PG vs. JNJ.DE
Compare and contrast key facts about The Procter & Gamble Company (PG) and Johnson & Johnson (JNJ.DE).
Performance
PG vs. JNJ.DE - Performance Comparison
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PG vs. JNJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 1.26% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
JNJ.DE Johnson & Johnson | 18.51% | 47.36% | -5.03% | -9.32% | 5.36% | 13.16% | 8.43% | 17.23% | -7.56% | 23.62% |
Different Trading Currencies
PG is traded in USD, while JNJ.DE is traded in EUR. To make them comparable, the JNJ.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PG achieves a 1.26% return, which is significantly lower than JNJ.DE's 18.51% return. Over the past 10 years, PG has underperformed JNJ.DE with an annualized return of 8.53%, while JNJ.DE has yielded a comparatively higher 11.11% annualized return.
PG
- 1D
- -0.24%
- 1M
- -11.88%
- YTD
- 1.26%
- 6M
- -4.60%
- 1Y
- -13.20%
- 3Y*
- 1.51%
- 5Y*
- 4.01%
- 10Y*
- 8.53%
JNJ.DE
- 1D
- 0.39%
- 1M
- -1.46%
- YTD
- 18.51%
- 6M
- 34.12%
- 1Y
- 58.90%
- 3Y*
- 19.88%
- 5Y*
- 11.10%
- 10Y*
- 11.11%
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Return for Risk
PG vs. JNJ.DE — Risk / Return Rank
PG
JNJ.DE
PG vs. JNJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Johnson & Johnson (JNJ.DE). 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.
| PG | JNJ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.70 | 3.05 | -3.75 |
Sortino ratioReturn per unit of downside risk | -0.87 | 3.96 | -4.83 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.55 | -0.65 |
Calmar ratioReturn relative to maximum drawdown | -0.72 | 6.43 | -7.15 |
Martin ratioReturn relative to average drawdown | -1.33 | 23.78 | -25.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PG | JNJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 3.05 | -3.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.65 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.61 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.55 | -0.09 |
Correlation
The correlation between PG and JNJ.DE 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.
Dividends
PG vs. JNJ.DE - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.93%, more than JNJ.DE's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.93% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
JNJ.DE Johnson & Johnson | 1.83% | 2.23% | 2.82% | 2.65% | 2.21% | 2.48% | 2.40% | 2.22% | 2.33% | 2.13% | 2.21% | 2.39% |
Drawdowns
PG vs. JNJ.DE - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than JNJ.DE's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for PG and JNJ.DE.
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Drawdown Indicators
| PG | JNJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -49.54% | -4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -18.31% | -10.03% | -8.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -21.13% | -2.64% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -24.08% | +0.31% |
Current DrawdownCurrent decline from peak | -17.11% | -0.75% | -16.36% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -18.58% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.89% | 3.85% | +6.04% |
Volatility
PG vs. JNJ.DE - Volatility Comparison
The Procter & Gamble Company (PG) and Johnson & Johnson (JNJ.DE) have volatilities of 5.44% and 5.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | JNJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 5.53% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 12.17% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 19.93% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 16.96% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 17.99% | +0.85% |
Financials
PG vs. JNJ.DE - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble 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