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

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.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.15%
4.66%
RELX
JNJ

Returns By Period

In the year-to-date period, RELX achieves a 17.49% return, which is significantly higher than JNJ's 1.54% return. Over the past 10 years, RELX has outperformed JNJ with an annualized return of 13.30%, while JNJ has yielded a comparatively lower 6.65% annualized return.


RELX

YTD

17.49%

1M

-2.68%

6M

4.15%

1Y

23.14%

5Y (annualized)

16.46%

10Y (annualized)

13.30%

JNJ

YTD

1.54%

1M

-4.86%

6M

4.66%

1Y

5.52%

5Y (annualized)

5.28%

10Y (annualized)

6.65%

Fundamentals


RELXJNJ
Market Cap$84.09B$368.63B
EPS$1.27$6.05
PE Ratio35.6625.31
PEG Ratio2.620.91
Total Revenue (TTM)$9.30B$87.70B
Gross Profit (TTM)$5.81B$60.56B
EBITDA (TTM)$2.91B$31.38B

Key characteristics


RELXJNJ
Sharpe Ratio1.350.35
Sortino Ratio1.890.63
Omega Ratio1.231.07
Calmar Ratio2.580.30
Martin Ratio7.331.00
Ulcer Index3.18%5.32%
Daily Std Dev17.24%15.16%
Max Drawdown-55.06%-38.78%
Current Drawdown-6.34%-10.11%

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Correlation

-0.50.00.51.00.2

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.

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 1.35, compared to the broader market-4.00-2.000.002.004.001.350.35
The chart of Sortino ratio for RELX, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.890.63
The chart of Omega ratio for RELX, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.07
The chart of Calmar ratio for RELX, currently valued at 2.58, compared to the broader market0.002.004.006.002.580.30
The chart of Martin ratio for RELX, currently valued at 7.33, compared to the broader market0.0010.0020.0030.007.331.00
RELX
JNJ

The current RELX Sharpe Ratio is 1.35, which is higher than the JNJ Sharpe Ratio of 0.35. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.35
0.35
RELX
JNJ

Dividends

RELX vs. JNJ - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 1.66%, less than JNJ's 2.36% yield.


TTM20232022202120202019201820172016201520142013
RELX
RELX PLC
1.66%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
2.36%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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.34%
-10.11%
RELX
JNJ

Volatility

RELX vs. JNJ - Volatility Comparison

RELX PLC (RELX) has a higher volatility of 6.50% compared to Johnson & Johnson (JNJ) at 4.13%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.50%
4.13%
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