlation of 0.26, 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 FRT (4.22%). In terms of maximum drawdown, JNJ dropped -50.67% vs FRT's -57.42%.
JNJ currently has the higher Sharpe Ratio (3.26 vs 2.39), 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.
Find the right allocation for JNJ and FRT
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