JNJ vs. MGV
Compare and contrast key facts about Johnson & Johnson (JNJ) and Vanguard Mega Cap Value ETF (MGV).
MGV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Value Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNJ or MGV.
Performance
JNJ vs. MGV - Performance Comparison
Returns By Period
In the year-to-date period, JNJ achieves a 0.64% return, which is significantly lower than MGV's 20.99% return. Over the past 10 years, JNJ has underperformed MGV with an annualized return of 6.50%, while MGV has yielded a comparatively higher 10.77% annualized return.
JNJ
0.64%
-6.66%
1.24%
6.15%
5.59%
6.50%
MGV
20.99%
-0.55%
9.31%
28.70%
11.75%
10.77%
Key characteristics
| JNJ | MGV | |
|---|---|---|
| Sharpe Ratio | 0.39 | 2.95 |
| Sortino Ratio | 0.69 | 4.17 |
| Omega Ratio | 1.08 | 1.54 |
| Calmar Ratio | 0.33 | 5.93 |
| Martin Ratio | 1.13 | 19.22 |
| Ulcer Index | 5.24% | 1.52% |
| Daily Std Dev | 15.10% | 9.95% |
| Max Drawdown | -38.78% | -56.31% |
| Current Drawdown | -10.90% | -1.34% |
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Correlation
The correlation between JNJ and MGV is 0.57, 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.
Risk-Adjusted Performance
JNJ vs. MGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Vanguard Mega Cap Value ETF (MGV). 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. MGV - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 3.15%, more than MGV's 2.25% 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% |
MGV Vanguard Mega Cap Value ETF | 2.25% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
Drawdowns
JNJ vs. MGV - Drawdown Comparison
The maximum JNJ drawdown since its inception was -38.78%, smaller than the maximum MGV drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for JNJ and MGV. For additional features, visit the drawdowns tool.
Volatility
JNJ vs. MGV - Volatility Comparison
Johnson & Johnson (JNJ) has a higher volatility of 4.13% compared to Vanguard Mega Cap Value ETF (MGV) at 3.70%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.