RELX vs. JNJ
Compare and contrast key facts about RELX PLC (RELX) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RELX or JNJ.
Key characteristics
| RELX | JNJ | |
|---|---|---|
| YTD Return | 19.62% | -0.33% |
| 1Y Return | 30.48% | 6.67% |
| 3Y Return (Ann) | 15.99% | 0.25% |
| 5Y Return (Ann) | 16.56% | 6.01% |
| 10Y Return (Ann) | 13.74% | 6.40% |
| Sharpe Ratio | 1.81 | 0.46 |
| Sortino Ratio | 2.47 | 0.78 |
| Omega Ratio | 1.31 | 1.09 |
| Calmar Ratio | 3.82 | 0.39 |
| Martin Ratio | 10.38 | 1.35 |
| Ulcer Index | 2.94% | 5.14% |
| Daily Std Dev | 16.87% | 15.02% |
| Max Drawdown | -55.06% | -38.78% |
| Current Drawdown | -4.65% | -11.76% |
Fundamentals
| RELX | JNJ | |
|---|---|---|
| Market Cap | $88.84B | $373.28B |
| EPS | $1.29 | $5.95 |
| PE Ratio | 36.12 | 25.65 |
| PEG Ratio | 2.71 | 0.92 |
| Total Revenue (TTM) | $9.30B | $87.70B |
| Gross Profit (TTM) | $5.81B | $60.74B |
| EBITDA (TTM) | $2.91B | $31.96B |
Correlation
The correlation between RELX and JNJ is 0.24, 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
RELX vs. JNJ - Performance Comparison
In the year-to-date period, RELX achieves a 19.62% return, which is significantly higher than JNJ's -0.33% return. Over the past 10 years, RELX has outperformed JNJ with an annualized return of 13.74%, while JNJ has yielded a comparatively lower 6.40% 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
RELX vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) 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
RELX vs. JNJ - Dividend Comparison
RELX's dividend yield for the trailing twelve months is around 1.63%, less than JNJ's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RELX RELX PLC | 1.63% | 1.73% | 2.42% | 2.05% | 2.39% | 2.20% | 2.69% | 1.99% | 2.48% | 3.64% | 3.96% | 2.38% |
JNJ Johnson & Johnson | 3.18% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
RELX vs. JNJ - Drawdown Comparison
The maximum RELX drawdown since its inception was -55.06%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for RELX and JNJ. For additional features, visit the drawdowns tool.
Volatility
RELX vs. JNJ - Volatility Comparison
RELX PLC (RELX) has a higher volatility of 5.77% compared to Johnson & Johnson (JNJ) at 4.17%. This indicates that RELX'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
RELX vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between RELX PLC 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