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MDT vs. JNJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MDT and JNJ is 0.36, 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.


-0.50.00.51.00.4

Performance

MDT vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medtronic plc (MDT) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
0.90%
MDT
JNJ

Key characteristics

Sharpe Ratio

MDT:

0.12

JNJ:

-0.21

Sortino Ratio

MDT:

0.28

JNJ:

-0.21

Omega Ratio

MDT:

1.04

JNJ:

0.98

Calmar Ratio

MDT:

0.05

JNJ:

-0.18

Martin Ratio

MDT:

0.36

JNJ:

-0.52

Ulcer Index

MDT:

5.72%

JNJ:

6.12%

Daily Std Dev

MDT:

17.41%

JNJ:

15.05%

Max Drawdown

MDT:

-57.63%

JNJ:

-52.60%

Current Drawdown

MDT:

-33.34%

JNJ:

-15.01%

Fundamentals

Market Cap

MDT:

$104.34B

JNJ:

$352.50B

EPS

MDT:

$3.27

JNJ:

$6.06

PE Ratio

MDT:

24.88

JNJ:

24.16

PEG Ratio

MDT:

1.49

JNJ:

0.88

Total Revenue (TTM)

MDT:

$33.00B

JNJ:

$87.70B

Gross Profit (TTM)

MDT:

$20.67B

JNJ:

$60.56B

EBITDA (TTM)

MDT:

$9.19B

JNJ:

$29.51B

Returns By Period

In the year-to-date period, MDT achieves a 1.48% return, which is significantly higher than JNJ's -4.00% return. Over the past 10 years, MDT has underperformed JNJ with an annualized return of 3.52%, while JNJ has yielded a comparatively higher 6.24% annualized return.


MDT

YTD

1.48%

1M

-5.42%

6M

3.11%

1Y

2.05%

5Y*

-3.72%

10Y*

3.52%

JNJ

YTD

-4.00%

1M

-5.25%

6M

0.64%

1Y

-3.21%

5Y*

2.82%

10Y*

6.24%

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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.


Sharpe ratio
The chart of Sharpe ratio for MDT, currently valued at 0.12, compared to the broader market-4.00-2.000.002.000.12-0.21
The chart of Sortino ratio for MDT, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.28-0.21
The chart of Omega ratio for MDT, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.98
The chart of Calmar ratio for MDT, currently valued at 0.05, compared to the broader market0.002.004.006.000.05-0.18
The chart of Martin ratio for MDT, currently valued at 0.36, compared to the broader market0.0010.0020.000.36-0.52
MDT
JNJ

The current MDT Sharpe Ratio is 0.12, which is higher than the JNJ Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of MDT and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.12
-0.21
MDT
JNJ

Dividends

MDT vs. JNJ - Dividend Comparison

MDT's dividend yield for the trailing twelve months is around 2.56%, less than JNJ's 3.37% yield.


TTM20232022202120202019201820172016201520142013
MDT
Medtronic plc
2.56%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
3.37%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 -52.60%. Use the drawdown chart below to compare losses from any high point for MDT and JNJ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.34%
-15.01%
MDT
JNJ

Volatility

MDT vs. JNJ - Volatility Comparison

The current volatility for Medtronic plc (MDT) is 3.25%, while Johnson & Johnson (JNJ) has a volatility of 4.17%. This indicates that MDT experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
4.17%
MDT
JNJ

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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