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PFE vs. JNJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PFE and JNJ is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

PFE vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pfizer Inc. (PFE) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
66.07%
223.35%
PFE
JNJ

Key characteristics

Sharpe Ratio

PFE:

-0.31

JNJ:

0.35

Sortino Ratio

PFE:

-0.28

JNJ:

0.60

Omega Ratio

PFE:

0.97

JNJ:

1.08

Calmar Ratio

PFE:

-0.13

JNJ:

0.38

Martin Ratio

PFE:

-0.60

JNJ:

1.07

Ulcer Index

PFE:

12.48%

JNJ:

6.21%

Daily Std Dev

PFE:

24.27%

JNJ:

19.11%

Max Drawdown

PFE:

-58.96%

JNJ:

-52.60%

Current Drawdown

PFE:

-56.43%

JNJ:

-9.20%

Fundamentals

Market Cap

PFE:

$129.20B

JNJ:

$373.36B

EPS

PFE:

$1.41

JNJ:

$9.00

PE Ratio

PFE:

16.16

JNJ:

17.21

PEG Ratio

PFE:

0.54

JNJ:

1.06

PS Ratio

PFE:

2.03

JNJ:

4.18

PB Ratio

PFE:

1.44

JNJ:

5.24

Total Revenue (TTM)

PFE:

$48.75B

JNJ:

$89.33B

Gross Profit (TTM)

PFE:

$31.22B

JNJ:

$61.01B

EBITDA (TTM)

PFE:

$12.18B

JNJ:

$34.70B

Returns By Period

In the year-to-date period, PFE achieves a -12.18% return, which is significantly lower than JNJ's 7.74% return. Over the past 10 years, PFE has underperformed JNJ with an annualized return of 0.48%, while JNJ has yielded a comparatively higher 7.32% annualized return.


PFE

YTD

-12.18%

1M

-9.08%

6M

-16.83%

1Y

-3.58%

5Y*

-4.21%

10Y*

0.48%

JNJ

YTD

7.74%

1M

-4.42%

6M

-2.37%

1Y

8.66%

5Y*

2.82%

10Y*

7.32%

*Annualized

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Risk-Adjusted Performance

PFE vs. JNJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFE
The Risk-Adjusted Performance Rank of PFE is 3636
Overall Rank
The Sharpe Ratio Rank of PFE is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 2929
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 4040
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 6262
Overall Rank
The Sharpe Ratio Rank of JNJ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 6969
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFE vs. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) 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.


The chart of Sharpe ratio for PFE, currently valued at -0.31, compared to the broader market-2.00-1.000.001.002.003.00
PFE: -0.31
JNJ: 0.35
The chart of Sortino ratio for PFE, currently valued at -0.28, compared to the broader market-6.00-4.00-2.000.002.004.00
PFE: -0.28
JNJ: 0.60
The chart of Omega ratio for PFE, currently valued at 0.97, compared to the broader market0.501.001.502.00
PFE: 0.97
JNJ: 1.08
The chart of Calmar ratio for PFE, currently valued at -0.13, compared to the broader market0.001.002.003.004.005.00
PFE: -0.13
JNJ: 0.38
The chart of Martin ratio for PFE, currently valued at -0.60, compared to the broader market-5.000.005.0010.0015.0020.00
PFE: -0.60
JNJ: 1.07

The current PFE Sharpe Ratio is -0.31, which is lower than the JNJ Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of PFE and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.31
0.35
PFE
JNJ

Dividends

PFE vs. JNJ - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 7.37%, more than JNJ's 3.21% yield.


TTM20242023202220212020201920182017201620152014
PFE
Pfizer Inc.
7.37%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%
JNJ
Johnson & Johnson
3.21%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

Drawdowns

PFE vs. JNJ - Drawdown Comparison

The maximum PFE drawdown since its inception was -58.96%, which is greater than JNJ's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for PFE and JNJ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.43%
-9.20%
PFE
JNJ

Volatility

PFE vs. JNJ - Volatility Comparison

The current volatility for Pfizer Inc. (PFE) is 10.22%, while Johnson & Johnson (JNJ) has a volatility of 10.88%. This indicates that PFE experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.22%
10.88%
PFE
JNJ

Financials

PFE vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Pfizer 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items