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

Correlation

The correlation between JNJ and NSRGY is 0.33, 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.


Performance

JNJ vs. NSRGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson & Johnson (JNJ) and Nestlé S.A. (NSRGY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JNJ:

0.52

NSRGY:

0.45

Sortino Ratio

JNJ:

0.68

NSRGY:

0.73

Omega Ratio

JNJ:

1.09

NSRGY:

1.09

Calmar Ratio

JNJ:

0.46

NSRGY:

0.23

Martin Ratio

JNJ:

1.21

NSRGY:

0.63

Ulcer Index

JNJ:

6.53%

NSRGY:

13.73%

Daily Std Dev

JNJ:

18.80%

NSRGY:

22.85%

Max Drawdown

JNJ:

-52.60%

NSRGY:

-41.23%

Current Drawdown

JNJ:

-9.02%

NSRGY:

-15.54%

Fundamentals

Market Cap

JNJ:

$368.73B

NSRGY:

$278.39B

EPS

JNJ:

$8.99

NSRGY:

$5.11

PE Ratio

JNJ:

16.96

NSRGY:

20.71

PEG Ratio

JNJ:

1.04

NSRGY:

3.36

PS Ratio

JNJ:

4.13

NSRGY:

3.04

PB Ratio

JNJ:

4.70

NSRGY:

6.21

Total Revenue (TTM)

JNJ:

$89.33B

NSRGY:

$45.23B

Gross Profit (TTM)

JNJ:

$61.01B

NSRGY:

$21.44B

EBITDA (TTM)

JNJ:

$34.70B

NSRGY:

$9.56B

Returns By Period

In the year-to-date period, JNJ achieves a 7.96% return, which is significantly lower than NSRGY's 34.46% return. Over the past 10 years, JNJ has outperformed NSRGY with an annualized return of 7.32%, while NSRGY has yielded a comparatively lower 6.25% annualized return.


JNJ

YTD

7.96%

1M

-0.65%

6M

0.47%

1Y

9.79%

3Y*

-2.44%

5Y*

3.54%

10Y*

7.32%

NSRGY

YTD

34.46%

1M

1.36%

6M

27.21%

1Y

10.20%

3Y*

-1.43%

5Y*

2.52%

10Y*

6.25%

*Annualized

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Johnson & Johnson

Nestlé S.A.

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

Risk-Adjusted Performance

JNJ vs. NSRGY — 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 6464
Overall Rank
The Sharpe Ratio Rank of JNJ is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 6666
Martin Ratio Rank

NSRGY
The Risk-Adjusted Performance Rank of NSRGY is 6060
Overall Rank
The Sharpe Ratio Rank of NSRGY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of NSRGY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of NSRGY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of NSRGY is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NSRGY 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. NSRGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Nestlé S.A. (NSRGY). 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 0.52, which is comparable to the NSRGY Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of JNJ and NSRGY, 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. NSRGY - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 3.27%, more than NSRGY's 3.19% yield.


TTM20242023202220212020201920182017201620152014
JNJ
Johnson & Johnson
3.27%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
NSRGY
Nestlé S.A.
3.19%4.17%2.76%2.64%2.18%2.34%2.24%3.12%2.68%3.16%3.11%3.32%

Drawdowns

JNJ vs. NSRGY - Drawdown Comparison

The maximum JNJ drawdown since its inception was -52.60%, which is greater than NSRGY's maximum drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for JNJ and NSRGY.


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

Volatility

JNJ vs. NSRGY - Volatility Comparison

Johnson & Johnson (JNJ) and Nestlé S.A. (NSRGY) have volatilities of 6.00% and 6.22%, 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.


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Financials

JNJ vs. NSRGY - Financials Comparison

This section allows you to compare key financial metrics between Johnson & Johnson and Nestlé S.A.. 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


15.00B20.00B25.00B30.00B35.00B40.00B45.00B50.00B20212022202320242025
21.89B
45.23B
(JNJ) Total Revenue
(NSRGY) Total Revenue
Values in USD except per share items