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JNJ vs. ORCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JNJ vs. ORCL - Performance Comparison

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

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Returns By Period

In the year-to-date period, JNJ achieves a 17.68% return, which is significantly higher than ORCL's -4.95% return. Over the past 10 years, JNJ has underperformed ORCL with an annualized return of 10.46%, while ORCL has yielded a comparatively higher 18.60% annualized return.


JNJ

1D
1.07%
1M
5.14%
YTD
17.68%
6M
15.11%
1Y
57.60%
3Y*
17.82%
5Y*
10.94%
10Y*
10.46%

ORCL

1D
0.02%
1M
-2.97%
YTD
-4.95%
6M
-2.48%
1Y
-6.95%
3Y*
17.80%
5Y*
18.90%
10Y*
18.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNJ vs. ORCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNJ
Johnson & Johnson
17.68%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%
ORCL
Oracle Corporation
-4.95%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%

Correlation

The correlation between JNJ and ORCL is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.25

Correlation (3Y)
Calculated over the trailing 3-year period

-0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 12, 1986

0.24

The correlation between JNJ and ORCL shifts across timeframes, from -0.25 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

JNJ:

$588.98B

ORCL:

$536.74B

EPS

JNJ:

$8.65

ORCL:

$5.86

PE Ratio

JNJ:

27.85

ORCL:

31.41

PEG Ratio

JNJ:

0.93

ORCL:

1.29

PS Ratio

JNJ:

6.08

ORCL:

7.97

PB Ratio

JNJ:

7.25

ORCL:

12.47

Total Revenue (TTM)

JNJ:

$96.36B

ORCL:

$67.36B

Gross Profit (TTM)

JNJ:

$66.60B

ORCL:

$79.58B

EBITDA (TTM)

JNJ:

$31.62B

ORCL:

$6.20B

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Return for Risk

JNJ vs. ORCL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNJ
JNJ Risk / Return Rank: 9696
Overall Rank
JNJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9494
Martin Ratio Rank

ORCL
ORCL Risk / Return Rank: 3939
Overall Rank
ORCL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 4040
Sortino Ratio Rank
ORCL Omega Ratio Rank: 3939
Omega Ratio Rank
ORCL Calmar Ratio Rank: 3939
Calmar Ratio Rank
ORCL Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNJ vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Oracle Corporation (ORCL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JNJORCLDifference
Sharpe ratioReturn per unit of total volatility

+3.53

Sortino ratioReturn per unit of downside risk

+4.61

Omega ratioGain probability vs. loss probability

1.61

1.04

+0.57

Calmar ratioReturn relative to maximum drawdown

5.28

-0.12

+5.40

Martin ratioReturn relative to average drawdown

15.52

-0.20

+15.72

JNJ vs. ORCL - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 3.42, which is higher than the ORCL Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of JNJ and ORCL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JNJ vs. ORCL - Drawdown Comparison

The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for JNJ and ORCL.


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Drawdown Indicators


JNJORCLDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-84.19%

+33.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-58.25%

+47.29%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-58.25%

+42.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.41%

-58.25%

+39.84%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-58.25%

+30.88%

Current Drawdown

Current decline from peak

-2.54%

-43.48%

+40.94%

Average Drawdown

Average peak-to-trough decline

-11.90%

-29.11%

+17.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

35.41%

-31.69%

Volatility

JNJ vs. ORCL - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 5.47%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNJORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

23.44%

-17.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

43.42%

-31.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

65.91%

-48.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

42.16%

-25.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

35.12%

-16.64%

Dividends

JNJ vs. ORCL - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 2.18%, more than ORCL's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
JNJ
Johnson & Johnson
2.18%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%
ORCL
Oracle Corporation
1.09%0.97%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%

Financials

JNJ vs. ORCL - Financials Comparison

This section allows you to compare key financial metrics between Johnson & Johnson and Oracle Corporation. 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


10.00B15.00B20.00B25.00B20222023202420252026
24.06B
19.18B
(JNJ) Total Revenue
(ORCL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


JNJ and ORCL have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ORCL has higher volatility (23.44%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs ORCL's -84.19%.

JNJ currently has the higher Sharpe Ratio (3.42 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for JNJ and ORCL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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