PortfoliosLab logoPortfoliosLab logo
JNJ vs. HON
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JNJ vs. HON - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, JNJ achieves a 17.68% return, which is significantly higher than HON's 14.11% return. Both investments have delivered pretty close results over the past 10 years, with JNJ having a 10.46% annualized return and HON not far behind at 10.02%.


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%

HON

1D
0.54%
1M
1.63%
YTD
14.11%
6M
14.95%
1Y
5.66%
3Y*
7.43%
5Y*
2.86%
10Y*
10.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNJ vs. HON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNJ
Johnson & Johnson
17.68%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%
HON
Honeywell International Inc
14.11%-6.37%10.02%0.02%4.90%-0.29%22.97%36.70%-8.27%35.10%

Correlation

The correlation between JNJ and HON is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

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

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1970

0.31

The correlation between JNJ and HON shifts across timeframes, from 0.17 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

JNJ:

$588.98B

HON:

$140.65B

EPS

JNJ:

$8.65

HON:

$6.42

PE Ratio

JNJ:

27.85

HON:

34.34

PS Ratio

JNJ:

6.08

HON:

3.83

PB Ratio

JNJ:

7.25

HON:

6.60

Total Revenue (TTM)

JNJ:

$96.36B

HON:

$36.76B

Gross Profit (TTM)

JNJ:

$66.60B

HON:

$13.58B

EBITDA (TTM)

JNJ:

$31.62B

HON:

$6.55B

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. HON — 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

HON
HON Risk / Return Rank: 4848
Overall Rank
HON Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HON Sortino Ratio Rank: 4444
Sortino Ratio Rank
HON Omega Ratio Rank: 4444
Omega Ratio Rank
HON Calmar Ratio Rank: 5151
Calmar Ratio Rank
HON Martin Ratio Rank: 4949
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. HON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Honeywell International Inc (HON). 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.


JNJHONDifference
Sharpe ratioReturn per unit of total volatility

+3.18

Sortino ratioReturn per unit of downside risk

+4.42

Omega ratioGain probability vs. loss probability

1.61

1.06

+0.55

Calmar ratioReturn relative to maximum drawdown

5.28

0.34

+4.94

Martin ratioReturn relative to average drawdown

15.52

0.59

+14.94

JNJ vs. HON - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 3.42, which is higher than the HON Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of JNJ and HON, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JNJ vs. HON - Drawdown Comparison

The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum HON drawdown of -70.09%. Use the drawdown chart below to compare losses from any high point for JNJ and HON.


Loading charts...

Drawdown Indicators


JNJHONDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-70.09%

+19.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-16.54%

+5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-22.10%

+6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.41%

-27.13%

+8.72%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-43.01%

+15.64%

Current Drawdown

Current decline from peak

-2.54%

-10.69%

+8.15%

Average Drawdown

Average peak-to-trough decline

-11.90%

-20.28%

+8.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

9.68%

-5.96%

Volatility

JNJ vs. HON - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 5.47%, while Honeywell International Inc (HON) has a volatility of 11.56%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than HON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JNJHONDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

11.56%

-6.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

18.95%

-6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

24.12%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

22.02%

-5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

23.64%

-5.16%

Dividends

JNJ vs. HON - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 2.18%, more than HON's 2.10% yield.


PositionTTM20252024202320222021202020192018201720162015
HON
Honeywell International Inc
2.10%2.25%1.93%1.99%1.85%1.81%1.71%1.90%2.24%1.79%2.11%2.07%
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%

Financials

JNJ vs. HON - Financials Comparison

This section allows you to compare key financial metrics between Johnson & Johnson and Honeywell International Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00B25.00B20222023202420252026
24.06B
9.14B
(JNJ) Total Revenue
(HON) Total Revenue
Values in USD except per share items

JNJ vs. HON - Profitability Comparison

The chart below illustrates the profitability comparison between Johnson & Johnson and Honeywell International Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
71.5%
38.7%
Portfolio components
JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.

HON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Honeywell International Inc reported a gross profit of 3.54B and revenue of 9.14B. Therefore, the gross margin over that period was 38.7%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.

HON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Honeywell International Inc reported an operating income of 886.00M and revenue of 9.14B, resulting in an operating margin of 9.7%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.

HON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Honeywell International Inc reported a net income of 821.00M and revenue of 9.14B, resulting in a net margin of 9.0%.


Frequently Asked Questions


JNJ and HON have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HON has higher volatility (11.56%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs HON's -70.09%.

JNJ currently has the higher Sharpe Ratio (3.42 vs 0.24), 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

Find the right allocation for JNJ and HON

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