MRNA vs. JNJ
Compare and contrast key facts about Moderna, Inc. (MRNA) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRNA or JNJ.
Performance
MRNA vs. JNJ - Performance Comparison
Returns By Period
In the year-to-date period, MRNA achieves a -61.29% return, which is significantly lower than JNJ's 0.64% return.
MRNA
-61.29%
-28.84%
-71.03%
-49.63%
14.78%
N/A
JNJ
0.64%
-6.66%
1.24%
6.15%
5.59%
6.50%
Fundamentals
| MRNA | JNJ | |
|---|---|---|
| Market Cap | $16.73B | $373.28B |
| EPS | -$5.81 | $5.95 |
| PEG Ratio | 0.00 | 0.92 |
| Total Revenue (TTM) | $5.08B | $87.70B |
| Gross Profit (TTM) | $3.35B | $60.74B |
| EBITDA (TTM) | -$2.41B | $31.96B |
Key characteristics
| MRNA | JNJ | |
|---|---|---|
| Sharpe Ratio | -0.84 | 0.39 |
| Sortino Ratio | -1.19 | 0.69 |
| Omega Ratio | 0.85 | 1.08 |
| Calmar Ratio | -0.54 | 0.33 |
| Martin Ratio | -1.39 | 1.13 |
| Ulcer Index | 35.78% | 5.24% |
| Daily Std Dev | 59.17% | 15.10% |
| Max Drawdown | -92.39% | -38.78% |
| Current Drawdown | -92.05% | -10.90% |
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Correlation
The correlation between MRNA and JNJ is 0.17, 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
MRNA vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Moderna, Inc. (MRNA) 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
MRNA vs. JNJ - Dividend Comparison
MRNA has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 3.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRNA Moderna, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ Johnson & Johnson | 3.15% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
MRNA vs. JNJ - Drawdown Comparison
The maximum MRNA drawdown since its inception was -92.39%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for MRNA and JNJ. For additional features, visit the drawdowns tool.
Volatility
MRNA vs. JNJ - Volatility Comparison
Moderna, Inc. (MRNA) has a higher volatility of 15.79% compared to Johnson & Johnson (JNJ) at 4.13%. This indicates that MRNA'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
MRNA vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Moderna, 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