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JNJ vs. MDT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

JNJ vs. MDT - Performance Comparison

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

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JNJ vs. MDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNJ
Johnson & Johnson
18.74%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%
MDT
Medtronic plc
-9.06%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%

Fundamentals

Market Cap

JNJ:

$596.19B

MDT:

$111.62B

EPS

JNJ:

$11.04

MDT:

$3.58

PE Ratio

JNJ:

22.15

MDT:

24.18

PEG Ratio

JNJ:

0.74

MDT:

2.18

PS Ratio

JNJ:

6.30

MDT:

3.14

Total Revenue (TTM)

JNJ:

$94.19B

MDT:

$35.48B

Gross Profit (TTM)

JNJ:

$68.56B

MDT:

$5.78B

EBITDA (TTM)

JNJ:

$39.85B

MDT:

$7.11B

Returns By Period

In the year-to-date period, JNJ achieves a 18.74% return, which is significantly higher than MDT's -9.06% return. Over the past 10 years, JNJ has outperformed MDT with an annualized return of 11.41%, while MDT has yielded a comparatively lower 4.10% annualized return.


JNJ

1D
0.80%
1M
-1.61%
YTD
18.74%
6M
33.37%
1Y
51.50%
3Y*
19.92%
5Y*
11.57%
10Y*
11.41%

MDT

1D
1.06%
1M
-10.55%
YTD
-9.06%
6M
-7.60%
1Y
-0.51%
3Y*
5.82%
5Y*
-3.11%
10Y*
4.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JNJ vs. MDT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNJ
JNJ Risk / Return Rank: 9494
Overall Rank
JNJ Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9595
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9696
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9393
Martin Ratio Rank

MDT
MDT Risk / Return Rank: 4040
Overall Rank
MDT Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 3333
Sortino Ratio Rank
MDT Omega Ratio Rank: 3333
Omega Ratio Rank
MDT Calmar Ratio Rank: 4646
Calmar Ratio Rank
MDT Martin Ratio Rank: 4646
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. MDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Medtronic plc (MDT). 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.


JNJMDTDifference

Sharpe ratio

Return per unit of total volatility

2.71

-0.02

+2.73

Sortino ratio

Return per unit of downside risk

3.40

0.11

+3.29

Omega ratio

Gain probability vs. loss probability

1.52

1.01

+0.50

Calmar ratio

Return relative to maximum drawdown

4.55

0.11

+4.44

Martin ratio

Return relative to average drawdown

13.23

0.32

+12.91

JNJ vs. MDT - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 2.71, which is higher than the MDT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of JNJ and MDT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JNJMDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

-0.02

+2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

-0.15

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.18

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.48

+0.07

Correlation

The correlation between JNJ and MDT is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JNJ vs. MDT - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 2.13%, less than MDT's 3.28% yield.


TTM20252024202320222021202020192018201720162015
JNJ
Johnson & Johnson
2.13%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%
MDT
Medtronic plc
3.28%2.95%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%

Drawdowns

JNJ vs. MDT - Drawdown Comparison

The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum MDT drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for JNJ and MDT.


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Drawdown Indicators


JNJMDTDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-57.63%

+6.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-17.61%

+9.19%

Max Drawdown (5Y)

Largest decline over 5 years

-18.41%

-45.10%

+26.69%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-45.10%

+17.73%

Current Drawdown

Current decline from peak

-1.66%

-25.69%

+24.03%

Average Drawdown

Average peak-to-trough decline

-11.90%

-16.48%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

6.27%

-2.23%

Volatility

JNJ vs. MDT - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 4.48%, while Medtronic plc (MDT) has a volatility of 5.55%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNJMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

5.55%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

13.84%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.14%

20.72%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

21.41%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

23.00%

-4.67%

Financials

JNJ vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between Johnson & Johnson and Medtronic plc. 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


10.00B15.00B20.00B25.00B202120222023202420252026
24.56B
9.02B
(JNJ) Total Revenue
(MDT) Total Revenue
Values in USD except per share items