MDT vs. JNJ
Compare and contrast key facts about Medtronic plc (MDT) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDT or JNJ.
Performance
MDT vs. JNJ - Performance Comparison
Returns By Period
In the year-to-date period, MDT achieves a 8.94% return, which is significantly higher than JNJ's 0.56% return. Over the past 10 years, MDT has underperformed JNJ with an annualized return of 4.42%, while JNJ has yielded a comparatively higher 6.43% annualized return.
MDT
8.94%
-2.73%
3.59%
20.85%
-2.16%
4.42%
JNJ
0.56%
-6.26%
1.15%
5.84%
5.55%
6.43%
Fundamentals
| MDT | JNJ | |
|---|---|---|
| Market Cap | $113.25B | $373.28B |
| EPS | $2.97 | $5.95 |
| PE Ratio | 29.73 | 25.65 |
| PEG Ratio | 1.63 | 0.92 |
| Total Revenue (TTM) | $24.59B | $87.70B |
| Gross Profit (TTM) | $15.22B | $60.74B |
| EBITDA (TTM) | $5.69B | $31.96B |
Key characteristics
| MDT | JNJ | |
|---|---|---|
| Sharpe Ratio | 1.24 | 0.45 |
| Sortino Ratio | 1.82 | 0.77 |
| Omega Ratio | 1.23 | 1.09 |
| Calmar Ratio | 0.54 | 0.38 |
| Martin Ratio | 4.58 | 1.30 |
| Ulcer Index | 4.85% | 5.22% |
| Daily Std Dev | 17.88% | 15.10% |
| Max Drawdown | -57.63% | -38.78% |
| Current Drawdown | -28.44% | -10.97% |
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Correlation
The correlation between MDT and JNJ is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MDT vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) and Johnson & Johnson (JNJ). 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
MDT vs. JNJ - Dividend Comparison
MDT's dividend yield for the trailing twelve months is around 3.18%, which matches JNJ's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDT Medtronic plc | 3.18% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
JNJ Johnson & Johnson | 3.16% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
MDT vs. JNJ - Drawdown Comparison
The maximum MDT drawdown since its inception was -57.63%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for MDT and JNJ. For additional features, visit the drawdowns tool.
Volatility
MDT vs. JNJ - Volatility Comparison
Medtronic plc (MDT) has a higher volatility of 5.65% compared to Johnson & Johnson (JNJ) at 4.17%. This indicates that MDT's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MDT vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Medtronic plc and Johnson & Johnson. 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