JNJ vs. UNH
Compare and contrast key facts about Johnson & Johnson (JNJ) and UnitedHealth Group Incorporated (UNH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNJ or UNH.
Key characteristics
| JNJ | UNH | |
|---|---|---|
| YTD Return | 7.82% | 9.47% |
| 1Y Return | 11.83% | 8.78% |
| 3Y Return (Ann) | 3.16% | 11.92% |
| 5Y Return (Ann) | 8.23% | 20.13% |
| 10Y Return (Ann) | 8.05% | 22.03% |
| Sharpe Ratio | 0.77 | 0.33 |
| Sortino Ratio | 1.20 | 0.62 |
| Omega Ratio | 1.15 | 1.09 |
| Calmar Ratio | 0.63 | 0.39 |
| Martin Ratio | 2.30 | 1.06 |
| Ulcer Index | 5.02% | 7.44% |
| Daily Std Dev | 15.07% | 23.53% |
| Max Drawdown | -98.48% | -82.67% |
| Current Drawdown | -4.55% | -5.91% |
Fundamentals
| JNJ | UNH | |
|---|---|---|
| Market Cap | $395.92B | $522.68B |
| EPS | $6.05 | $15.37 |
| PE Ratio | 27.19 | 36.83 |
| PEG Ratio | 0.96 | 1.49 |
| Total Revenue (TTM) | $65.23B | $392.72B |
| Gross Profit (TTM) | $45.05B | $13.12B |
| EBITDA (TTM) | $24.86B | $27.22B |
Correlation
The correlation between JNJ and UNH is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
JNJ vs. UNH - Performance Comparison
In the year-to-date period, JNJ achieves a 7.82% return, which is significantly lower than UNH's 9.47% return. Over the past 10 years, JNJ has underperformed UNH with an annualized return of 8.05%, while UNH has yielded a comparatively higher 22.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JNJ vs. UNH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and UnitedHealth Group Incorporated (UNH). 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.
Dividends
JNJ vs. UNH - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.94%, more than UNH's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.94% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
UNH UnitedHealth Group Incorporated | 1.40% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Drawdowns
JNJ vs. UNH - Drawdown Comparison
The maximum JNJ drawdown since its inception was -98.48%, which is greater than UNH's maximum drawdown of -82.67%. Use the drawdown chart below to compare losses from any high point for JNJ and UNH. For additional features, visit the drawdowns tool.
Volatility
JNJ vs. UNH - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 2.66%, while UnitedHealth Group Incorporated (UNH) has a volatility of 9.81%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JNJ vs. UNH - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and UnitedHealth Group Incorporated. 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