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JNJ vs. XEON.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JNJ vs. XEON.DE

Last updated Jun 13, 2026

JNJ (Johnson & Johnson) is a stock, while XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) is Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Over the past 10 years, JNJ returned 10.46%/yr vs 0.93%/yr for XEON.DE. At a 0.13 correlation, their price movements are largely independent.

Performance

JNJ vs. XEON.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Johnson & Johnson (JNJ) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JNJ is traded in USD, while XEON.DE is traded in EUR. To make them comparable, the XEON.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JNJ achieves a 17.68% return, which is significantly higher than XEON.DE's -0.38% return. Over the past 10 years, JNJ has outperformed XEON.DE with an annualized return of 10.46%, while XEON.DE has yielded a comparatively lower 0.93% annualized return.

JNJ

1D
1.07%
1M
4.96%
YTD
17.68%
6M
15.11%
1Y
57.15%
3Y*
17.82%
5Y*
10.94%
10Y*
10.46%

XEON.DE

1D
0.10%
1M
-0.78%
YTD
-0.38%
6M
-0.20%
1Y
2.17%
3Y*
5.79%
5Y*
0.99%
10Y*
0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JNJ vs. XEON.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
JNJ
Johnson & Johnson		17.68%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		-0.38%15.43%-2.15%6.56%-5.55%-8.43%9.15%-2.59%-5.15%13.55%

Correlation

The correlation between JNJ and XEON.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2007

0.13

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Johnson & Johnson

Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C

Often compared with JNJ:
JNJ vs. ABBVJNJ vs. PFEJNJ vs. UNHJNJ vs. VOOJNJ vs. SCHDJNJ vs. ABTJNJ vs. MDT
Often compared with XEON.DE:
XEON.DE vs. EUHA.DEXEON.DE vs. IB01.LXEON.DE vs. ERN1.LXEON.DE vs. VWCE.DEXEON.DE vs. EXHA.DEXEON.DE vs. EIB3.DEXEON.DE vs. VOO

Return for Risk

JNJ vs. XEON.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JNJ
JNJ Risk / Return Rank: 9696
Overall Rank
JNJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9494
Martin Ratio Rank
XEON.DE
XEON.DE Risk / Return Rank: 9999
Overall Rank
XEON.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XEON.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XEON.DE Omega Ratio Rank: 9999
Omega Ratio Rank
XEON.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
XEON.DE Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNJ vs. XEON.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE). 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.

JNJXEON.DEDifference
Sharpe ratioReturn per unit of total volatility
3.42
0.58

+2.84

Sortino ratioReturn per unit of downside risk
4.94
0.91

+4.04

Omega ratioGain probability vs. loss probability

1.61

1.11

+0.50

Calmar ratioReturn relative to maximum drawdown

5.28

0.75

+4.54

Martin ratioReturn relative to average drawdown

15.52

1.90

+13.63

JNJ vs. XEON.DE - Sharpe Ratio Comparison

The current JNJ Sharpe Ratio is 3.42, which is higher than the XEON.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of JNJ and XEON.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

JNJ vs. XEON.DE - Drawdown Comparison

The maximum JNJ drawdown since its inception was -50.67%, which is greater than XEON.DE's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for JNJ and XEON.DE.

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Drawdown Indicators

JNJXEON.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-40.00%

-10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-4.95%

-6.01%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-7.52%

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-18.41%

-21.42%

+3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-27.37%

-25.15%

-2.22%

Current Drawdown

Current decline from peak

-2.54%

-19.51%

+16.97%

Average Drawdown

Average peak-to-trough decline

-11.90%

-21.19%

+9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

1.95%

+1.77%

Volatility

JNJ vs. XEON.DE - Volatility Comparison

Johnson & Johnson (JNJ) has a higher volatility of 5.47% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 1.21%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than XEON.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JNJXEON.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

1.21%

+4.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

4.37%

+7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

6.33%

+10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

7.62%

+9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

7.32%

+11.16%

Dividends

JNJ vs. XEON.DE - Dividend Comparison

JNJ's dividend yield for the trailing twelve months is around 2.18%, while XEON.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

JNJ and XEON.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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