JNJ vs. SOL-USD
JNJ (Johnson & Johnson) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, JNJ returned 10.94%/yr vs 12.17%/yr for SOL-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
JNJ vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 17.68% return, which is significantly higher than SOL-USD's -44.76% return.
JNJ
- 1D
- 1.07%
- 1M
- 4.96%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.15%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
JNJ vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 17.68% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 13.74% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between JNJ and SOL-USD is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.02 |
The correlation between JNJ and SOL-USD shifts across timeframes, from -0.09 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. SOL-USD — Risk / Return Rank
JNJ
SOL-USD
JNJ vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Solana (SOL-USD). 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.
| JNJ | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.16 | ||
| Sortino ratioReturn per unit of downside risk | +5.92 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 0.91 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | -0.72 | +6.00 |
| Martin ratioReturn relative to average drawdown | 15.52 | -1.16 | +16.68 |
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Drawdowns
JNJ vs. SOL-USD - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for JNJ and SOL-USD.
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Drawdown Indicators
| JNJ | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -96.27% | +45.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -74.89% | +63.93% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -76.28% | +60.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -96.27% | +77.86% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | — | — |
Current DrawdownCurrent decline from peak | -2.54% | -73.76% | +71.22% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -51.42% | +39.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 53.06% | -49.34% |
Volatility
JNJ vs. SOL-USD - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.47%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 17.62% | -12.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 46.90% | -34.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 60.08% | -43.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 82.35% | -65.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 99.82% | -81.34% |
Frequently Asked Questions
JNJ and SOL-USD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.62%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs SOL-USD's -96.27%.
JNJ currently has the higher Sharpe Ratio (3.42 vs -0.74), 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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