PortfoliosLab logoPortfoliosLab logo
MFA vs. JNJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

Loading graphics...

MFA vs. JNJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFA
MFA Financial, Inc.
6.89%6.07%2.63%30.66%-37.20%27.71%-40.87%27.54%-5.85%14.30%
JNJ
Johnson & Johnson
18.59%47.48%-4.81%-8.58%5.97%11.44%10.82%16.22%-5.13%24.43%

Fundamentals

EPS

MFA:

$2.52

JNJ:

$11.04

PE Ratio

MFA:

3.81

JNJ:

22.12

PEG Ratio

MFA:

0.40

JNJ:

0.74

PS Ratio

MFA:

2.04

JNJ:

6.29

Total Revenue (TTM)

MFA:

$330.13M

JNJ:

$94.19B

Gross Profit (TTM)

MFA:

$407.45M

JNJ:

$68.56B

EBITDA (TTM)

MFA:

$341.51M

JNJ:

$39.85B

Returns By Period

In the year-to-date period, MFA achieves a 6.89% return, which is significantly lower than JNJ's 18.59% return. Over the past 10 years, MFA has underperformed JNJ with an annualized return of 1.81%, while JNJ has yielded a comparatively higher 11.40% annualized return.


MFA

1D
0.00%
1M
-2.72%
YTD
6.89%
6M
11.28%
1Y
7.82%
3Y*
13.37%
5Y*
1.98%
10Y*
1.81%

JNJ

1D
-0.13%
1M
-1.79%
YTD
18.59%
6M
32.75%
1Y
63.73%
3Y*
19.86%
5Y*
11.54%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

MFA vs. JNJ — Risk / Return Rank

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

MFA
MFA Risk / Return Rank: 4848
Overall Rank
MFA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MFA Sortino Ratio Rank: 4343
Sortino Ratio Rank
MFA Omega Ratio Rank: 4444
Omega Ratio Rank
MFA Calmar Ratio Rank: 5151
Calmar Ratio Rank
MFA Martin Ratio Rank: 5454
Martin Ratio Rank

JNJ
JNJ Risk / Return Rank: 9797
Overall Rank
JNJ Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9898
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9595
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MFAJNJDifference

Sharpe ratio

Return per unit of total volatility

0.27

3.67

-3.40

Sortino ratio

Return per unit of downside risk

0.55

4.95

-4.40

Omega ratio

Gain probability vs. loss probability

1.08

1.67

-0.59

Calmar ratio

Return relative to maximum drawdown

0.42

6.09

-5.68

Martin ratio

Return relative to average drawdown

1.30

20.41

-19.11

MFA vs. JNJ - Sharpe Ratio Comparison

The current MFA Sharpe Ratio is 0.27, which is lower than the JNJ Sharpe Ratio of 3.67. 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.


Loading graphics...

Sharpe Ratios by Period


MFAJNJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

3.67

-3.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.70

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.62

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.54

-0.43

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.


Dividends

MFA vs. JNJ - Dividend Comparison

MFA's dividend yield for the trailing twelve months is around 15.03%, more than JNJ's 2.13% yield.


TTM20252024202320222021202020192018201720162015
MFA
MFA Financial, Inc.
15.03%15.47%13.74%12.42%16.95%8.44%8.35%10.46%11.98%10.10%10.48%12.12%
JNJ
Johnson & Johnson
2.13%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%

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.


Loading graphics...

Drawdown Indicators


MFAJNJDifference

Max Drawdown

Largest peak-to-trough decline

-95.52%

-50.67%

-44.85%

Max Drawdown (1Y)

Largest decline over 1 year

-20.60%

-8.42%

-12.18%

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 Drawdown

Current decline from peak

-31.31%

-1.79%

-29.52%

Average Drawdown

Average peak-to-trough decline

-21.49%

-11.89%

-9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

2.51%

+4.24%

Volatility

MFA vs. JNJ - Volatility Comparison

MFA Financial, Inc. (MFA) has a higher volatility of 8.39% compared to Johnson & Johnson (JNJ) at 4.43%. 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.


Loading graphics...

Volatility by Period


MFAJNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

4.43%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

10.94%

+4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

28.80%

19.11%

+9.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.67%

16.67%

+15.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.70%

18.33%

+66.37%

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


0.005.00B10.00B15.00B20.00B25.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
24.56B
(MFA) Total Revenue
(JNJ) Total Revenue
Values in USD except per share items