PFE vs. JNJ
Compare and contrast key facts about Pfizer Inc. (PFE) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFE or JNJ.
Performance
PFE vs. JNJ - Performance Comparison
Returns By Period
In the year-to-date period, PFE achieves a -8.08% return, which is significantly lower than JNJ's -0.03% return. Over the past 10 years, PFE has underperformed JNJ with an annualized return of 2.53%, while JNJ has yielded a comparatively higher 6.39% annualized return.
PFE
-8.08%
-12.45%
-13.23%
-12.66%
-3.19%
2.53%
JNJ
-0.03%
-5.97%
0.50%
3.69%
4.95%
6.39%
Fundamentals
| PFE | JNJ | |
|---|---|---|
| Market Cap | $141.33B | $368.63B |
| EPS | $0.75 | $6.05 |
| PE Ratio | 33.25 | 25.31 |
| PEG Ratio | 0.18 | 0.91 |
| Total Revenue (TTM) | $60.11B | $87.70B |
| Gross Profit (TTM) | $36.84B | $60.56B |
| EBITDA (TTM) | $13.84B | $31.38B |
Key characteristics
| PFE | JNJ | |
|---|---|---|
| Sharpe Ratio | -0.48 | 0.30 |
| Sortino Ratio | -0.54 | 0.55 |
| Omega Ratio | 0.94 | 1.07 |
| Calmar Ratio | -0.21 | 0.25 |
| Martin Ratio | -1.40 | 0.86 |
| Ulcer Index | 8.38% | 5.30% |
| Daily Std Dev | 24.48% | 15.10% |
| Max Drawdown | -54.82% | -38.78% |
| Current Drawdown | -53.37% | -11.49% |
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Correlation
The correlation between PFE and JNJ is 0.51, 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.
Risk-Adjusted Performance
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.
Dividends
PFE vs. JNJ - Dividend Comparison
PFE's dividend yield for the trailing twelve months is around 6.74%, more than JNJ's 2.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFE Pfizer Inc. | 6.74% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
JNJ Johnson & Johnson | 2.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
PFE vs. JNJ - Drawdown Comparison
The maximum PFE drawdown since its inception was -54.82%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for PFE and JNJ. For additional features, visit the drawdowns tool.
Volatility
PFE vs. JNJ - Volatility Comparison
Pfizer Inc. (PFE) has a higher volatility of 6.94% compared to Johnson & Johnson (JNJ) at 4.09%. This indicates that PFE'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
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.
Total Revenue: Total amount of money received from sales and other business activities