NWN vs. JNJ
Compare and contrast key facts about Northwest Natural Holding Company (NWN) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NWN or JNJ.
Key characteristics
| NWN | JNJ | |
|---|---|---|
| YTD Return | 11.85% | 1.23% |
| 1Y Return | 20.32% | 8.62% |
| 3Y Return (Ann) | 0.94% | 0.78% |
| 5Y Return (Ann) | -4.99% | 6.29% |
| 10Y Return (Ann) | 2.65% | 6.57% |
| Sharpe Ratio | 0.83 | 0.57 |
| Sortino Ratio | 1.29 | 0.94 |
| Omega Ratio | 1.17 | 1.11 |
| Calmar Ratio | 0.45 | 0.48 |
| Martin Ratio | 3.84 | 1.66 |
| Ulcer Index | 5.36% | 5.11% |
| Daily Std Dev | 24.86% | 14.97% |
| Max Drawdown | -46.27% | -38.78% |
| Current Drawdown | -34.21% | -10.37% |
Fundamentals
| NWN | JNJ | |
|---|---|---|
| Market Cap | $1.60B | $373.28B |
| EPS | $2.16 | $6.05 |
| PE Ratio | 19.19 | 25.63 |
| PEG Ratio | 3.30 | 0.93 |
| Total Revenue (TTM) | $1.00B | $87.70B |
| Gross Profit (TTM) | $270.72M | $60.74B |
| EBITDA (TTM) | $299.72M | $31.96B |
Correlation
The correlation between NWN and JNJ is 0.22, 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
NWN vs. JNJ - Performance Comparison
In the year-to-date period, NWN achieves a 11.85% return, which is significantly higher than JNJ's 1.23% return. Over the past 10 years, NWN has underperformed JNJ with an annualized return of 2.65%, while JNJ has yielded a comparatively higher 6.57% 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
NWN vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northwest Natural Holding Company (NWN) 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
NWN vs. JNJ - Dividend Comparison
NWN's dividend yield for the trailing twelve months is around 4.72%, more than JNJ's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWN Northwest Natural Holding Company | 4.72% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% | 3.70% | 4.26% |
JNJ Johnson & Johnson | 3.13% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
NWN vs. JNJ - Drawdown Comparison
The maximum NWN drawdown since its inception was -46.27%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for NWN and JNJ. For additional features, visit the drawdowns tool.
Volatility
NWN vs. JNJ - Volatility Comparison
Northwest Natural Holding Company (NWN) has a higher volatility of 6.63% compared to Johnson & Johnson (JNJ) at 3.96%. This indicates that NWN'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
NWN vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Northwest Natural Holding Company 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