JNJ vs. HO.PA
JNJ (Johnson & Johnson) and HO.PA (Thales S.A.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while HO.PA operates in Aerospace & Defense (Industrials). Over the past 10 years, JNJ returned 10.06%/yr vs 13.97%/yr for HO.PA. At a 0.18 correlation, their price movements are largely independent.
Performance
JNJ vs. HO.PA - Performance Comparison
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Different Trading Currencies
JNJ is traded in USD, while HO.PA is traded in EUR. To make them comparable, the HO.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JNJ achieves a 13.43% return, which is significantly higher than HO.PA's 0.29% return. Over the past 10 years, JNJ has underperformed HO.PA with an annualized return of 10.06%, while HO.PA has yielded a comparatively higher 13.97% annualized return.
JNJ
- 1D
- -0.26%
- 1M
- 5.50%
- YTD
- 13.43%
- 6M
- 16.43%
- 1Y
- 53.49%
- 3Y*
- 16.56%
- 5Y*
- 10.04%
- 10Y*
- 10.06%
HO.PA
- 1D
- 2.38%
- 1M
- 0.78%
- YTD
- 0.29%
- 6M
- 2.47%
- 1Y
- -8.74%
- 3Y*
- 25.95%
- 5Y*
- 23.57%
- 10Y*
- 13.97%
JNJ vs. HO.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 13.43% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
HO.PA Thales S.A. | 0.29% | 90.97% | -0.78% | 18.41% | 53.36% | -4.66% | -11.42% | -9.02% | 10.01% | 13.33% |
Correlation
The correlation between JNJ and HO.PA is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.18 |
The correlation between JNJ and HO.PA shifts across timeframes, from 0.04 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. HO.PA — Risk / Return Rank
JNJ
HO.PA
JNJ vs. HO.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Thales S.A. (HO.PA). 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.
| JNJ | HO.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.53 | ||
| Sortino ratioReturn per unit of downside risk | +4.92 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 0.97 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 4.91 | -0.54 | +5.45 |
| Martin ratioReturn relative to average drawdown | 14.52 | -0.99 | +15.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNJ | HO.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.19 | -0.34 | +3.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.79 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.48 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.37 | +0.17 |
Drawdowns
JNJ vs. HO.PA - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum HO.PA drawdown of -56.96%. Use the drawdown chart below to compare losses from any high point for JNJ and HO.PA.
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Drawdown Indicators
| JNJ | HO.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -56.96% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -20.33% | +9.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -24.08% | +8.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -25.64% | +7.23% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -56.96% | +29.59% |
Current DrawdownCurrent decline from peak | -6.06% | -15.00% | +8.94% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -18.37% | +6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 10.12% | -6.42% |
Volatility
JNJ vs. HO.PA - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.80%, while Thales S.A. (HO.PA) has a volatility of 8.91%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than HO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | HO.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 8.91% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 24.06% | -11.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 32.36% | -15.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 29.45% | -12.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 28.72% | -10.25% |
Dividends
JNJ vs. HO.PA - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.26%, more than HO.PA's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HO.PA Thales S.A. | 1.70% | 1.65% | 2.49% | 2.27% | 2.23% | 2.62% | 0.53% | 2.36% | 1.76% | 1.84% | 1.53% | 1.64% |
JNJ Johnson & Johnson | 2.26% | 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. HO.PA - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and Thales S.A.. 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
Frequently Asked Questions
JNJ and HO.PA have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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