SPGI vs. JNJ
SPGI (S&P Global Inc.) and JNJ (Johnson & Johnson) are both stocks. SPGI operates in Financial Data & Stock Exchanges (Financial Services), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SPGI returned 15.56%/yr vs 10.21%/yr for JNJ. At a 0.34 correlation, their price movements are largely independent.
Performance
SPGI vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, SPGI achieves a -18.40% return, which is significantly lower than JNJ's 13.72% return. Over the past 10 years, SPGI has outperformed JNJ with an annualized return of 15.56%, while JNJ has yielded a comparatively lower 10.21% annualized return.
SPGI
- 1D
- 1.03%
- 1M
- 0.44%
- YTD
- -18.40%
- 6M
- -14.46%
- 1Y
- -17.02%
- 3Y*
- 4.67%
- 5Y*
- 2.85%
- 10Y*
- 15.56%
JNJ
- 1D
- 2.02%
- 1M
- 4.22%
- YTD
- 13.72%
- 6M
- 16.55%
- 1Y
- 55.27%
- 3Y*
- 17.11%
- 5Y*
- 10.05%
- 10Y*
- 10.21%
SPGI vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -18.40% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
JNJ Johnson & Johnson | 13.72% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between SPGI and JNJ is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | 0.34 |
The correlation between SPGI and JNJ shifts across timeframes, from -0.02 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SPGI:
$126.31B
JNJ:
$569.17B
SPGI:
$15.79
JNJ:
$8.65
SPGI:
26.88
JNJ:
26.92
SPGI:
3.51
JNJ:
0.90
SPGI:
8.16
JNJ:
5.88
SPGI:
4.04
JNJ:
7.01
SPGI:
$15.73B
JNJ:
$96.36B
SPGI:
$8.15B
JNJ:
$66.60B
SPGI:
$7.83B
JNJ:
$31.62B
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Return for Risk
SPGI vs. JNJ — Risk / Return Rank
SPGI
JNJ
SPGI vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) 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.
| SPGI | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.92 | ||
| Sortino ratioReturn per unit of downside risk | -5.44 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.59 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 5.07 | -5.63 |
| Martin ratioReturn relative to average drawdown | -1.09 | 15.08 | -16.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPGI | JNJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | 3.30 | -3.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.60 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.55 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.54 | -0.09 |
Drawdowns
SPGI vs. JNJ - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for SPGI and JNJ.
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Drawdown Indicators
| SPGI | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -50.67% | -24.00% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -10.96% | -19.52% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -15.95% | -14.53% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -18.41% | -21.35% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -27.37% | -12.39% |
Current DrawdownCurrent decline from peak | -24.13% | -5.81% | -18.32% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -11.88% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.69% | 3.68% | +12.01% |
Volatility
SPGI vs. JNJ - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 8.06% compared to Johnson & Johnson (JNJ) at 5.90%. This indicates that SPGI'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.
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Volatility by Period
| SPGI | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.90% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 23.80% | 12.49% | +11.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.33% | 16.85% | +10.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 16.87% | +7.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.01% | 18.46% | +7.55% |
Dividends
SPGI vs. JNJ - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.91%, less than JNJ's 2.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.25% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
SPGI S&P Global Inc. | 0.91% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
SPGI vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between S&P Global Inc. 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
SPGI vs. JNJ - Profitability Comparison
SPGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.
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%.
SPGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.
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%.
SPGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.
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
SPGI and JNJ have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (8.06%) compared to JNJ (5.90%). In terms of maximum drawdown, SPGI dropped -74.67% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.30 vs -0.62), 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.
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