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

Correlation

The correlation between RELX and JNJ is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

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%December2025FebruaryMarchAprilMay
1,985.04%
2,215.56%
RELX
JNJ

Key characteristics

Sharpe Ratio

RELX:

1.73

JNJ:

0.60

Sortino Ratio

RELX:

2.31

JNJ:

0.93

Omega Ratio

RELX:

1.32

JNJ:

1.13

Calmar Ratio

RELX:

2.83

JNJ:

0.66

Martin Ratio

RELX:

9.60

JNJ:

1.82

Ulcer Index

RELX:

3.75%

JNJ:

6.29%

Daily Std Dev

RELX:

20.88%

JNJ:

18.53%

Max Drawdown

RELX:

-55.06%

JNJ:

-52.60%

Current Drawdown

RELX:

0.00%

JNJ:

-8.30%

Fundamentals

Market Cap

RELX:

$101.26B

JNJ:

$371.64B

EPS

RELX:

$1.38

JNJ:

$8.99

PE Ratio

RELX:

39.87

JNJ:

17.18

PEG Ratio

RELX:

2.85

JNJ:

1.06

PS Ratio

RELX:

10.41

JNJ:

4.21

PB Ratio

RELX:

21.20

JNJ:

4.81

Total Revenue (TTM)

RELX:

$9.43B

JNJ:

$89.33B

Gross Profit (TTM)

RELX:

$6.13B

JNJ:

$61.01B

EBITDA (TTM)

RELX:

$2.68B

JNJ:

$34.70B

Returns By Period

In the year-to-date period, RELX achieves a 21.14% return, which is significantly higher than JNJ's 8.82% return. Over the past 10 years, RELX has outperformed JNJ with an annualized return of 15.38%, while JNJ has yielded a comparatively lower 7.55% annualized return.


RELX

YTD

21.14%

1M

14.24%

6M

16.86%

1Y

31.18%

5Y*

21.97%

10Y*

15.38%

JNJ

YTD

8.82%

1M

1.88%

6M

-0.94%

1Y

7.94%

5Y*

3.76%

10Y*

7.55%

*Annualized

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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RELX
The Risk-Adjusted Performance Rank of RELX is 9292
Overall Rank
The Sharpe Ratio Rank of RELX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of RELX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of RELX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of RELX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of RELX is 9494
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 6969
Overall Rank
The Sharpe Ratio Rank of JNJ is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 6363
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for RELX, currently valued at 1.73, compared to the broader market-2.00-1.000.001.002.003.00
RELX: 1.73
JNJ: 0.60
The chart of Sortino ratio for RELX, currently valued at 2.31, compared to the broader market-6.00-4.00-2.000.002.004.00
RELX: 2.31
JNJ: 0.93
The chart of Omega ratio for RELX, currently valued at 1.32, compared to the broader market0.501.001.502.00
RELX: 1.32
JNJ: 1.13
The chart of Calmar ratio for RELX, currently valued at 2.83, compared to the broader market0.001.002.003.004.005.00
RELX: 2.83
JNJ: 0.66
The chart of Martin ratio for RELX, currently valued at 9.60, compared to the broader market-10.000.0010.0020.00
RELX: 9.60
JNJ: 1.82

The current RELX Sharpe Ratio is 1.73, which is higher than the JNJ Sharpe Ratio of 0.60. 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.73
0.60
RELX
JNJ

Dividends

RELX vs. JNJ - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 0.43%, less than JNJ's 3.18% yield.


TTM20242023202220212020201920182017201620152014
RELX
RELX PLC
0.43%1.67%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%
JNJ
Johnson & Johnson
3.18%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

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%December2025FebruaryMarchAprilMay0
-8.30%
RELX
JNJ

Volatility

RELX vs. JNJ - Volatility Comparison

RELX PLC (RELX) has a higher volatility of 12.56% compared to Johnson & Johnson (JNJ) at 7.24%. 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%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
12.56%
7.24%
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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
4.79B
21.89B
(RELX) Total Revenue
(JNJ) Total Revenue
Values in USD except per share items

RELX vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between RELX PLC and Johnson & Johnson over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%62.0%64.0%66.0%68.0%70.0%20212022202320242025
64.7%
66.4%
(RELX) Gross Margin
(JNJ) Gross Margin
RELX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, RELX PLC reported a gross profit of 3.10B and revenue of 4.79B. Therefore, the gross margin over that period was 64.7%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a gross profit of 14.54B and revenue of 21.89B. Therefore, the gross margin over that period was 66.4%.
RELX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, RELX PLC reported an operating income of 1.43B and revenue of 4.79B, resulting in an operating margin of 29.8%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported an operating income of 6.30B and revenue of 21.89B, resulting in an operating margin of 28.8%.
RELX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, RELX PLC reported a net income of 949.00M and revenue of 4.79B, resulting in a net margin of 19.8%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a net income of 11.00B and revenue of 21.89B, resulting in a net margin of 50.2%.