T vs. JNJ
T (AT&T Inc.) and JNJ (Johnson & Johnson) are both stocks. T operates in Telecom Services (Communication Services), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, T returned 3.33%/yr vs 10.46%/yr for JNJ. At a 0.34 correlation, their price movements are largely independent.
Performance
T vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than JNJ's 17.68% return. Over the past 10 years, T has underperformed JNJ with an annualized return of 3.33%, while JNJ has yielded a comparatively higher 10.46% annualized return.
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
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%
T vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
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 T and JNJ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.34 |
The correlation between T and JNJ shifts across timeframes, from 0.18 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
JNJ:
$8.65
T:
7.74
JNJ:
27.85
T:
0.32
JNJ:
0.93
T:
1.35
JNJ:
6.08
T:
$125.65B
JNJ:
$96.36B
T:
$105.41B
JNJ:
$66.60B
T:
$54.70B
JNJ:
$31.62B
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Return for Risk
T vs. JNJ — Risk / Return Rank
T
JNJ
T vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
| T | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.01 | ||
| Sortino ratioReturn per unit of downside risk | -5.66 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.61 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 5.28 | -5.88 |
| Martin ratioReturn relative to average drawdown | -1.22 | 15.52 | -16.74 |
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Drawdowns
T vs. JNJ - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for T and JNJ.
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Drawdown Indicators
| T | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -50.67% | -13.48% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -10.96% | -10.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -15.95% | -5.92% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -18.41% | -13.60% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -27.37% | -14.98% |
Current DrawdownCurrent decline from peak | -18.12% | -2.54% | -15.58% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -11.90% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 3.72% | +6.92% |
Volatility
T vs. JNJ - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to Johnson & Johnson (JNJ) at 5.47%. This indicates that T'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
| T | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 5.47% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 12.16% | +5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 16.94% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 16.87% | +7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 18.48% | +5.25% |
Dividends
T vs. JNJ - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, 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% |
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
T vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between AT&T 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
Frequently Asked Questions
T and JNJ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to JNJ (5.47%). In terms of maximum drawdown, T dropped -64.15% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.42 vs -0.59), 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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