SGSOY vs. JNJ

Last updated Jun 13, 2026

SGSOY (SGS SA) and JNJ (Johnson & Johnson) are both stocks. SGSOY operates in Consulting Services (Industrials), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SGSOY returned 6.15%/yr vs 10.46%/yr for JNJ. At a 0.26 correlation, their price movements are largely independent.

Performance

SGSOY vs. JNJ - Performance Comparison

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

Returns By Period

In the year-to-date period, SGSOY achieves a 2.07% return, which is significantly lower than JNJ's 17.68% return. Over the past 10 years, SGSOY has underperformed JNJ with an annualized return of 6.15%, while JNJ has yielded a comparatively higher 10.46% annualized return.

SGSOY

• 1D: -0.62%
• 1M: 3.42%
• YTD: 2.07%
• 6M: 6.37%
• 1Y: 10.93%
• 3Y*: 9.92%
• 5Y*: 1.45%
• 10Y*: 6.15%

JNJ

• 1D: 1.07%
• 1M: 5.14%
• YTD: 17.68%
• 6M: 15.11%
• 1Y: 57.60%
• 3Y*: 17.82%
• 5Y*: 10.94%
• 10Y*: 10.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGSOY vs. JNJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGSOY SGS SA	2.07%	19.14%	20.15%	-4.05%	-29.29%	16.08%	12.53%	23.36%	-12.00%	35.62%
JNJ Johnson & Johnson	17.68%	47.48%	-4.81%	-8.58%	5.97%	11.44%	10.82%	16.22%	-5.13%	24.43%

Correlation

The correlation between SGSOY and JNJ is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007	0.26

The correlation between SGSOY and JNJ shifts across timeframes, from 0.15 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SGSOY : $21.59B JNJ : $588.98B
EPS SGSOY : CHF 0.65 JNJ : $8.65
PE Ratio SGSOY : 13.72 JNJ : 27.85
PEG Ratio SGSOY : 7.42 JNJ : 0.93
PS Ratio SGSOY : 1.25 JNJ : 6.08
PB Ratio SGSOY : 19.09 JNJ : 7.25
Total Revenue (TTM) SGSOY : CHF 13.71B JNJ : $96.36B
Gross Profit (TTM) SGSOY : CHF 8.66B JNJ : $66.60B
EBITDA (TTM) SGSOY : CHF 2.70B JNJ : $31.62B

Return for Risk

SGSOY vs. JNJ — Risk / Return Rank

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

SGSOY

SGSOY Risk / Return Rank: 56
SGSOY Sharpe Ratio Rank: 61
SGSOY Sortino Ratio Rank: 53
SGSOY Omega Ratio Rank: 51
SGSOY Calmar Ratio Rank: 56
SGSOY Martin Ratio Rank: 60

JNJ

JNJ Risk / Return Rank: 96
JNJ Sharpe Ratio Rank: 97
JNJ Sortino Ratio Rank: 98
JNJ Omega Ratio Rank: 97
JNJ Calmar Ratio Rank: 93
JNJ Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGSOY vs. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGS SA (SGSOY) 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.

	SGSOY	JNJ	Difference
Sharpe ratio: Return per unit of total volatility	0.53	3.42	-2.89
Sortino ratio: Return per unit of downside risk	0.90	4.94	-4.05
Omega ratio: Gain probability vs. loss probability	1.11	1.61	-0.50
Calmar ratio: Return relative to maximum drawdown	0.61	5.28	-4.67
Martin ratio: Return relative to average drawdown	1.78	15.52	-13.74

SGSOY vs. JNJ - Sharpe Ratio Comparison

The current SGSOY Sharpe Ratio is 0.53, which is lower than the JNJ Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of SGSOY and JNJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SGSOY vs. JNJ - Drawdown Comparison

The maximum SGSOY drawdown since its inception was -53.49%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for SGSOY and JNJ.

Drawdown Indicators

	SGSOY	JNJ	Difference
Max Drawdown Largest peak-to-trough decline	-53.49%	-50.67%	-2.82%
Max Drawdown (1Y) Largest decline over 1 year	-17.90%	-10.96%	-6.94%
Max Drawdown (3Y) Largest decline over 3 years	-23.22%	-15.95%	-7.27%
Max Drawdown (5Y) Largest decline over 5 years	-36.92%	-18.41%	-18.51%
Max Drawdown (10Y) Largest decline over 10 years	-36.92%	-27.37%	-9.55%
Current Drawdown Current decline from peak	-7.60%	-2.54%	-5.06%
Average Drawdown Average peak-to-trough decline	-12.25%	-11.90%	-0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.17%	3.72%	+2.45%

Volatility

SGSOY vs. JNJ - Volatility Comparison

The current volatility for SGS SA (SGSOY) is 4.83%, while Johnson & Johnson (JNJ) has a volatility of 5.47%. This indicates that SGSOY 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.

Volatility by Period

	SGSOY	JNJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	5.47%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	15.23%	12.16%	+3.07%
Volatility (1Y) Calculated over the trailing 1-year period	20.80%	16.94%	+3.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.85%	16.87%	+5.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.44%	18.48%	+2.96%

Dividends

SGSOY vs. JNJ - Dividend Comparison

SGSOY's dividend yield for the trailing twelve months is around 3.67%, 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%
SGSOY SGS SA	3.67%	3.19%	3.64%	3.96%	3.72%	2.52%	1.61%	1.69%	2.10%	4.35%	5.56%	2.04%

Financials

SGSOY vs. JNJ - Profitability Comparison

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

SGSOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SGS SA reported a gross profit of 1.32B and revenue of 3.49B. Therefore, the gross margin over that period was 37.9%.

JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.

SGSOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SGS SA reported an operating income of 561.32M and revenue of 3.49B, resulting in an operating margin of 16.1%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.

SGSOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SGS SA reported a net income of 351.08M and revenue of 3.49B, resulting in a net margin of 10.1%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.

Frequently Asked Questions

Can I hold both SGSOY and JNJ in my portfolio?

SGSOY and JNJ have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGSOY or JNJ?

JNJ has higher volatility (5.47%) compared to SGSOY (4.83%). In terms of maximum drawdown, SGSOY dropped -53.49% vs JNJ's -50.67%.

Which has better risk-adjusted returns?

JNJ currently has the higher Sharpe Ratio (3.42 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.