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.

20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%JulyAugustSeptemberOctoberNovemberDecember
18,541.34%
110,744.88%
JNJ
MDT

Key characteristics

Sharpe Ratio

JNJ:

-0.26

MDT:

-0.02

Sortino Ratio

JNJ:

-0.27

MDT:

0.09

Omega Ratio

JNJ:

0.97

MDT:

1.01

Calmar Ratio

JNJ:

-0.22

MDT:

-0.01

Martin Ratio

JNJ:

-0.67

MDT:

-0.07

Ulcer Index

JNJ:

5.90%

MDT:

5.50%

Daily Std Dev

JNJ:

15.19%

MDT:

17.53%

Max Drawdown

JNJ:

-52.60%

MDT:

-57.63%

Current Drawdown

JNJ:

-15.65%

MDT:

-34.58%

Fundamentals

Market Cap

JNJ:

$352.50B

MDT:

$104.34B

EPS

JNJ:

$6.06

MDT:

$3.27

PE Ratio

JNJ:

24.16

MDT:

24.88

PEG Ratio

JNJ:

0.88

MDT:

1.49

Total Revenue (TTM)

JNJ:

$87.70B

MDT:

$33.00B

Gross Profit (TTM)

JNJ:

$60.56B

MDT:

$20.67B

EBITDA (TTM)

JNJ:

$29.51B

MDT:

$9.19B

Returns By Period

In the year-to-date period, JNJ achieves a -4.73% return, which is significantly lower than MDT's -0.40% return. Over the past 10 years, JNJ has outperformed MDT with an annualized return of 6.11%, while MDT has yielded a comparatively lower 3.19% annualized return.


JNJ

YTD

-4.73%

1M

-5.72%

6M

0.94%

1Y

-4.56%

5Y*

2.64%

10Y*

6.11%

MDT

YTD

-0.40%

1M

-8.63%

6M

2.04%

1Y

-0.02%

5Y*

-4.19%

10Y*

3.19%

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 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 -0.26, compared to the broader market-4.00-2.000.002.00-0.26-0.02
The chart of Sortino ratio for JNJ, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.00-0.270.09
The chart of Omega ratio for JNJ, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.01
The chart of Calmar ratio for JNJ, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22-0.01
The chart of Martin ratio for JNJ, currently valued at -0.67, compared to the broader market0.0010.0020.00-0.67-0.07
JNJ
MDT

The current JNJ Sharpe Ratio is -0.26, which is lower 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
-0.02
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 2.61% yield.


TTM20232022202120202019201820172016201520142013
JNJ
Johnson & Johnson
3.39%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
MDT
Medtronic plc
2.61%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%

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%JulyAugustSeptemberOctoberNovemberDecember
-15.65%
-34.58%
JNJ
MDT

Volatility

JNJ vs. MDT - Volatility Comparison

Johnson & Johnson (JNJ) and Medtronic plc (MDT) have volatilities of 4.41% and 4.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.41%
4.51%
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 © 2024 PortfoliosLab