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

Correlation

The correlation between MFA and JNJ is 0.19, 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.


-0.50.00.51.00.2

Performance

MFA vs. JNJ - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-8.54%
-0.40%
MFA
JNJ

Key characteristics

Sharpe Ratio

MFA:

0.33

JNJ:

0.32

Sortino Ratio

MFA:

0.61

JNJ:

0.60

Omega Ratio

MFA:

1.08

JNJ:

1.07

Calmar Ratio

MFA:

0.18

JNJ:

0.30

Martin Ratio

MFA:

0.88

JNJ:

0.73

Ulcer Index

MFA:

9.26%

JNJ:

7.24%

Daily Std Dev

MFA:

24.56%

JNJ:

16.32%

Max Drawdown

MFA:

-95.52%

JNJ:

-52.60%

Current Drawdown

MFA:

-38.41%

JNJ:

-6.20%

Fundamentals

Market Cap

MFA:

$1.05B

JNJ:

$380.14B

EPS

MFA:

$0.82

JNJ:

$5.79

PE Ratio

MFA:

12.59

JNJ:

27.27

PEG Ratio

MFA:

2.25

JNJ:

1.00

Total Revenue (TTM)

MFA:

$782.94M

JNJ:

$88.82B

Gross Profit (TTM)

MFA:

$757.07M

JNJ:

$61.35B

EBITDA (TTM)

MFA:

$507.64M

JNJ:

$28.53B

Returns By Period

In the year-to-date period, MFA achieves a 1.67% return, which is significantly lower than JNJ's 11.30% return. Over the past 10 years, MFA has underperformed JNJ with an annualized return of 0.59%, while JNJ has yielded a comparatively higher 7.73% annualized return.


MFA

YTD

1.67%

1M

1.67%

6M

-7.00%

1Y

8.58%

5Y*

-8.97%

10Y*

0.59%

JNJ

YTD

11.30%

1M

8.65%

6M

0.70%

1Y

3.86%

5Y*

4.30%

10Y*

7.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MFA vs. JNJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFA
The Risk-Adjusted Performance Rank of MFA is 5353
Overall Rank
The Sharpe Ratio Rank of MFA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of MFA is 4949
Sortino Ratio Rank
The Omega Ratio Rank of MFA is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MFA is 5555
Calmar Ratio Rank
The Martin Ratio Rank of MFA is 5757
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 5353
Overall Rank
The Sharpe Ratio Rank of JNJ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 4949
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 4646
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MFA vs. JNJ - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MFA, currently valued at 0.33, compared to the broader market-2.000.002.000.330.32
The chart of Sortino ratio for MFA, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.006.000.610.60
The chart of Omega ratio for MFA, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.07
The chart of Calmar ratio for MFA, currently valued at 0.18, compared to the broader market0.002.004.006.000.180.30
The chart of Martin ratio for MFA, currently valued at 0.88, compared to the broader market-10.000.0010.0020.0030.000.880.73
MFA
JNJ

The current MFA Sharpe Ratio is 0.33, which is comparable to the JNJ Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of MFA 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.33
0.32
MFA
JNJ

Dividends

MFA vs. JNJ - Dividend Comparison

MFA's dividend yield for the trailing twelve months is around 13.51%, more than JNJ's 3.11% yield.


TTM20242023202220212020201920182017201620152014
MFA
MFA Financial, Inc.
13.51%13.74%12.42%16.95%8.44%8.35%10.46%11.98%10.10%10.48%12.12%10.01%
JNJ
Johnson & Johnson
3.11%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

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 -52.60%. Use the drawdown chart below to compare losses from any high point for MFA and JNJ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-38.41%
-6.20%
MFA
JNJ

Volatility

MFA vs. JNJ - Volatility Comparison

MFA Financial, Inc. (MFA) has a higher volatility of 6.54% compared to Johnson & Johnson (JNJ) at 5.97%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.54%
5.97%
MFA
JNJ

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.


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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