JNJ vs. MDT
Compare and contrast key facts about Johnson & Johnson (JNJ) and Medtronic plc (MDT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNJ or MDT.
Performance
JNJ vs. MDT - Performance Comparison
Returns By Period
In the year-to-date period, JNJ achieves a 0.64% return, which is significantly lower than MDT's 9.42% return. Over the past 10 years, JNJ has outperformed MDT with an annualized return of 6.50%, while MDT has yielded a comparatively lower 4.53% annualized return.
JNJ
0.64%
-6.66%
1.24%
6.15%
5.59%
6.50%
MDT
9.42%
-4.68%
4.05%
21.59%
-1.90%
4.53%
Fundamentals
| JNJ | MDT | |
|---|---|---|
| Market Cap | $373.28B | $113.25B |
| EPS | $5.95 | $2.97 |
| PE Ratio | 25.65 | 29.73 |
| PEG Ratio | 0.92 | 1.63 |
| Total Revenue (TTM) | $87.70B | $24.59B |
| Gross Profit (TTM) | $60.74B | $15.22B |
| EBITDA (TTM) | $31.96B | $5.69B |
Key characteristics
| JNJ | MDT | |
|---|---|---|
| Sharpe Ratio | 0.39 | 1.20 |
| Sortino Ratio | 0.69 | 1.76 |
| Omega Ratio | 1.08 | 1.22 |
| Calmar Ratio | 0.33 | 0.52 |
| Martin Ratio | 1.13 | 4.40 |
| Ulcer Index | 5.24% | 4.86% |
| Daily Std Dev | 15.10% | 17.89% |
| Max Drawdown | -38.78% | -57.63% |
| Current Drawdown | -10.90% | -28.12% |
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Correlation
The correlation between JNJ and MDT is 0.38, 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.
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.
Dividends
JNJ vs. MDT - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 3.15%, which matches MDT's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 3.15% | 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 | 3.16% | 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 -38.78%, 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.
Volatility
JNJ vs. MDT - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 4.13%, while Medtronic plc (MDT) has a volatility of 4.87%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities