JNJ vs. SWK
JNJ (Johnson & Johnson) and SWK (Stanley Black & Decker, Inc.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while SWK operates in Tools & Accessories (Industrials). Over the past 10 years, JNJ returned 10.46%/yr vs -0.15%/yr for SWK. At a 0.28 correlation, their price movements are largely independent.
Performance
JNJ vs. SWK - 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 SWK's 15.04% return. Over the past 10 years, JNJ has outperformed SWK with an annualized return of 10.46%, while SWK has yielded a comparatively lower -0.15% annualized return.
JNJ
- 1D
- 1.07%
- 1M
- 6.86%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.15%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
SWK
- 1D
- 0.59%
- 1M
- 12.48%
- YTD
- 15.04%
- 6M
- 12.91%
- 1Y
- 33.97%
- 3Y*
- 1.97%
- 5Y*
- -13.22%
- 10Y*
- -0.15%
JNJ vs. SWK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 17.68% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
SWK Stanley Black & Decker, Inc. | 15.04% | -3.17% | -15.19% | 35.55% | -58.92% | 7.28% | 9.73% | 41.18% | -28.13% | 50.50% |
Correlation
The correlation between JNJ and SWK is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1985 | 0.28 |
Over the past year, the correlation between JNJ and SWK has dropped to 0.05 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
JNJ:
$8.65
SWK:
$2.65
JNJ:
27.85
SWK:
31.61
JNJ:
6.08
SWK:
0.84
JNJ:
$96.36B
SWK:
$15.13B
JNJ:
$66.60B
SWK:
$4.52B
JNJ:
$31.62B
SWK:
$1.39B
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Return for Risk
JNJ vs. SWK — Risk / Return Rank
JNJ
SWK
JNJ vs. SWK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Stanley Black & Decker, Inc. (SWK). 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 | SWK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.63 | ||
| Sortino ratioReturn per unit of downside risk | +3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.16 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | 1.14 | +4.14 |
| Martin ratioReturn relative to average drawdown | 15.52 | 2.54 | +12.99 |
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Drawdowns
JNJ vs. SWK - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum SWK drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for JNJ and SWK.
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Drawdown Indicators
| JNJ | SWK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -71.31% | +20.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -26.14% | +15.18% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -48.31% | +32.36% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -69.86% | +51.45% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -71.31% | +43.94% |
Current DrawdownCurrent decline from peak | -2.54% | -54.51% | +51.97% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -19.46% | +7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 11.75% | -8.03% |
Volatility
JNJ vs. SWK - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.47%, while Stanley Black & Decker, Inc. (SWK) has a volatility of 10.14%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than SWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | SWK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 10.14% | -4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 27.24% | -15.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 37.82% | -20.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 37.71% | -20.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 36.69% | -18.21% |
Dividends
JNJ vs. SWK - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.18%, less than SWK's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWK Stanley Black & Decker, Inc. | 3.97% | 4.44% | 4.06% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% |
Financials
JNJ vs. SWK - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and Stanley Black & Decker, Inc.. 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. SWK - 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%.
SWK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stanley Black & Decker, Inc. reported a gross profit of 1.22B and revenue of 3.68B. Therefore, the gross margin over that period was 33.2%.
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%.
SWK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stanley Black & Decker, Inc. reported an operating income of 366.80M and revenue of 3.68B, resulting in an operating margin of 10.0%.
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%.
SWK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stanley Black & Decker, Inc. reported a net income of 158.20M and revenue of 3.68B, resulting in a net margin of 4.3%.
Frequently Asked Questions
JNJ and SWK have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWK has higher volatility (10.14%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs SWK's -71.31%.
JNJ currently has the higher Sharpe Ratio (3.42 vs 0.79), 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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