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JNJ vs. MDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JNJ and MDT is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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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Key characteristics

Sharpe Ratio

JNJ:

0.55

MDT:

0.30

Sortino Ratio

JNJ:

0.89

MDT:

0.44

Omega Ratio

JNJ:

1.12

MDT:

1.06

Calmar Ratio

JNJ:

0.64

MDT:

0.12

Martin Ratio

JNJ:

1.68

MDT:

0.71

Ulcer Index

JNJ:

6.54%

MDT:

6.50%

Daily Std Dev

JNJ:

18.83%

MDT:

21.57%

Max Drawdown

JNJ:

-52.60%

MDT:

-57.63%

Current Drawdown

JNJ:

-8.05%

MDT:

-31.03%

Fundamentals

Market Cap

JNJ:

$373.45B

MDT:

$106.37B

EPS

JNJ:

$9.08

MDT:

$3.63

PE Ratio

JNJ:

17.09

MDT:

22.86

PEG Ratio

JNJ:

1.06

MDT:

2.38

PS Ratio

JNJ:

4.18

MDT:

3.17

PB Ratio

JNJ:

4.78

MDT:

2.22

Total Revenue (TTM)

JNJ:

$89.33B

MDT:

$24.61B

Gross Profit (TTM)

JNJ:

$61.01B

MDT:

$15.68B

EBITDA (TTM)

JNJ:

$34.70B

MDT:

$6.89B

Returns By Period

In the year-to-date period, JNJ achieves a 9.11% return, which is significantly higher than MDT's 4.70% return. Over the past 10 years, JNJ has outperformed MDT with an annualized return of 7.44%, while MDT has yielded a comparatively lower 3.33% annualized return.


JNJ

YTD

9.11%

1M

1.35%

6M

1.79%

1Y

9.27%

3Y*

-1.81%

5Y*

3.76%

10Y*

7.44%

MDT

YTD

4.70%

1M

-0.69%

6M

-2.52%

1Y

5.42%

3Y*

-2.92%

5Y*

-0.57%

10Y*

3.33%

*Annualized

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Johnson & Johnson

Medtronic plc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 6868
Overall Rank
The Sharpe Ratio Rank of JNJ is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 6262
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 7070
Martin Ratio Rank

MDT
The Risk-Adjusted Performance Rank of MDT is 5555
Overall Rank
The Sharpe Ratio Rank of MDT is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 4949
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 6060
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.


The current JNJ Sharpe Ratio is 0.55, which is higher than the MDT Sharpe Ratio of 0.30. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JNJ vs. MDT - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 3.23%, less than MDT's 3.37% yield.


TTM20242023202220212020201920182017201620152014
JNJ
Johnson & Johnson
3.23%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
3.37%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JNJ vs. MDT - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 6.09%, while Medtronic plc (MDT) has a volatility of 7.35%. 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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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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
21.89B
8.29B
(JNJ) Total Revenue
(MDT) Total Revenue
Values in USD except per share items

JNJ vs. MDT - Profitability Comparison

The chart below illustrates the profitability comparison between Johnson & Johnson and Medtronic plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%62.0%64.0%66.0%68.0%70.0%20212022202320242025
66.4%
66.5%
(JNJ) Gross Margin
(MDT) Gross Margin
JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Johnson & Johnson reported a gross profit of 14.54B and revenue of 21.89B. Therefore, the gross margin over that period was 66.4%.

MDT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Medtronic plc reported a gross profit of 5.51B and revenue of 8.29B. Therefore, the gross margin over that period was 66.5%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Johnson & Johnson reported an operating income of 6.30B and revenue of 21.89B, resulting in an operating margin of 28.8%.

MDT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Medtronic plc reported an operating income of 1.65B and revenue of 8.29B, resulting in an operating margin of 19.9%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Johnson & Johnson reported a net income of 11.00B and revenue of 21.89B, resulting in a net margin of 50.2%.

MDT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Medtronic plc reported a net income of 1.29B and revenue of 8.29B, resulting in a net margin of 15.6%.