PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JNJ vs. MDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JNJ and MDT is 0.36, 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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-5.96%
6.84%
JNJ
MDT

Key characteristics

Sharpe Ratio

JNJ:

-0.51

MDT:

0.06

Sortino Ratio

JNJ:

-0.66

MDT:

0.21

Omega Ratio

JNJ:

0.92

MDT:

1.03

Calmar Ratio

JNJ:

-0.44

MDT:

0.03

Martin Ratio

JNJ:

-1.16

MDT:

0.16

Ulcer Index

JNJ:

6.81%

MDT:

6.25%

Daily Std Dev

JNJ:

15.39%

MDT:

18.38%

Max Drawdown

JNJ:

-52.60%

MDT:

-57.63%

Current Drawdown

JNJ:

-15.52%

MDT:

-29.58%

Fundamentals

Market Cap

JNJ:

$349.03B

MDT:

$109.51B

EPS

JNJ:

$6.05

MDT:

$3.27

PE Ratio

JNJ:

23.96

MDT:

26.12

PEG Ratio

JNJ:

0.87

MDT:

1.45

Total Revenue (TTM)

JNJ:

$66.30B

MDT:

$33.00B

Gross Profit (TTM)

JNJ:

$45.96B

MDT:

$20.67B

EBITDA (TTM)

JNJ:

$22.61B

MDT:

$9.19B

Returns By Period

In the year-to-date period, JNJ achieves a 0.24% return, which is significantly lower than MDT's 6.91% return. Over the past 10 years, JNJ has outperformed MDT with an annualized return of 6.28%, while MDT has yielded a comparatively lower 4.17% annualized return.


JNJ

YTD

0.24%

1M

0.78%

6M

-5.96%

1Y

-6.83%

5Y*

2.24%

10Y*

6.28%

MDT

YTD

6.91%

1M

5.89%

6M

6.84%

1Y

2.05%

5Y*

-3.74%

10Y*

4.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JNJ vs. MDT — Risk-Adjusted Performance Rank

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

JNJ
The Risk-Adjusted Performance Rank of JNJ is 2020
Overall Rank
The Sharpe Ratio Rank of JNJ is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 1818
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 1919
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 2121
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 1919
Martin Ratio Rank

MDT
The Risk-Adjusted Performance Rank of MDT is 4646
Overall Rank
The Sharpe Ratio Rank of MDT is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 4040
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 4949
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JNJ vs. MDT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for JNJ, currently valued at -0.51, compared to the broader market-2.000.002.00-0.510.06
The chart of Sortino ratio for JNJ, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.660.21
The chart of Omega ratio for JNJ, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.03
The chart of Calmar ratio for JNJ, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.440.03
The chart of Martin ratio for JNJ, currently valued at -1.16, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.160.16
JNJ
MDT

The current JNJ Sharpe Ratio is -0.51, which is lower than the MDT Sharpe Ratio of 0.06. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.51
0.06
JNJ
MDT

Dividends

JNJ vs. MDT - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 3.39%, more than MDT's 3.27% yield.


TTM20242023202220212020201920182017201620152014
JNJ
Johnson & Johnson
3.39%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
MDT
Medtronic plc
3.27%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%

Drawdowns

JNJ vs. MDT - Drawdown Comparison

The maximum JNJ drawdown since its inception was -52.60%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.52%
-29.58%
JNJ
MDT

Volatility

JNJ vs. MDT - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 5.21%, while Medtronic plc (MDT) has a volatility of 7.11%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.21%
7.11%
JNJ
MDT

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab