JNJ vs. FXF
JNJ (Johnson & Johnson) is a stock, while FXF (Invesco CurrencyShares® Swiss Franc Trust) is Currency fund tracking the Swiss Franc. Over the past 10 years, JNJ returned 10.46%/yr vs 1.06%/yr for FXF. At a 0.03 correlation, their price movements are largely independent.
Performance
JNJ vs. FXF - 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 FXF's -0.80% return. Over the past 10 years, JNJ has outperformed FXF with an annualized return of 10.46%, while FXF has yielded a comparatively lower 1.06% 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%
FXF
- 1D
- -0.15%
- 1M
- -1.88%
- YTD
- -0.80%
- 6M
- -0.32%
- 1Y
- 1.23%
- 3Y*
- 4.05%
- 5Y*
- 1.88%
- 10Y*
- 1.06%
JNJ vs. FXF - 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% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -0.80% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
Correlation
The correlation between JNJ and FXF is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2006 | 0.03 |
The correlation between JNJ and FXF shifts across timeframes, from 0.03 (all time) to 0.14 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. FXF — Risk / Return Rank
JNJ
FXF
JNJ vs. FXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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 | FXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.25 | ||
| Sortino ratioReturn per unit of downside risk | +4.63 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.03 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | 0.25 | +5.03 |
| Martin ratioReturn relative to average drawdown | 15.52 | 0.54 | +14.98 |
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Drawdowns
JNJ vs. FXF - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for JNJ and FXF.
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Drawdown Indicators
| JNJ | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -35.58% | -15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -4.97% | -5.99% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -8.52% | -7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -12.68% | -5.73% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -15.04% | -12.33% |
Current DrawdownCurrent decline from peak | -2.54% | -19.02% | +16.48% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -20.83% | +8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.28% | +1.44% |
Volatility
JNJ vs. FXF - Volatility Comparison
Johnson & Johnson (JNJ) has a higher volatility of 5.47% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.81%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | FXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 1.81% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 5.56% | +6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 7.49% | +9.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 8.33% | +8.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 7.57% | +10.91% |
Dividends
JNJ vs. FXF - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.18%, while FXF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.00% | 0.00% | 0.03% | 0.02% | 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% |
Frequently Asked Questions
JNJ and FXF have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNJ has higher volatility (5.47%) compared to FXF (1.81%). In terms of maximum drawdown, JNJ dropped -50.67% vs FXF's -35.58%.
JNJ currently has the higher Sharpe Ratio (3.42 vs 0.17), 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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