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JNJ vs. HBAR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

JNJ vs. HBAR-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, JNJ achieves a 17.68% return, which is significantly higher than HBAR-USD's -26.14% return.


JNJ

1D
1.07%
1M
4.96%
YTD
17.68%
6M
15.11%
1Y
57.15%
3Y*
17.82%
5Y*
10.94%
10Y*
10.46%

HBAR-USD

1D
0.30%
1M
-17.44%
YTD
-26.14%
6M
-36.26%
1Y
-50.71%
3Y*
20.01%
5Y*
-16.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNJ vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JNJ
Johnson & Johnson
17.68%47.48%-4.81%-8.58%5.97%11.44%10.82%13.39%
HBAR-USD
HederaHashgraph
-26.14%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%

Correlation

The correlation between JNJ and HBAR-USD 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 (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.01

The correlation between JNJ and HBAR-USD shifts across timeframes, from -0.14 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JNJ vs. HBAR-USD — 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: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9494
Martin Ratio Rank

HBAR-USD
HBAR-USD Risk / Return Rank: 6161
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5858
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
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. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and HederaHashgraph (HBAR-USD). 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.


JNJHBAR-USDDifference
Sharpe ratioReturn per unit of total volatility

+4.07

Sortino ratioReturn per unit of downside risk

+5.74

Omega ratioGain probability vs. loss probability

1.61

0.93

+0.68

Calmar ratioReturn relative to maximum drawdown

5.28

-0.69

+5.97

Martin ratioReturn relative to average drawdown

15.52

-0.98

+16.50

JNJ vs. HBAR-USD - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 3.42, which is higher than the HBAR-USD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of JNJ and HBAR-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JNJ vs. HBAR-USD - Drawdown Comparison

The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for JNJ and HBAR-USD.


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Drawdown Indicators


JNJHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-97.58%

+46.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-73.39%

+62.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-79.29%

+63.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.41%

-92.79%

+74.38%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

Current Drawdown

Current decline from peak

-2.54%

-84.50%

+81.96%

Average Drawdown

Average peak-to-trough decline

-11.90%

-74.51%

+62.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

51.80%

-48.08%

Volatility

JNJ vs. HBAR-USD - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 5.47%, while HederaHashgraph (HBAR-USD) has a volatility of 16.33%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNJHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

16.33%

-10.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

43.30%

-31.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

65.06%

-48.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

85.17%

-68.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

108.57%

-90.09%

Frequently Asked Questions


JNJ and HBAR-USD 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.

HBAR-USD has higher volatility (16.33%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs HBAR-USD's -97.58%.

JNJ currently has the higher Sharpe Ratio (3.42 vs -0.65), 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

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