VUAA.L vs. JNJ
VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) is S&P 500 fund tracking the S&P 500 Net Total Return, while JNJ (Johnson & Johnson) is a stock. Over the past 5 years, VUAA.L returned 13.22%/yr vs 10.94%/yr for JNJ. At a 0.13 correlation, their price movements are largely independent.
Performance
VUAA.L vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, VUAA.L achieves a 8.41% return, which is significantly lower than JNJ's 17.68% return.
VUAA.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.41%
- 6M
- 9.69%
- 1Y
- 24.92%
- 3Y*
- 20.75%
- 5Y*
- 13.22%
- 10Y*
- —
JNJ
- 1D
- 1.07%
- 1M
- 4.96%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.15%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
VUAA.L vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 8.41% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 20.33% | 14.82% |
JNJ Johnson & Johnson | 17.68% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 8.60% |
Correlation
The correlation between VUAA.L 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 | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.13 |
The correlation between VUAA.L and JNJ shifts across timeframes, from -0.07 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VUAA.L vs. JNJ — Risk / Return Rank
VUAA.L
JNJ
VUAA.L vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.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.
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.
| VUAA.L | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.61 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 5.28 | -2.29 |
| Martin ratioReturn relative to average drawdown | 12.46 | 15.52 | -3.07 |
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Drawdowns
VUAA.L vs. JNJ - Drawdown Comparison
The maximum VUAA.L drawdown since its inception was -34.05%, smaller than the maximum JNJ drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for VUAA.L and JNJ.
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Drawdown Indicators
| VUAA.L | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.05% | -50.67% | +16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -10.96% | +2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -18.39% | -15.95% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.36% | -18.41% | -5.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.37% | — |
Current DrawdownCurrent decline from peak | -2.26% | -2.54% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -11.90% | +6.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 3.72% | -1.75% |
Volatility
VUAA.L vs. JNJ - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) is 3.99%, while Johnson & Johnson (JNJ) has a volatility of 5.47%. This indicates that VUAA.L 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
| VUAA.L | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 5.47% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 12.16% | -3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 16.94% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.87% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 18.48% | -0.67% |
Dividends
VUAA.L vs. JNJ - Dividend Comparison
VUAA.L has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 2.18%.
| 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% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VUAA.L 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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