JNJ vs. XLV
Compare and contrast key facts about Johnson & Johnson (JNJ) and State Street Health Care Select Sector SPDR ETF (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector Index. It was launched on Dec 16, 1998.
Performance
JNJ vs. XLV - Performance Comparison
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JNJ vs. XLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 18.59% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
XLV State Street Health Care Select Sector SPDR ETF | -4.18% | 14.50% | 2.47% | 2.07% | -2.08% | 26.04% | 13.30% | 20.45% | 6.28% | 21.77% |
Returns By Period
In the year-to-date period, JNJ achieves a 18.59% return, which is significantly higher than XLV's -4.18% return. Over the past 10 years, JNJ has outperformed XLV with an annualized return of 11.40%, while XLV has yielded a comparatively lower 9.80% annualized return.
JNJ
- 1D
- -0.13%
- 1M
- -1.79%
- YTD
- 18.59%
- 6M
- 32.75%
- 1Y
- 63.73%
- 3Y*
- 19.86%
- 5Y*
- 11.54%
- 10Y*
- 11.40%
XLV
- 1D
- 0.76%
- 1M
- -6.43%
- YTD
- -4.18%
- 6M
- 3.83%
- 1Y
- 4.90%
- 3Y*
- 6.25%
- 5Y*
- 6.59%
- 10Y*
- 9.80%
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Return for Risk
JNJ vs. XLV — Risk / Return Rank
JNJ
XLV
JNJ vs. XLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and State Street Health Care Select Sector SPDR ETF (XLV). 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 | XLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.67 | 0.28 | +3.39 |
Sortino ratioReturn per unit of downside risk | 4.95 | 0.51 | +4.44 |
Omega ratioGain probability vs. loss probability | 1.67 | 1.06 | +0.60 |
Calmar ratioReturn relative to maximum drawdown | 6.09 | 0.28 | +5.81 |
Martin ratioReturn relative to average drawdown | 20.41 | 0.58 | +19.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNJ | XLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.67 | 0.28 | +3.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.45 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.59 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.46 | +0.08 |
Correlation
The correlation between JNJ and XLV is 0.59, 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.
Dividends
JNJ vs. XLV - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.13%, more than XLV's 1.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.13% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
XLV State Street Health Care Select Sector SPDR ETF | 1.70% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
Drawdowns
JNJ vs. XLV - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for JNJ and XLV.
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Drawdown Indicators
| JNJ | XLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -39.17% | -11.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -10.76% | +2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -17.11% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -28.40% | +1.03% |
Current DrawdownCurrent decline from peak | -1.79% | -7.41% | +5.62% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -7.12% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 5.11% | -2.60% |
Volatility
JNJ vs. XLV - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 4.43%, while State Street Health Care Select Sector SPDR ETF (XLV) has a volatility of 4.79%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | XLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.79% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 10.29% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.11% | 17.73% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 14.56% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 16.53% | +1.80% |