PortfoliosLab logo
VZ vs. JNJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VZ and JNJ is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

VZ vs. JNJ - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
231.15%
524.37%
VZ
JNJ

Key characteristics

Sharpe Ratio

VZ:

0.83

JNJ:

0.55

Sortino Ratio

VZ:

1.18

JNJ:

0.86

Omega Ratio

VZ:

1.17

JNJ:

1.12

Calmar Ratio

VZ:

0.81

JNJ:

0.59

Martin Ratio

VZ:

3.39

JNJ:

1.66

Ulcer Index

VZ:

5.48%

JNJ:

6.25%

Daily Std Dev

VZ:

22.37%

JNJ:

19.07%

Max Drawdown

VZ:

-50.61%

JNJ:

-52.60%

Current Drawdown

VZ:

-6.80%

JNJ:

-8.18%

Fundamentals

Market Cap

VZ:

$181.09B

JNJ:

$375.13B

EPS

VZ:

$4.20

JNJ:

$9.00

PE Ratio

VZ:

10.23

JNJ:

17.32

PEG Ratio

VZ:

2.13

JNJ:

1.06

PS Ratio

VZ:

1.34

JNJ:

4.20

PB Ratio

VZ:

1.80

JNJ:

4.80

Total Revenue (TTM)

VZ:

$135.29B

JNJ:

$89.33B

Gross Profit (TTM)

VZ:

$94.07B

JNJ:

$61.01B

EBITDA (TTM)

VZ:

$44.78B

JNJ:

$34.70B

Returns By Period

In the year-to-date period, VZ achieves a 13.99% return, which is significantly higher than JNJ's 8.95% return. Over the past 10 years, VZ has underperformed JNJ with an annualized return of 3.87%, while JNJ has yielded a comparatively higher 7.51% annualized return.


VZ

YTD

13.99%

1M

-1.31%

6M

10.43%

1Y

19.15%

5Y*

0.69%

10Y*

3.87%

JNJ

YTD

8.95%

1M

-5.75%

6M

-1.11%

1Y

11.57%

5Y*

3.95%

10Y*

7.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VZ vs. JNJ — Risk-Adjusted Performance Rank

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

VZ
The Risk-Adjusted Performance Rank of VZ is 7777
Overall Rank
The Sharpe Ratio Rank of VZ is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VZ is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VZ is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 8181
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 6868
Overall Rank
The Sharpe Ratio Rank of JNJ is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 6262
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 7575
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VZ vs. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Verizon Communications Inc. (VZ) 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.


The chart of Sharpe ratio for VZ, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.00
VZ: 0.83
JNJ: 0.55
The chart of Sortino ratio for VZ, currently valued at 1.18, compared to the broader market-6.00-4.00-2.000.002.004.00
VZ: 1.18
JNJ: 0.86
The chart of Omega ratio for VZ, currently valued at 1.17, compared to the broader market0.501.001.502.00
VZ: 1.17
JNJ: 1.12
The chart of Calmar ratio for VZ, currently valued at 0.81, compared to the broader market0.001.002.003.004.005.00
VZ: 0.81
JNJ: 0.59
The chart of Martin ratio for VZ, currently valued at 3.39, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
VZ: 3.39
JNJ: 1.66

The current VZ Sharpe Ratio is 0.83, which is higher than the JNJ Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of VZ and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.83
0.55
VZ
JNJ

Dividends

VZ vs. JNJ - Dividend Comparison

VZ's dividend yield for the trailing twelve months is around 6.13%, more than JNJ's 3.17% yield.


TTM20242023202220212020201920182017201620152014
VZ
Verizon Communications Inc.
6.13%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
JNJ
Johnson & Johnson
3.17%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

Drawdowns

VZ vs. JNJ - Drawdown Comparison

The maximum VZ drawdown since its inception was -50.61%, roughly equal to the maximum JNJ drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for VZ and JNJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.80%
-8.18%
VZ
JNJ

Volatility

VZ vs. JNJ - Volatility Comparison

The current volatility for Verizon Communications Inc. (VZ) is 9.17%, while Johnson & Johnson (JNJ) has a volatility of 10.74%. This indicates that VZ 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.17%
10.74%
VZ
JNJ

Financials

VZ vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Verizon Communications 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


20.00B25.00B30.00B35.00B20212022202320242025
33.49B
21.89B
(VZ) Total Revenue
(JNJ) Total Revenue
Values in USD except per share items

VZ vs. JNJ - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20212022202320242025
100.0%
66.4%
(VZ) Gross Margin
(JNJ) Gross Margin
VZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Verizon Communications Inc. reported a gross profit of 33.49B and revenue of 33.49B. Therefore, the gross margin over that period was 100.0%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a gross profit of 14.54B and revenue of 21.89B. Therefore, the gross margin over that period was 66.4%.
VZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Verizon Communications Inc. reported an operating income of 7.98B and revenue of 33.49B, resulting in an operating margin of 23.8%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported an operating income of 6.30B and revenue of 21.89B, resulting in an operating margin of 28.8%.
VZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Verizon Communications Inc. reported a net income of 7.96B and revenue of 33.49B, resulting in a net margin of 23.8%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a net income of 11.00B and revenue of 21.89B, resulting in a net margin of 50.2%.