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 | 0.78% | -5.97% |
1Y Return | 6.44% | 5.95% |
3Y Return (Ann) | 1.05% | 10.97% |
5Y Return (Ann) | 5.16% | 16.58% |
10Y Return (Ann) | 7.78% | 21.59% |
Sharpe Ratio | 0.35 | 0.19 |
Daily Std Dev | 15.65% | 20.89% |
Max Drawdown | -50.68% | -82.68% |
Current Drawdown | -10.78% | -10.17% |
Fundamentals
JNJ | UNH | |
---|---|---|
Market Cap | $374.07B | $451.81B |
EPS | $5.20 | $23.87 |
PE Ratio | 29.85 | 20.53 |
PEG Ratio | 0.95 | 1.38 |
Revenue (TTM) | $85.16B | $371.62B |
Gross Profit (TTM) | $63.95B | $79.62B |
EBITDA (TTM) | $30.77B | $35.13B |
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 0.78% return, which is significantly higher than UNH's -5.97% return. Over the past 10 years, JNJ has underperformed UNH with an annualized return of 7.78%, while UNH has yielded a comparatively higher 21.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Johnson & Johnson | 0.35 | ||||
UnitedHealth Group Incorporated | 0.19 |
Dividends
JNJ vs. UNH - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 3.01%, more than UNH's 1.53% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Johnson & Johnson | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
UnitedHealth Group Incorporated | 1.53% | 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 -50.68%, smaller than the maximum UNH drawdown of -82.68%. The drawdown chart below compares losses from any high point along the way for JNJ and UNH
Volatility
JNJ vs. UNH - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 3.34%, while UnitedHealth Group Incorporated (UNH) has a volatility of 5.58%. 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.