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

Key characteristics


JNJUNH
YTD Return1.47%9.78%
1Y Return1.52%16.44%
3Y Return (Ann)0.43%12.57%
5Y Return (Ann)6.66%19.27%
10Y Return (Ann)7.31%22.87%
Sharpe Ratio0.090.92
Daily Std Dev16.57%22.01%
Max Drawdown-52.60%-82.68%
Current Drawdown-10.16%0.00%

Fundamentals


JNJUNH
Market Cap$363.43B$474.34B
EPS$6.74$16.39
PE Ratio22.4131.44
PEG Ratio0.891.24
Total Revenue (TTM)$64.12B$286.58B
Gross Profit (TTM)$43.94B$68.40B
EBITDA (TTM)$21.50B$10.08B

Correlation

-0.50.00.51.00.3

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 1.47% return, which is significantly lower than UNH's 9.78% return. Over the past 10 years, JNJ has underperformed UNH with an annualized return of 7.31%, while UNH has yielded a comparatively higher 22.87% 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%FebruaryMarchAprilMayJuneJuly
13,448.50%
520,117.79%
JNJ
UNH

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


JNJ
Sharpe ratio
The chart of Sharpe ratio for JNJ, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.000.09
Sortino ratio
The chart of Sortino ratio for JNJ, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.26
Omega ratio
The chart of Omega ratio for JNJ, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for JNJ, currently valued at 0.08, compared to the broader market0.002.004.006.000.08
Martin ratio
The chart of Martin ratio for JNJ, currently valued at 0.15, compared to the broader market-5.000.005.0010.0015.0020.0025.000.15
UNH
Sharpe ratio
The chart of Sharpe ratio for UNH, currently valued at 0.92, compared to the broader market-2.00-1.000.001.002.003.000.92
Sortino ratio
The chart of Sortino ratio for UNH, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.44
Omega ratio
The chart of Omega ratio for UNH, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for UNH, currently valued at 1.01, compared to the broader market0.002.004.006.001.01
Martin ratio
The chart of Martin ratio for UNH, currently valued at 2.72, compared to the broader market-5.000.005.0010.0015.0020.0025.002.72

JNJ vs. UNH - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 0.09, which is lower than the UNH Sharpe Ratio of 0.92. The chart below compares the 12-month rolling Sharpe Ratio of JNJ and UNH.


Rolling 12-month Sharpe Ratio-0.500.000.501.00FebruaryMarchAprilMayJuneJuly
0.09
0.92
JNJ
UNH

Dividends

JNJ vs. UNH - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 3.07%, more than UNH's 1.35% yield.


TTM20232022202120202019201820172016201520142013
JNJ
Johnson & Johnson
3.07%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
1.35%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 -52.60%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for JNJ and UNH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-10.16%
0
JNJ
UNH

Volatility

JNJ vs. UNH - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 4.79%, while UnitedHealth Group Incorporated (UNH) has a volatility of 10.07%. 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.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
4.79%
10.07%
JNJ
UNH

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items