NESN.SW vs. JNJ
NESN.SW (Nestlé S.A.) and JNJ (Johnson & Johnson) are both stocks. NESN.SW operates in Packaged Foods (Consumer Defensive), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, NESN.SW returned 4.35%/yr vs 8.38%/yr for JNJ. At a 0.23 correlation, their price movements are largely independent.
Performance
NESN.SW vs. JNJ - Performance Comparison
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Different Trading Currencies
NESN.SW is traded in CHF, while JNJ is traded in USD. To make them comparable, the JNJ values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, NESN.SW achieves a 5.50% return, which is significantly lower than JNJ's 18.17% return. Over the past 10 years, NESN.SW has underperformed JNJ with an annualized return of 4.35%, while JNJ has yielded a comparatively higher 8.38% annualized return.
NESN.SW
- 1D
- 0.48%
- 1M
- 3.81%
- YTD
- 5.50%
- 6M
- 6.57%
- 1Y
- -2.78%
- 3Y*
- -5.90%
- 5Y*
- -3.91%
- 10Y*
- 4.35%
JNJ
- 1D
- 1.27%
- 1M
- 7.11%
- YTD
- 18.17%
- 6M
- 15.24%
- 1Y
- 54.94%
- 3Y*
- 12.91%
- 5Y*
- 8.32%
- 10Y*
- 8.38%
NESN.SW vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NESN.SW Nestlé S.A. | 5.50% | 8.93% | -20.71% | -6.62% | -13.99% | 25.41% | 2.09% | 34.76% | -1.76% | 18.26% |
JNJ Johnson & Johnson | 18.17% | 28.86% | 2.69% | -16.76% | 7.43% | 14.72% | 1.48% | 14.24% | -4.21% | 19.14% |
Correlation
The correlation between NESN.SW and JNJ is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2007 | 0.23 |
The correlation between NESN.SW and JNJ shifts across timeframes, from 0.17 (5 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NESN.SW vs. JNJ — Risk / Return Rank
NESN.SW
JNJ
NESN.SW vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NESN.SW) 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.
| NESN.SW | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.24 | ||
| Sortino ratioReturn per unit of downside risk | -4.46 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.52 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 4.56 | -4.74 |
| Martin ratioReturn relative to average drawdown | -0.32 | 14.51 | -14.82 |
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Drawdowns
NESN.SW vs. JNJ - Drawdown Comparison
The maximum NESN.SW drawdown since its inception was -38.45%, smaller than the maximum JNJ drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for NESN.SW and JNJ.
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Drawdown Indicators
| NESN.SW | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -41.23% | +2.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.73% | -12.10% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -30.19% | -18.55% | -11.64% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -25.18% | -13.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | -26.54% | -11.91% |
Current DrawdownCurrent decline from peak | -27.98% | -1.20% | -26.78% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -10.26% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.27% | 3.80% | +6.47% |
Volatility
NESN.SW vs. JNJ - Volatility Comparison
Nestlé S.A. (NESN.SW) and Johnson & Johnson (JNJ) have volatilities of 5.72% and 5.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NESN.SW | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 5.86% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 14.75% | 13.29% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.96% | 17.78% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 18.01% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 19.73% | -3.11% |
Dividends
NESN.SW vs. JNJ - Dividend Comparison
NESN.SW's dividend yield for the trailing twelve months is around 3.88%, more than JNJ's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.18% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
NESN.SW Nestlé S.A. | 3.88% | 3.87% | 4.01% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% |
Financials
NESN.SW vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. 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
NESN.SW and JNJ have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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