JNJ vs. FTEC
JNJ (Johnson & Johnson) is a stock, while FTEC (Fidelity MSCI Information Technology Index ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, JNJ returned 10.44%/yr vs 23.84%/yr for FTEC. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
JNJ vs. FTEC - 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 FTEC's 20.47% return. Over the past 10 years, JNJ has underperformed FTEC with an annualized return of 10.44%, while FTEC has yielded a comparatively higher 23.84% annualized return.
JNJ
- 1D
- 0.21%
- 1M
- -2.54%
- 6M
- 14.06%
- YTD
- 25.25%
- 1Y
- 57.03%
- 3Y*
- 18.33%
- 5Y*
- 11.37%
- 10Y*
- 10.44%
- ALL TIME*
- 12.28%
FTEC
- 1D
- -0.35%
- 1M
- -1.38%
- 6M
- 21.39%
- YTD
- 20.47%
- 1Y
- 35.19%
- 3Y*
- 26.88%
- 5Y*
- 18.05%
- 10Y*
- 23.84%
- ALL TIME*
- 21.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $82.97M | $78.72M | $94.67M | |
| $2.09B | $2.09B | $1.99B |
JNJ vs. FTEC - 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% |
FTEC Fidelity MSCI Information Technology Index ETF | 20.47% | 22.11% | 29.40% | 53.30% | -29.59% | 30.49% | 45.83% | 48.93% | -0.39% | 36.83% |
Correlation
The correlation between JNJ and FTEC is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.30 |
Correlation (3Y) Balances recent behavior with more history. | -0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.01 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.22 |
The correlation between JNJ and FTEC shifts across timeframes, from -0.30 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. FTEC — Risk / Return Rank
JNJ
FTEC
JNJ vs. FTEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Fidelity MSCI Information Technology Index ETF (FTEC). 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 | FTEC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.94 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.23 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 1.97 | +3.49 |
| Martin ratioReturn relative to average drawdown | 15.18 | 5.31 | +9.87 |
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Drawdowns
JNJ vs. FTEC - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for JNJ and FTEC.
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Drawdown Indicators
| JNJ | FTEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -34.95% | -15.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -16.26% | +5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -27.30% | +11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -34.95% | +16.54% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -34.95% | +7.58% |
Current DrawdownCurrent decline from peak | -4.07% | -10.03% | +5.96% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -5.59% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 6.02% | -2.09% |
Volatility
JNJ vs. FTEC - Volatility Comparison
Johnson & Johnson (JNJ) and Fidelity MSCI Information Technology Index ETF (FTEC) have volatilities of 8.48% and 8.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | FTEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.48% | 8.49% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 20.19% | -5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 24.35% | -5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 25.87% | -8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 24.98% | -6.23% |
Dividends
JNJ vs. FTEC - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.04%, more than FTEC's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 0.37% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
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 FTEC have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTEC has higher volatility (8.49%) compared to JNJ (8.48%). In terms of maximum drawdown, JNJ dropped -50.67% vs FTEC's -34.95%.
JNJ currently has the higher Sharpe Ratio (3.26 vs 1.31), 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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