JNJ vs. RR.L
JNJ (Johnson & Johnson) and RR.L (Rolls-Royce Holdings PLC) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while RR.L operates in Aerospace & Defense (Industrials). Over the past 10 years, JNJ returned 10.06%/yr vs 19.65%/yr for RR.L. At a 0.18 correlation, their price movements are largely independent.
Performance
JNJ vs. RR.L - Performance Comparison
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Different Trading Currencies
JNJ is traded in USD, while RR.L is traded in GBp. To make them comparable, the RR.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JNJ achieves a 13.43% return, which is significantly higher than RR.L's 8.99% return. Over the past 10 years, JNJ has underperformed RR.L with an annualized return of 10.06%, while RR.L has yielded a comparatively higher 19.65% annualized return.
JNJ
- 1D
- -0.26%
- 1M
- 5.50%
- YTD
- 13.43%
- 6M
- 16.43%
- 1Y
- 53.49%
- 3Y*
- 16.56%
- 5Y*
- 10.04%
- 10Y*
- 10.06%
RR.L
- 1D
- -0.03%
- 1M
- 1.01%
- YTD
- 8.99%
- 6M
- 14.37%
- 1Y
- 41.49%
- 3Y*
- 108.75%
- 5Y*
- 60.80%
- 10Y*
- 19.65%
JNJ vs. RR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 13.43% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
RR.L Rolls-Royce Holdings PLC | 8.99% | 120.24% | 86.56% | 238.53% | -32.26% | 9.45% | -51.10% | -13.17% | -6.26% | 39.55% |
Correlation
The correlation between JNJ and RR.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.18 |
The correlation between JNJ and RR.L shifts across timeframes, from -0.01 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JNJ:
$567.68B
RR.L:
£105.78B
JNJ:
$8.65
RR.L:
£0.99
JNJ:
26.85
RR.L:
12.70
JNJ:
0.89
RR.L:
0.03
JNJ:
5.86
RR.L:
2.65
JNJ:
6.99
RR.L:
38.81
JNJ:
$96.36B
RR.L:
£40.12B
JNJ:
$66.60B
RR.L:
£10.12B
JNJ:
$31.62B
RR.L:
£9.20B
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Return for Risk
JNJ vs. RR.L — Risk / Return Rank
JNJ
RR.L
JNJ vs. RR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Rolls-Royce Holdings PLC (RR.L). 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.
| JNJ | RR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.09 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.21 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 4.91 | 2.07 | +2.84 |
| Martin ratioReturn relative to average drawdown | 14.52 | 5.93 | +8.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNJ | RR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.19 | 1.10 | +2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.39 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.39 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.20 | +0.34 |
Drawdowns
JNJ vs. RR.L - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum RR.L drawdown of -92.32%. Use the drawdown chart below to compare losses from any high point for JNJ and RR.L.
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Drawdown Indicators
| JNJ | RR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -92.32% | +41.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -19.98% | +9.02% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -23.51% | +7.56% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -64.03% | +45.62% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -89.47% | +62.10% |
Current DrawdownCurrent decline from peak | -6.06% | -7.50% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -36.66% | +24.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 6.97% | -3.27% |
Volatility
JNJ vs. RR.L - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.80%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 12.27%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than RR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | RR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 12.27% | -6.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 32.28% | -19.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 37.67% | -20.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 43.89% | -27.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 50.20% | -31.73% |
Dividends
JNJ vs. RR.L - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.26%, more than RR.L's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.26% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
RR.L Rolls-Royce Holdings PLC | 0.75% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Financials
JNJ vs. RR.L - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and Rolls-Royce Holdings 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.
Total Revenue: Total amount of money received from sales and other business activities
JNJ vs. RR.L - Profitability Comparison
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.
RR.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a gross profit of 3.21B and revenue of 11.72B. Therefore, the gross margin over that period was 27.4%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.
RR.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported an operating income of 3.25B and revenue of 11.72B, resulting in an operating margin of 27.7%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.
RR.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a net income of 1.43B and revenue of 11.72B, resulting in a net margin of 12.2%.
Frequently Asked Questions
JNJ and RR.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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