JNJ vs. VHT
JNJ (Johnson & Johnson) is a stock, while VHT (Vanguard Health Care ETF) is Health & Biotech Equities fund tracking the MSCI US Investable Market Health Care 25/50 Index. Over the past 10 years, JNJ returned 10.46%/yr vs 9.87%/yr for VHT. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
JNJ vs. VHT - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 17.68% return, which is significantly higher than VHT's -0.11% return. Over the past 10 years, JNJ has outperformed VHT with an annualized return of 10.46%, while VHT has yielded a comparatively lower 9.87% annualized return.
JNJ
- 1D
- 1.07%
- 1M
- 6.86%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.15%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
VHT
- 1D
- -0.12%
- 1M
- 5.85%
- YTD
- -0.11%
- 6M
- 0.45%
- 1Y
- 16.49%
- 3Y*
- 7.19%
- 5Y*
- 4.78%
- 10Y*
- 9.87%
JNJ vs. VHT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 17.68% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
VHT Vanguard Health Care ETF | -0.11% | 15.46% | 2.66% | 2.52% | -5.60% | 20.57% | 18.29% | 21.87% | 5.58% | 23.26% |
Correlation
The correlation between JNJ and VHT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.64 |
The correlation between JNJ and VHT shifts across timeframes, from 0.51 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JNJ vs. VHT — Risk / Return Rank
JNJ
VHT
JNJ vs. VHT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Vanguard Health Care ETF (VHT). 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 | VHT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.19 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | 1.53 | +3.75 |
| Martin ratioReturn relative to average drawdown | 15.52 | 3.81 | +11.72 |
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Drawdowns
JNJ vs. VHT - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for JNJ and VHT.
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Drawdown Indicators
| JNJ | VHT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -39.12% | -11.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -10.40% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -16.91% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -17.71% | -0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -28.85% | +1.48% |
Current DrawdownCurrent decline from peak | -2.54% | -3.28% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -5.99% | -5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 4.19% | -0.47% |
Volatility
JNJ vs. VHT - Volatility Comparison
Johnson & Johnson (JNJ) has a higher volatility of 5.47% compared to Vanguard Health Care ETF (VHT) at 4.88%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | VHT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 4.88% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 10.46% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 14.70% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 15.01% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 16.97% | +1.51% |
Dividends
JNJ vs. VHT - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.18%, more than VHT's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.18% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
VHT Vanguard Health Care ETF | 1.64% | 1.61% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% |
Frequently Asked Questions
JNJ and VHT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNJ has higher volatility (5.47%) compared to VHT (4.88%). In terms of maximum drawdown, JNJ dropped -50.67% vs VHT's -39.12%.
JNJ currently has the higher Sharpe Ratio (3.42 vs 1.09), 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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