JNJ vs. LDOS
JNJ (Johnson & Johnson) and LDOS (Leidos Holdings, Inc.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while LDOS operates in Information Technology Services (Technology). Over the past 10 years, JNJ returned 10.71%/yr vs 13.14%/yr for LDOS. At a 0.32 correlation, their price movements are largely independent.
Performance
JNJ vs. LDOS - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 28.69% return, which is significantly higher than LDOS's -37.46% return. Over the past 10 years, JNJ has underperformed LDOS with an annualized return of 10.71%, while LDOS has yielded a comparatively higher 13.14% annualized return.
JNJ
- 1D
- 1.59%
- 1M
- 9.29%
- 6M
- 20.98%
- YTD
- 28.69%
- 1Y
- 59.22%
- 3Y*
- 18.59%
- 5Y*
- 12.03%
- 10Y*
- 10.71%
- ALL TIME*
- 12.34%
LDOS
- 1D
- 1.64%
- 1M
- 7.50%
- 6M
- -41.01%
- YTD
- -37.46%
- 1Y
- -30.59%
- 3Y*
- 7.96%
- 5Y*
- 2.36%
- 10Y*
- 13.14%
- ALL TIME*
- 6.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.16B | $2.18B | $1.96B | |
| $148.99M | $168.63M | $186.82M |
JNJ vs. LDOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 28.69% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
LDOS Leidos Holdings, Inc. | -37.46% | 26.50% | 34.52% | 4.50% | 20.04% | -14.20% | 8.95% | 88.82% | -16.72% | 29.14% |
Correlation
The correlation between JNJ and LDOS is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2006 | 0.32 |
Over the past year, the correlation between JNJ and LDOS has dropped to 0.10 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
JNJ:
$634.06B
LDOS:
$14.11B
JNJ:
$8.63
LDOS:
$10.92
JNJ:
30.53
LDOS:
10.27
JNJ:
1.02
LDOS:
0.08
JNJ:
6.56
LDOS:
0.84
JNJ:
7.56
LDOS:
2.86
JNJ:
$97.93B
LDOS:
$17.33B
JNJ:
$68.99B
LDOS:
$3.04B
JNJ:
$31.92B
LDOS:
$2.34B
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Return for Risk
JNJ vs. LDOS — Risk / Return Rank
JNJ
LDOS
JNJ vs. LDOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Leidos Holdings, Inc. (LDOS). 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 | LDOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.27 | ||
| Sortino ratioReturn per unit of downside risk | +5.81 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 0.83 | +0.73 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | -0.62 | +6.05 |
| Martin ratioReturn relative to average drawdown | 15.17 | -1.41 | +16.58 |
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Drawdowns
JNJ vs. LDOS - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum LDOS drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for JNJ and LDOS.
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Drawdown Indicators
| JNJ | LDOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -54.72% | +4.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -49.47% | +38.51% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -49.47% | +33.52% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -49.47% | +31.06% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -49.47% | +22.10% |
Current DrawdownCurrent decline from peak | -1.44% | -43.34% | +41.90% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -19.83% | +7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 21.69% | -17.77% |
Volatility
JNJ vs. LDOS - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 8.75%, while Leidos Holdings, Inc. (LDOS) has a volatility of 9.34%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than LDOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | LDOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 9.34% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 26.26% | -11.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 31.22% | -13.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 27.14% | -9.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 27.57% | -8.86% |
Dividends
JNJ vs. LDOS - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 1.99%, more than LDOS's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 1.99% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
LDOS Leidos Holdings, Inc. | 1.51% | 0.90% | 1.07% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% |
Financials
JNJ vs. LDOS - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and Leidos Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
JNJ vs. LDOS - Profitability Comparison
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.
LDOS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Leidos Holdings, Inc. reported a gross profit of 761.00M and revenue of 4.40B. Therefore, the gross margin over that period was 17.3%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.
LDOS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Leidos Holdings, Inc. reported an operating income of 508.00M and revenue of 4.40B, resulting in an operating margin of 11.6%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.
LDOS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Leidos Holdings, Inc. reported a net income of 328.00M and revenue of 4.40B, resulting in a net margin of 7.5%.
Frequently Asked Questions
JNJ and LDOS have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDOS has higher volatility (9.34%) compared to JNJ (8.75%). In terms of maximum drawdown, JNJ dropped -50.67% vs LDOS's -54.72%.
JNJ currently has the higher Sharpe Ratio (3.28 vs -0.98), 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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