MFA vs. JNJ
MFA (MFA Financial, Inc.) and JNJ (Johnson & Johnson) are both stocks. MFA operates in REIT - Mortgage (Real Estate), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, MFA returned 1.78%/yr vs 10.44%/yr for JNJ. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
MFA vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, MFA achieves a 20.08% return, which is significantly lower than JNJ's 25.25% return. Over the past 10 years, MFA has underperformed JNJ with an annualized return of 1.78%, while JNJ has yielded a comparatively higher 10.44% annualized return.
MFA
- 1D
- 12.71%
- 1M
- 9.38%
- 6M
- 15.97%
- YTD
- 20.08%
- 1Y
- 32.18%
- 3Y*
- 11.84%
- 5Y*
- 1.85%
- 10Y*
- 1.78%
- ALL TIME*
- 6.57%
JNJ
- 1D
- 0.21%
- 1M
- -2.54%
- 6M
- 14.06%
- YTD
- 25.25%
- 1Y
- 57.03%
- 3Y*
- 18.33%
- 5Y*
- 11.37%
- 10Y*
- 10.44%
- ALL TIME*
- 12.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.09B | $2.09B | $1.99B | |
| $13.36M | $13.69M | $14.88M |
MFA vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFA MFA Financial, Inc. | 20.08% | 6.07% | 2.63% | 30.66% | -37.20% | 27.71% | -40.87% | 27.54% | -5.85% | 14.30% |
JNJ Johnson & Johnson | 25.25% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between MFA and JNJ is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 1998 | 0.19 |
The correlation between MFA and JNJ shifts across timeframes, from 0.12 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MFA:
$930.08M
JNJ:
$617.78B
MFA:
$1.91
JNJ:
$8.63
MFA:
4.76
JNJ:
29.71
MFA:
0.22
JNJ:
0.99
MFA:
1.86
JNJ:
6.38
MFA:
$343.42M
JNJ:
$97.93B
MFA:
$413.35M
JNJ:
$68.99B
MFA:
$341.51M
JNJ:
$31.92B
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Return for Risk
MFA vs. JNJ — Risk / Return Rank
MFA
JNJ
MFA vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFA Financial, Inc. (MFA) 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.
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.
| MFA | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.56 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 5.46 | -2.76 |
| Martin ratioReturn relative to average drawdown | 5.60 | 15.18 | -9.57 |
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Drawdowns
MFA vs. JNJ - Drawdown Comparison
The maximum MFA drawdown since its inception was -95.52%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for MFA and JNJ.
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Drawdown Indicators
| MFA | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.52% | -50.67% | -44.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -10.96% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -15.72% | -15.90% |
Max Drawdown (5Y)Largest decline over 5 years | -56.54% | -18.41% | -38.13% |
Max Drawdown (10Y)Largest decline over 10 years | -95.52% | -27.37% | -68.15% |
Current DrawdownCurrent decline from peak | -22.84% | -4.07% | -18.77% |
Average DrawdownAverage peak-to-trough decline | -21.59% | -11.88% | -9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.86% | 3.93% | +1.93% |
Volatility
MFA vs. JNJ - Volatility Comparison
MFA Financial, Inc. (MFA) has a higher volatility of 13.22% compared to Johnson & Johnson (JNJ) at 8.48%. This indicates that MFA'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.
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Volatility by Period
| MFA | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.22% | 8.48% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 21.17% | 15.03% | +6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.02% | 18.44% | +7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.94% | 17.46% | +14.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.89% | 18.75% | +66.14% |
Dividends
MFA vs. JNJ - Dividend Comparison
MFA's dividend yield for the trailing twelve months is around 28.07%, more than JNJ's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.04% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
MFA MFA Financial, Inc. | 28.07% | 15.47% | 13.74% | 12.42% | 16.95% | 8.44% | 8.35% | 10.46% | 11.98% | 10.10% | 10.48% | 12.12% |
Financials
MFA vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between MFA Financial, Inc. 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
Frequently Asked Questions
MFA and JNJ have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFA has higher volatility (13.22%) compared to JNJ (8.48%). In terms of maximum drawdown, MFA dropped -95.52% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.26 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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