SCHN.SW vs. JNJ
SCHN.SW (Schindler Holding AG) and JNJ (Johnson & Johnson) are both stocks. SCHN.SW operates in Specialty Industrial Machinery (Industrials), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SCHN.SW returned 5.92%/yr vs 8.38%/yr for JNJ. At a 0.13 correlation, their price movements are largely independent.
Performance
SCHN.SW vs. JNJ - Performance Comparison
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Different Trading Currencies
SCHN.SW is traded in CHF, while JNJ is traded in USD. To make them comparable, the JNJ values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, SCHN.SW achieves a -8.37% return, which is significantly lower than JNJ's 18.17% return. Over the past 10 years, SCHN.SW has underperformed JNJ with an annualized return of 5.92%, while JNJ has yielded a comparatively higher 8.38% annualized return.
SCHN.SW
- 1D
- 0.60%
- 1M
- -0.00%
- YTD
- -8.37%
- 6M
- -6.72%
- 1Y
- -11.21%
- 3Y*
- 11.95%
- 5Y*
- 1.61%
- 10Y*
- 5.92%
JNJ
- 1D
- 1.27%
- 1M
- 7.11%
- YTD
- 18.17%
- 6M
- 15.24%
- 1Y
- 54.94%
- 3Y*
- 12.91%
- 5Y*
- 8.32%
- 10Y*
- 8.38%
SCHN.SW vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHN.SW Schindler Holding AG | -8.37% | 16.25% | 26.83% | 22.17% | -30.41% | 4.07% | 2.57% | 26.96% | -11.80% | 25.25% |
JNJ Johnson & Johnson | 18.17% | 28.86% | 2.69% | -16.76% | 7.43% | 14.72% | 1.48% | 14.24% | -4.21% | 19.14% |
Correlation
The correlation between SCHN.SW and JNJ is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2007 | 0.13 |
The correlation between SCHN.SW and JNJ shifts across timeframes, from -0.01 (3 years) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCHN.SW vs. JNJ — Risk / Return Rank
SCHN.SW
JNJ
SCHN.SW vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schindler Holding AG (SCHN.SW) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCHN.SW | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.71 | ||
| Sortino ratioReturn per unit of downside risk | -5.07 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.52 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 4.56 | -5.24 |
| Martin ratioReturn relative to average drawdown | -1.37 | 14.51 | -15.88 |
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Drawdowns
SCHN.SW vs. JNJ - Drawdown Comparison
The maximum SCHN.SW drawdown since its inception was -49.15%, which is greater than JNJ's maximum drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for SCHN.SW and JNJ.
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Drawdown Indicators
| SCHN.SW | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.15% | -41.23% | -7.92% |
Max Drawdown (1Y)Largest decline over 1 year | -16.67% | -12.10% | -4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -18.55% | +1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -49.15% | -25.18% | -23.97% |
Max Drawdown (10Y)Largest decline over 10 years | -49.15% | -26.54% | -22.61% |
Current DrawdownCurrent decline from peak | -14.02% | -1.20% | -12.82% |
Average DrawdownAverage peak-to-trough decline | -10.95% | -10.26% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.25% | 3.80% | +4.45% |
Volatility
SCHN.SW vs. JNJ - Volatility Comparison
The current volatility for Schindler Holding AG (SCHN.SW) is 4.54%, while Johnson & Johnson (JNJ) has a volatility of 5.86%. This indicates that SCHN.SW experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHN.SW | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.86% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.60% | 13.29% | +2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.69% | 17.78% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.95% | 18.01% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 19.73% | +1.48% |
Dividends
SCHN.SW vs. JNJ - Dividend Comparison
SCHN.SW's dividend yield for the trailing twelve months is around 2.71%, more than JNJ's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.18% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
SCHN.SW Schindler Holding AG | 2.71% | 2.13% | 2.02% | 2.01% | 2.40% | 1.64% | 1.68% | 1.69% | 2.10% | 0.91% | 1.52% | 0.59% |
Financials
SCHN.SW vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Schindler Holding AG 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
Frequently Asked Questions
SCHN.SW and JNJ have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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