JNJ vs. NSRGY
Compare and contrast key facts about Johnson & Johnson (JNJ) and Nestlé S.A. (NSRGY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNJ or NSRGY.
Performance
JNJ vs. NSRGY - Performance Comparison
Returns By Period
In the year-to-date period, JNJ achieves a 0.64% return, which is significantly higher than NSRGY's -22.07% return. Over the past 10 years, JNJ has outperformed NSRGY with an annualized return of 6.50%, while NSRGY has yielded a comparatively lower 4.53% annualized return.
JNJ
0.64%
-6.66%
1.24%
6.15%
5.59%
6.50%
NSRGY
-22.07%
-12.12%
-17.67%
-19.08%
-1.08%
4.53%
Fundamentals
| JNJ | NSRGY | |
|---|---|---|
| Market Cap | $373.28B | $227.80B |
| EPS | $5.95 | $4.85 |
| PE Ratio | 25.65 | 18.25 |
| PEG Ratio | 0.92 | 2.32 |
| Total Revenue (TTM) | $87.70B | $91.94B |
| Gross Profit (TTM) | $60.74B | $42.99B |
| EBITDA (TTM) | $31.96B | $19.45B |
Key characteristics
| JNJ | NSRGY | |
|---|---|---|
| Sharpe Ratio | 0.39 | -1.01 |
| Sortino Ratio | 0.69 | -1.40 |
| Omega Ratio | 1.08 | 0.84 |
| Calmar Ratio | 0.33 | -0.59 |
| Martin Ratio | 1.13 | -2.09 |
| Ulcer Index | 5.24% | 9.25% |
| Daily Std Dev | 15.10% | 19.22% |
| Max Drawdown | -38.78% | -41.23% |
| Current Drawdown | -10.90% | -32.99% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between JNJ and NSRGY is 0.27, 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. 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.
Dividends
JNJ vs. NSRGY - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 3.15%, less than NSRGY's 3.91% 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% |
NSRGY Nestlé S.A. | 3.91% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% | 2.96% |
Drawdowns
JNJ vs. NSRGY - Drawdown Comparison
The maximum JNJ drawdown since its inception was -38.78%, smaller than the maximum NSRGY drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for JNJ and NSRGY. For additional features, visit the drawdowns tool.
Volatility
JNJ vs. NSRGY - Volatility Comparison
Johnson & Johnson (JNJ) has a higher volatility of 4.13% compared to Nestlé S.A. (NSRGY) at 3.58%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities