NSRGY vs. JNJ
Compare and contrast key facts about Nestlé S.A. (NSRGY) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSRGY or JNJ.
Key characteristics
| NSRGY | JNJ | |
|---|---|---|
| YTD Return | -9.39% | -6.76% |
| 1Y Return | -17.84% | -8.28% |
| 3Y Return (Ann) | -2.51% | -1.19% |
| 5Y Return (Ann) | 3.87% | 3.44% |
| 10Y Return (Ann) | 5.83% | 6.56% |
| Sharpe Ratio | -1.15 | -0.54 |
| Daily Std Dev | 16.23% | 14.97% |
| Max Drawdown | -41.23% | -50.68% |
| Current Drawdown | -22.09% | -17.45% |
Fundamentals
| NSRGY | JNJ | |
|---|---|---|
| Market Cap | $273.59B | $356.43B |
| EPS | $4.64 | $7.43 |
| PE Ratio | 22.44 | 19.91 |
| PEG Ratio | 2.33 | 0.89 |
| Revenue (TTM) | $93.35B | $85.65B |
| Gross Profit (TTM) | $43.04B | $63.95B |
| EBITDA (TTM) | $18.16B | $30.67B |
Correlation
The correlation between NSRGY and JNJ is 0.27, 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.
Performance
NSRGY vs. JNJ - Performance Comparison
In the year-to-date period, NSRGY achieves a -9.39% return, which is significantly lower than JNJ's -6.76% return. Over the past 10 years, NSRGY has underperformed JNJ with an annualized return of 5.83%, while JNJ has yielded a comparatively higher 6.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NSRGY vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) 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
NSRGY vs. JNJ - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 3.36%, more than JNJ's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 3.36% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.31% | 2.96% |
JNJ Johnson & Johnson | 3.26% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
NSRGY vs. JNJ - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -41.23%, smaller than the maximum JNJ drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for NSRGY and JNJ. For additional features, visit the drawdowns tool.
Volatility
NSRGY vs. JNJ - Volatility Comparison
Nestlé S.A. (NSRGY) has a higher volatility of 5.37% compared to Johnson & Johnson (JNJ) at 4.30%. This indicates that NSRGY'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
NSRGY 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