TYT.L vs. JNJ
TYT.L (Toyota Motor Corp) and JNJ (Johnson & Johnson) are both stocks. TYT.L operates in Auto Manufacturers (Consumer Cyclical), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, TYT.L returned 20.62%/yr vs 14.61%/yr for JNJ. At a 0.06 correlation, their price movements are largely independent.
Performance
TYT.L vs. JNJ - Performance Comparison
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Different Trading Currencies
TYT.L is traded in JPY, while JNJ is traded in USD. To make them comparable, the JNJ values have been converted to JPY using the latest available exchange rates.
Returns By Period
In the year-to-date period, TYT.L achieves a -14.64% return, which is significantly lower than JNJ's 15.87% return. Over the past 10 years, TYT.L has outperformed JNJ with an annualized return of 20.62%, while JNJ has yielded a comparatively lower 14.61% annualized return.
TYT.L
- 1D
- -0.96%
- 1M
- -3.11%
- YTD
- -14.64%
- 6M
- -6.39%
- 1Y
- 6.76%
- 3Y*
- 14.55%
- 5Y*
- 11.50%
- 10Y*
- 20.62%
JNJ
- 1D
- -0.30%
- 1M
- 7.91%
- YTD
- 15.87%
- 6M
- 19.64%
- 1Y
- 69.83%
- 3Y*
- 22.11%
- 5Y*
- 18.73%
- 10Y*
- 14.61%
TYT.L vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TYT.L Toyota Motor Corp | -14.64% | 10.28% | 24.59% | 46.95% | -11.53% | 52.81% | 13.02% | 41.94% | 4.76% | 24.27% |
JNJ Johnson & Johnson | 15.87% | 47.05% | 6.21% | -1.69% | 20.72% | 24.21% | 5.34% | 15.10% | -7.63% | 19.82% |
Correlation
The correlation between TYT.L and JNJ is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
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 | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.06 |
The correlation between TYT.L and JNJ shifts across timeframes, from 0.01 (3 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TYT.L:
¥36.79T
JNJ:
$567.68B
TYT.L:
¥295.25
JNJ:
$8.65
TYT.L:
9.56
JNJ:
26.85
TYT.L:
0.53
JNJ:
0.89
TYT.L:
0.73
JNJ:
5.86
TYT.L:
0.92
JNJ:
6.99
TYT.L:
¥50.68T
JNJ:
$96.36B
TYT.L:
¥8.46T
JNJ:
$66.60B
TYT.L:
¥7.05T
JNJ:
$31.62B
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Return for Risk
TYT.L vs. JNJ — Risk / Return Rank
TYT.L
JNJ
TYT.L vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corp (TYT.L) 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.
| TYT.L | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.84 | ||
| Sortino ratioReturn per unit of downside risk | -5.02 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.69 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 6.18 | -5.91 |
| Martin ratioReturn relative to average drawdown | 0.73 | 21.28 | -20.55 |
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
| TYT.L | JNJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 4.05 | -3.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 1.02 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.71 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.55 | -0.34 |
Drawdowns
TYT.L vs. JNJ - Drawdown Comparison
The maximum TYT.L drawdown since its inception was -68.61%, which is greater than JNJ's maximum drawdown of -40.42%. Use the drawdown chart below to compare losses from any high point for TYT.L and JNJ.
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Drawdown Indicators
| TYT.L | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -40.42% | -28.19% |
Max Drawdown (1Y)Largest decline over 1 year | -25.11% | -11.36% | -13.75% |
Max Drawdown (3Y)Largest decline over 3 years | -41.67% | -14.13% | -27.54% |
Max Drawdown (5Y)Largest decline over 5 years | -41.67% | -22.55% | -19.12% |
Max Drawdown (10Y)Largest decline over 10 years | -41.67% | -26.45% | -15.22% |
Current DrawdownCurrent decline from peak | -25.11% | -4.34% | -20.77% |
Average DrawdownAverage peak-to-trough decline | -19.77% | -10.63% | -9.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | 3.29% | +5.74% |
Volatility
TYT.L vs. JNJ - Volatility Comparison
Toyota Motor Corp (TYT.L) has a higher volatility of 8.90% compared to Johnson & Johnson (JNJ) at 5.92%. This indicates that TYT.L'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
| TYT.L | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 5.92% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 21.97% | 12.97% | +9.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.76% | 17.35% | +14.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.05% | 18.49% | +16.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.60% | 20.75% | +10.85% |
Dividends
TYT.L vs. JNJ - Dividend Comparison
TYT.L's dividend yield for the trailing twelve months is around 3.37%, more than JNJ's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.26% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
TYT.L Toyota Motor Corp | 3.37% | 2.83% | 2.70% | 2.51% | 2.69% | 12.11% | 7.85% | 14.24% | 17.17% | 14.55% | 15.27% | 15.01% |
Financials
TYT.L vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Toyota Motor Corp 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
TYT.L vs. JNJ - Profitability Comparison
TYT.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corp reported a gross profit of 1.91T and revenue of 12.60T. Therefore, the gross margin over that period was 15.1%.
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%.
TYT.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corp reported an operating income of 569.50B and revenue of 12.60T, resulting in an operating margin of 4.5%.
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%.
TYT.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corp reported a net income of 817.21B and revenue of 12.60T, resulting in a net margin of 6.5%.
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
TYT.L and JNJ have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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