JNJ vs. IGV
JNJ (Johnson & Johnson) is a stock, while IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index. Over the past 10 years, JNJ returned 10.10%/yr vs 15.60%/yr for IGV. At a 0.30 correlation, their price movements are largely independent.
Performance
JNJ vs. IGV - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 21.57% return, which is significantly higher than IGV's -12.01% return. Over the past 10 years, JNJ has underperformed IGV with an annualized return of 10.10%, while IGV has yielded a comparatively higher 15.60% annualized return.
JNJ
- 1D
- -1.67%
- 1M
- 8.95%
- 6M
- 15.06%
- YTD
- 21.57%
- 1Y
- 55.80%
- 3Y*
- 16.86%
- 5Y*
- 11.06%
- 10Y*
- 10.10%
- ALL TIME*
- 12.23%
IGV
- 1D
- 0.19%
- 1M
- 4.37%
- 6M
- -5.40%
- YTD
- -12.01%
- 1Y
- -16.26%
- 3Y*
- 9.01%
- 5Y*
- 3.20%
- 10Y*
- 15.60%
- ALL TIME*
- 9.30%
JNJ vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 21.57% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
IGV iShares Expanded Tech-Software Sector ETF | -12.01% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
Correlation
The correlation between JNJ and IGV is -0.32, 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 | -0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.30 |
The correlation between JNJ and IGV shifts across timeframes, from -0.32 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. IGV — Risk / Return Rank
JNJ
IGV
JNJ vs. IGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and iShares Expanded Tech-Software Sector ETF (IGV). 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 | IGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.68 | ||
| Sortino ratioReturn per unit of downside risk | +4.95 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 0.92 | +0.61 |
| Calmar ratioReturn relative to maximum drawdown | 5.12 | -0.45 | +5.56 |
| Martin ratioReturn relative to average drawdown | 14.40 | -0.86 | +15.26 |
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Drawdowns
JNJ vs. IGV - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum IGV drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for JNJ and IGV.
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Drawdown Indicators
| JNJ | IGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -63.45% | +12.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -36.61% | +25.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -36.61% | +20.66% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -45.85% | +27.44% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -45.85% | +18.48% |
Current DrawdownCurrent decline from peak | -6.89% | -21.05% | +14.16% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -14.48% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 18.89% | -15.00% |
Volatility
JNJ vs. IGV - Volatility Comparison
Johnson & Johnson (JNJ) has a higher volatility of 9.47% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 7.17%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | IGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 7.17% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 25.18% | -10.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.08% | 28.69% | -10.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 28.08% | -10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 26.41% | -7.71% |
Dividends
JNJ vs. IGV - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.11%, more than IGV's 0.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
JNJ Johnson & Johnson | 2.11% | 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 IGV have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNJ has higher volatility (9.47%) compared to IGV (7.17%). In terms of maximum drawdown, JNJ dropped -50.67% vs IGV's -63.45%.
JNJ currently has the higher Sharpe Ratio (3.11 vs -0.57), 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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