JNJ vs. TRV
JNJ (Johnson & Johnson) and TRV (The Travelers Companies, Inc.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while TRV operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, JNJ returned 10.71%/yr vs 15.11%/yr for TRV. At a 0.34 correlation, their price movements are largely independent.
Performance
JNJ vs. TRV - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 28.69% return, which is significantly lower than TRV's 34.56% return. Over the past 10 years, JNJ has underperformed TRV with an annualized return of 10.71%, while TRV has yielded a comparatively higher 15.11% annualized return.
JNJ
- 1D
- 1.59%
- 1M
- 9.29%
- 6M
- 20.98%
- YTD
- 28.69%
- 1Y
- 59.22%
- 3Y*
- 18.59%
- 5Y*
- 12.03%
- 10Y*
- 10.71%
- ALL TIME*
- 12.34%
TRV
- 1D
- 2.89%
- 1M
- 20.74%
- 6M
- 40.54%
- YTD
- 34.56%
- 1Y
- 50.17%
- 3Y*
- 33.40%
- 5Y*
- 23.61%
- 10Y*
- 15.11%
- ALL TIME*
- 11.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.16B | $2.18B | $1.96B | |
| $860.04M | $698.10M | $576.77M |
JNJ vs. TRV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 28.69% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
TRV The Travelers Companies, Inc. | 34.56% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
Correlation
The correlation between JNJ and TRV is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 1996 | 0.34 |
Fundamentals
JNJ:
$634.06B
TRV:
$80.77B
JNJ:
$8.63
TRV:
$37.59
JNJ:
30.53
TRV:
10.30
JNJ:
1.02
TRV:
0.48
JNJ:
6.56
TRV:
1.75
JNJ:
7.56
TRV:
2.50
JNJ:
$97.93B
TRV:
$48.98B
JNJ:
$68.99B
TRV:
$17.01B
JNJ:
$31.92B
TRV:
$11.31B
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Return for Risk
JNJ vs. TRV — Risk / Return Rank
JNJ
TRV
JNJ vs. TRV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and The Travelers Companies, Inc. (TRV). 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 | TRV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.45 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.43 | 6.07 | -0.63 |
| Martin ratioReturn relative to average drawdown | 15.17 | 15.56 | -0.40 |
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Drawdowns
JNJ vs. TRV - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum TRV drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for JNJ and TRV.
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Drawdown Indicators
| JNJ | TRV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -55.11% | +4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -8.31% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -12.47% | -3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -18.90% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -46.28% | +18.91% |
Current DrawdownCurrent decline from peak | -1.44% | 0.00% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -11.07% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.24% | +0.68% |
Volatility
JNJ vs. TRV - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 8.75%, while The Travelers Companies, Inc. (TRV) has a volatility of 10.69%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than TRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | TRV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 10.69% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 15.94% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 20.48% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 22.18% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 24.61% | -5.90% |
Dividends
JNJ vs. TRV - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 1.99%, more than TRV's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 1.99% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
TRV The Travelers Companies, Inc. | 1.17% | 1.50% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% |
Financials
JNJ vs. TRV - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and The Travelers Companies, 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. TRV - Profitability Comparison
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.
TRV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Travelers Companies, Inc. reported a gross profit of 4.45B and revenue of 12.15B. Therefore, the gross margin over that period was 36.6%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.
TRV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Travelers Companies, Inc. reported an operating income of 2.88B and revenue of 12.15B, resulting in an operating margin of 23.7%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.
TRV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Travelers Companies, Inc. reported a net income of 2.21B and revenue of 12.15B, resulting in a net margin of 18.2%.
Frequently Asked Questions
JNJ and TRV have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRV has higher volatility (10.69%) compared to JNJ (8.75%). In terms of maximum drawdown, JNJ dropped -50.67% vs TRV's -55.11%.
JNJ currently has the higher Sharpe Ratio (3.28 vs 2.47), 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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