OR.PA vs. JNJ
OR.PA (L'Oréal S.A.) and JNJ (Johnson & Johnson) are both stocks. OR.PA operates in Household & Personal Products (Consumer Defensive), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, OR.PA returned 11.36%/yr vs 10.11%/yr for JNJ. At a 0.20 correlation, their price movements are largely independent.
Performance
OR.PA vs. JNJ - Performance Comparison
Loading charts...
Different Trading Currencies
OR.PA is traded in EUR, while JNJ is traded in USD. To make them comparable, the JNJ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, OR.PA achieves a 8.54% return, which is significantly lower than JNJ's 19.49% return. Over the past 10 years, OR.PA has outperformed JNJ with an annualized return of 11.36%, while JNJ has yielded a comparatively lower 10.11% annualized return.
OR.PA
- 1D
- 1.81%
- 1M
- 9.74%
- YTD
- 8.54%
- 6M
- 7.53%
- 1Y
- 5.90%
- 3Y*
- 0.41%
- 5Y*
- 1.96%
- 10Y*
- 11.36%
JNJ
- 1D
- 1.15%
- 1M
- 6.47%
- YTD
- 19.49%
- 6M
- 16.81%
- 1Y
- 57.87%
- 3Y*
- 15.12%
- 5Y*
- 11.96%
- 10Y*
- 10.11%
OR.PA vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OR.PA L'Oréal S.A. | 8.54% | 9.18% | -22.98% | 36.99% | -18.84% | 35.74% | 19.27% | 33.32% | 10.83% | 10.59% |
JNJ Johnson & Johnson | 19.49% | 29.98% | 1.47% | -11.32% | 12.54% | 19.77% | 1.69% | 18.85% | -0.68% | 9.13% |
Correlation
The correlation between OR.PA and JNJ is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.20 |
The correlation between OR.PA and JNJ shifts across timeframes, from 0.09 (5 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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
OR.PA vs. JNJ — Risk / Return Rank
OR.PA
JNJ
OR.PA vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (OR.PA) 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.
| OR.PA | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -4.29 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.58 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 4.98 | -4.60 |
| Martin ratioReturn relative to average drawdown | 0.73 | 15.80 | -15.07 |
Loading charts...
Drawdowns
OR.PA vs. JNJ - Drawdown Comparison
The maximum OR.PA drawdown since its inception was -50.83%, which is greater than JNJ's maximum drawdown of -27.10%. Use the drawdown chart below to compare losses from any high point for OR.PA and JNJ.
Loading charts...
Drawdown Indicators
| OR.PA | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.83% | -27.10% | -23.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -11.68% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -29.92% | -18.03% | -11.89% |
Max Drawdown (5Y)Largest decline over 5 years | -29.92% | -20.88% | -9.04% |
Max Drawdown (10Y)Largest decline over 10 years | -29.92% | -25.51% | -4.41% |
Current DrawdownCurrent decline from peak | -11.33% | -1.51% | -9.82% |
Average DrawdownAverage peak-to-trough decline | -9.67% | -7.02% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.05% | 3.67% | +4.38% |
Volatility
OR.PA vs. JNJ - Volatility Comparison
L'Oréal S.A. (OR.PA) has a higher volatility of 6.19% compared to Johnson & Johnson (JNJ) at 5.82%. This indicates that OR.PA'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 charts...
Volatility by Period
| OR.PA | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 5.82% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 19.89% | 12.84% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.72% | 17.25% | +8.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 17.65% | +6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.57% | 19.39% | +3.18% |
Dividends
OR.PA vs. JNJ - Dividend Comparison
OR.PA's dividend yield for the trailing twelve months is around 1.84%, less 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% |
OR.PA L'Oréal S.A. | 1.84% | 1.91% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 3.57% | 3.58% | 3.48% |
Financials
OR.PA vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between L'Oréal 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
OR.PA and JNJ have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for OR.PA and JNJ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer