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JNJ vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JNJUNH
YTD Return0.78%-5.97%
1Y Return6.44%5.95%
3Y Return (Ann)1.05%10.97%
5Y Return (Ann)5.16%16.58%
10Y Return (Ann)7.78%21.59%
Sharpe Ratio0.350.19
Daily Std Dev15.65%20.89%
Max Drawdown-50.68%-82.68%
Current Drawdown-10.78%-10.17%

Fundamentals


JNJUNH
Market Cap$374.07B$451.81B
EPS$5.20$23.87
PE Ratio29.8520.53
PEG Ratio0.951.38
Revenue (TTM)$85.16B$371.62B
Gross Profit (TTM)$63.95B$79.62B
EBITDA (TTM)$30.77B$35.13B

Correlation

0.28
-1.001.00

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.


0.00%100,000.00%200,000.00%300,000.00%400,000.00%500,000.00%OctoberNovemberDecember2024FebruaryMarch
18,041.73%
445,338.12%
JNJ
UNH

Compare stocks, funds, or ETFs


Johnson & Johnson

UnitedHealth Group Incorporated

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
JNJ
Johnson & Johnson
0.35
UNH
UnitedHealth Group Incorporated
0.19

JNJ vs. UNH - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 0.35, which is higher than the UNH Sharpe Ratio of 0.19. The chart below compares the 12-month rolling Sharpe Ratio of JNJ and UNH.


Rolling 12-month Sharpe Ratio-0.500.000.50OctoberNovemberDecember2024FebruaryMarch
0.35
0.19
JNJ
UNH

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.


TTM20232022202120202019201820172016201520142013
JNJ
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%
UNH
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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-10.78%
-10.17%
JNJ
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.


3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
3.34%
5.58%
JNJ
UNH