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JNJ vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JNJ vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson & Johnson (JNJ) and iShares Expanded Tech-Software Sector ETF (IGV). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNJ vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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: 9696
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9595
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9595
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 55
Overall Rank
IGV Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 55
Sortino Ratio Rank
IGV Omega Ratio Rank: 55
Omega Ratio Rank
IGV Calmar Ratio Rank: 66
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
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. 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.


JNJIGVDifference
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

JNJ vs. IGV - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 3.11, which is higher than the IGV Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of JNJ and IGV, 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. 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


JNJIGVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.89%

-21.05%

+14.16%

Average Drawdown

Average peak-to-trough decline

-11.88%

-14.48%

+2.60%

Ulcer Index

Depth 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


JNJIGVDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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