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

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.


-0.50.00.51.00.2

Performance

RELX vs. JNJ - Performance Comparison

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

1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,623.33%
2,025.75%
RELX
JNJ

Key characteristics

Sharpe Ratio

RELX:

1.15

JNJ:

-0.18

Sortino Ratio

RELX:

1.65

JNJ:

-0.16

Omega Ratio

RELX:

1.20

JNJ:

0.98

Calmar Ratio

RELX:

2.18

JNJ:

-0.16

Martin Ratio

RELX:

5.91

JNJ:

-0.46

Ulcer Index

RELX:

3.32%

JNJ:

6.02%

Daily Std Dev

RELX:

17.15%

JNJ:

15.08%

Max Drawdown

RELX:

-55.06%

JNJ:

-52.60%

Current Drawdown

RELX:

-6.94%

JNJ:

-15.81%

Fundamentals

Market Cap

RELX:

$87.67B

JNJ:

$352.50B

EPS

RELX:

$1.26

JNJ:

$6.06

PE Ratio

RELX:

37.29

JNJ:

24.16

PEG Ratio

RELX:

2.72

JNJ:

0.88

Total Revenue (TTM)

RELX:

$9.30B

JNJ:

$87.70B

Gross Profit (TTM)

RELX:

$5.94B

JNJ:

$60.56B

EBITDA (TTM)

RELX:

$2.84B

JNJ:

$29.51B

Returns By Period

In the year-to-date period, RELX achieves a 16.74% return, which is significantly higher than JNJ's -4.91% return. Over the past 10 years, RELX has outperformed JNJ with an annualized return of 13.10%, while JNJ has yielded a comparatively lower 6.22% annualized return.


RELX

YTD

16.74%

1M

0.80%

6M

0.22%

1Y

18.39%

5Y*

15.29%

10Y*

13.10%

JNJ

YTD

-4.91%

1M

-4.89%

6M

-1.35%

1Y

-3.74%

5Y*

2.59%

10Y*

6.22%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for RELX, currently valued at 1.15, compared to the broader market-4.00-2.000.002.001.15-0.18
The chart of Sortino ratio for RELX, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.65-0.16
The chart of Omega ratio for RELX, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.98
The chart of Calmar ratio for RELX, currently valued at 2.18, compared to the broader market0.002.004.006.002.18-0.16
The chart of Martin ratio for RELX, currently valued at 5.91, compared to the broader market-5.000.005.0010.0015.0020.0025.005.91-0.46
RELX
JNJ

The current RELX Sharpe Ratio is 1.15, which is higher than the JNJ Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of RELX 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.15
-0.18
RELX
JNJ

Dividends

RELX vs. JNJ - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 1.67%, less than JNJ's 3.40% yield.


TTM20232022202120202019201820172016201520142013
RELX
RELX PLC
1.67%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
3.40%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%, roughly equal to the maximum JNJ drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for RELX and JNJ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.94%
-15.81%
RELX
JNJ

Volatility

RELX vs. JNJ - Volatility Comparison

RELX PLC (RELX) and Johnson & Johnson (JNJ) have volatilities of 4.21% and 4.43%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.21%
4.43%
RELX
JNJ

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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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