JNJ vs. XLV
Compare and contrast key facts about Johnson & Johnson (JNJ) and Health Care Select Sector SPDR Fund (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNJ or XLV.
Performance
JNJ vs. XLV - Performance Comparison
Returns By Period
In the year-to-date period, JNJ achieves a 0.64% return, which is significantly lower than XLV's 5.18% return. Over the past 10 years, JNJ has underperformed XLV with an annualized return of 6.50%, while XLV has yielded a comparatively higher 9.30% annualized return.
JNJ
0.64%
-6.66%
1.24%
6.15%
5.59%
6.50%
XLV
5.18%
-7.46%
-2.31%
12.12%
9.67%
9.30%
Key characteristics
| JNJ | XLV | |
|---|---|---|
| Sharpe Ratio | 0.39 | 1.17 |
| Sortino Ratio | 0.69 | 1.65 |
| Omega Ratio | 1.08 | 1.21 |
| Calmar Ratio | 0.33 | 1.33 |
| Martin Ratio | 1.13 | 4.96 |
| Ulcer Index | 5.24% | 2.54% |
| Daily Std Dev | 15.10% | 10.78% |
| Max Drawdown | -38.78% | -39.18% |
| Current Drawdown | -10.90% | -9.46% |
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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.
Risk-Adjusted Performance
JNJ vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) and Health Care Select Sector SPDR Fund (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.
Dividends
JNJ vs. XLV - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 3.15%, more than XLV's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 3.15% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
XLV Health Care Select Sector SPDR Fund | 1.60% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
Drawdowns
JNJ vs. XLV - Drawdown Comparison
The maximum JNJ drawdown since its inception was -38.78%, roughly equal to the maximum XLV drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for JNJ and XLV. For additional features, visit the drawdowns tool.
Volatility
JNJ vs. XLV - Volatility Comparison
Johnson & Johnson (JNJ) has a higher volatility of 4.13% compared to Health Care Select Sector SPDR Fund (XLV) at 3.43%. This indicates that JNJ's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.