JNJ vs. SCL
JNJ (Johnson & Johnson) and SCL (Stepan Company) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while SCL operates in Specialty Chemicals (Basic Materials). Over the past 10 years, JNJ returned 10.06%/yr vs -0.19%/yr for SCL. At a 0.19 correlation, their price movements are largely independent.
Performance
JNJ vs. SCL - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 13.43% return, which is significantly higher than SCL's 10.27% return. Over the past 10 years, JNJ has outperformed SCL with an annualized return of 10.06%, while SCL has yielded a comparatively lower -0.19% 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%
SCL
- 1D
- 0.29%
- 1M
- -2.10%
- YTD
- 10.27%
- 6M
- 17.06%
- 1Y
- -3.04%
- 3Y*
- -17.43%
- 5Y*
- -15.44%
- 10Y*
- -0.19%
JNJ vs. SCL - 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% |
SCL Stepan Company | 10.27% | -24.60% | -30.29% | -9.74% | -12.91% | 5.24% | 17.75% | 39.96% | -5.21% | -2.06% |
Correlation
The correlation between JNJ and SCL is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.19 |
The correlation between JNJ and SCL shifts across timeframes, from 0.10 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
JNJ:
$567.68B
SCL:
$1.18B
JNJ:
$8.65
SCL:
-$0.62
JNJ:
5.86
SCL:
0.50
JNJ:
6.99
SCL:
0.99
JNJ:
$96.36B
SCL:
$2.34B
JNJ:
$66.60B
SCL:
$259.28M
JNJ:
$31.62B
SCL:
$96.49M
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Return for Risk
JNJ vs. SCL — Risk / Return Rank
JNJ
SCL
JNJ vs. SCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Stepan Company (SCL). 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 | SCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.28 | ||
| Sortino ratioReturn per unit of downside risk | +4.51 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.02 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 4.91 | -0.09 | +5.00 |
| Martin ratioReturn relative to average drawdown | 14.52 | -0.16 | +14.67 |
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 | SCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.19 | -0.08 | +3.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.51 | +1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | -0.01 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.25 | +0.29 |
Drawdowns
JNJ vs. SCL - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum SCL drawdown of -66.78%. Use the drawdown chart below to compare losses from any high point for JNJ and SCL.
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Drawdown Indicators
| JNJ | SCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -66.78% | +16.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -32.78% | +21.82% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -54.78% | +38.83% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -65.22% | +46.81% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -66.78% | +39.41% |
Current DrawdownCurrent decline from peak | -6.06% | -58.63% | +52.57% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -16.99% | +5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 19.37% | -15.67% |
Volatility
JNJ vs. SCL - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.80%, while Stepan Company (SCL) has a volatility of 6.53%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than SCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | SCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 6.53% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 30.83% | -18.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 36.41% | -19.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 30.29% | -13.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 31.60% | -13.13% |
Dividends
JNJ vs. SCL - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.26%, less than SCL's 3.05% 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% |
SCL Stepan Company | 3.05% | 3.27% | 2.33% | 1.55% | 1.63% | 1.01% | 0.95% | 1.00% | 1.25% | 1.06% | 0.95% | 1.47% |
Financials
JNJ vs. SCL - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and Stepan Company. 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. SCL - 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%.
SCL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stepan Company reported a gross profit of 64.85M and revenue of 604.51M. Therefore, the gross margin over that period was 10.7%.
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%.
SCL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stepan Company reported an operating income of -49.62M and revenue of 604.51M, resulting in an operating margin of -8.2%.
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%.
SCL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stepan Company reported a net income of -41.41M and revenue of 604.51M, resulting in a net margin of -6.9%.
Frequently Asked Questions
JNJ and SCL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCL has higher volatility (6.53%) compared to JNJ (5.80%). In terms of maximum drawdown, JNJ dropped -50.67% vs SCL's -66.78%.
JNJ currently has the higher Sharpe Ratio (3.19 vs -0.08), 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.
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