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

Correlation

The correlation between JNJ and VOO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

JNJ vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson & Johnson (JNJ) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
294.03%
557.08%
JNJ
VOO

Key characteristics

Sharpe Ratio

JNJ:

0.35

VOO:

0.54

Sortino Ratio

JNJ:

0.60

VOO:

0.88

Omega Ratio

JNJ:

1.08

VOO:

1.13

Calmar Ratio

JNJ:

0.38

VOO:

0.55

Martin Ratio

JNJ:

1.07

VOO:

2.27

Ulcer Index

JNJ:

6.21%

VOO:

4.55%

Daily Std Dev

JNJ:

19.11%

VOO:

19.19%

Max Drawdown

JNJ:

-52.60%

VOO:

-33.99%

Current Drawdown

JNJ:

-9.20%

VOO:

-9.90%

Returns By Period

In the year-to-date period, JNJ achieves a 7.74% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, JNJ has underperformed VOO with an annualized return of 7.50%, while VOO has yielded a comparatively higher 12.24% annualized return.


JNJ

YTD

7.74%

1M

-5.58%

6M

-2.37%

1Y

9.17%

5Y*

3.29%

10Y*

7.50%

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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Risk-Adjusted Performance

JNJ vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNJ
The Risk-Adjusted Performance Rank of JNJ is 6262
Overall Rank
The Sharpe Ratio Rank of JNJ is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 6969
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 6666
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JNJ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for JNJ, currently valued at 0.35, compared to the broader market-2.00-1.000.001.002.003.00
JNJ: 0.35
VOO: 0.54
The chart of Sortino ratio for JNJ, currently valued at 0.60, compared to the broader market-6.00-4.00-2.000.002.004.00
JNJ: 0.60
VOO: 0.88
The chart of Omega ratio for JNJ, currently valued at 1.08, compared to the broader market0.501.001.502.00
JNJ: 1.08
VOO: 1.13
The chart of Calmar ratio for JNJ, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.00
JNJ: 0.38
VOO: 0.55
The chart of Martin ratio for JNJ, currently valued at 1.07, compared to the broader market-5.000.005.0010.0015.0020.00
JNJ: 1.07
VOO: 2.27

The current JNJ Sharpe Ratio is 0.35, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of JNJ and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.35
0.54
JNJ
VOO

Dividends

JNJ vs. VOO - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 3.21%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
JNJ
Johnson & Johnson
3.21%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JNJ vs. VOO - Drawdown Comparison

The maximum JNJ drawdown since its inception was -52.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JNJ and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.20%
-9.90%
JNJ
VOO

Volatility

JNJ vs. VOO - Volatility Comparison

The current volatility for Johnson & Johnson (JNJ) is 10.88%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than VOO 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.88%
13.96%
JNJ
VOO