JNJ vs. WEC
JNJ (Johnson & Johnson) and WEC (WEC Energy Group, Inc.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while WEC operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, JNJ returned 10.46%/yr vs 9.51%/yr for WEC. At a 0.28 correlation, their price movements are largely independent.
Performance
JNJ vs. WEC - 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 WEC's 9.40% return. Over the past 10 years, JNJ has outperformed WEC with an annualized return of 10.46%, while WEC has yielded a comparatively lower 9.51% annualized return.
JNJ
- 1D
- 1.07%
- 1M
- 5.14%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.60%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
WEC
- 1D
- 0.33%
- 1M
- 1.97%
- YTD
- 9.40%
- 6M
- 11.07%
- 1Y
- 10.16%
- 3Y*
- 11.85%
- 5Y*
- 7.65%
- 10Y*
- 9.51%
JNJ vs. WEC - 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% |
WEC WEC Energy Group, Inc. | 9.40% | 15.96% | 16.11% | -7.00% | -0.45% | 8.66% | 2.49% | 37.05% | 7.87% | 17.11% |
Correlation
The correlation between JNJ and WEC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 1984 | 0.28 |
The correlation between JNJ and WEC shifts across timeframes, from 0.28 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JNJ:
$588.98B
WEC:
$37.24B
JNJ:
$8.65
WEC:
$5.03
JNJ:
27.85
WEC:
22.54
JNJ:
0.93
WEC:
5.04
JNJ:
6.08
WEC:
3.66
JNJ:
7.25
WEC:
2.64
JNJ:
$96.36B
WEC:
$10.08B
JNJ:
$66.60B
WEC:
$5.62B
JNJ:
$31.62B
WEC:
$4.04B
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Return for Risk
JNJ vs. WEC — Risk / Return Rank
JNJ
WEC
JNJ vs. WEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and WEC Energy Group, Inc. (WEC). 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 | WEC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.75 | ||
| Sortino ratioReturn per unit of downside risk | +3.90 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.12 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | 0.91 | +4.37 |
| Martin ratioReturn relative to average drawdown | 15.52 | 2.26 | +13.27 |
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Drawdowns
JNJ vs. WEC - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, which is greater than WEC's maximum drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for JNJ and WEC.
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Drawdown Indicators
| JNJ | WEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -45.06% | -5.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -11.22% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -16.01% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -26.02% | +7.61% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -32.31% | +4.94% |
Current DrawdownCurrent decline from peak | -2.54% | -3.68% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -8.32% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 4.54% | -0.82% |
Volatility
JNJ vs. WEC - Volatility Comparison
Johnson & Johnson (JNJ) and WEC Energy Group, Inc. (WEC) have volatilities of 5.47% and 5.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | WEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 5.72% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 11.26% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 15.21% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 19.02% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 21.60% | -3.12% |
Dividends
JNJ vs. WEC - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.18%, less than WEC's 3.25% 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% |
WEC WEC Energy Group, Inc. | 3.25% | 3.39% | 3.55% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.81% |
Financials
JNJ vs. WEC - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson and WEC Energy Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
JNJ vs. WEC - Profitability Comparison
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.
WEC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WEC Energy Group, Inc. reported a gross profit of 2.04B and revenue of 3.43B. Therefore, the gross margin over that period was 59.5%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.
WEC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WEC Energy Group, Inc. reported an operating income of 980.00M and revenue of 3.43B, resulting in an operating margin of 28.5%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.
WEC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WEC Energy Group, Inc. reported a net income of 804.70M and revenue of 3.43B, resulting in a net margin of 23.4%.
Frequently Asked Questions
JNJ and WEC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEC has higher volatility (5.72%) compared to JNJ (5.47%). In terms of maximum drawdown, JNJ dropped -50.67% vs WEC's -45.06%.
JNJ currently has the higher Sharpe Ratio (3.42 vs 0.67), 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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