XLE vs. JNJ
XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index, while JNJ (Johnson & Johnson) is a stock. Over the past 10 years, XLE returned 9.91%/yr vs 10.46%/yr for JNJ. At a 0.27 correlation, their price movements are largely independent.
Performance
XLE vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, XLE achieves a 29.56% return, which is significantly higher than JNJ's 17.68% return. Over the past 10 years, XLE has underperformed JNJ with an annualized return of 9.91%, while JNJ has yielded a comparatively higher 10.46% annualized return.
XLE
- 1D
- 0.75%
- 1M
- -0.90%
- YTD
- 29.56%
- 6M
- 28.37%
- 1Y
- 34.84%
- 3Y*
- 16.18%
- 5Y*
- 20.12%
- 10Y*
- 9.91%
JNJ
- 1D
- 1.07%
- 1M
- 6.86%
- YTD
- 17.68%
- 6M
- 15.11%
- 1Y
- 57.15%
- 3Y*
- 17.82%
- 5Y*
- 10.94%
- 10Y*
- 10.46%
XLE vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLE State Street Energy Select Sector SPDR ETF | 29.56% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
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 XLE and JNJ is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.27 |
The correlation between XLE and JNJ shifts across timeframes, from -0.01 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XLE vs. JNJ — Risk / Return Rank
XLE
JNJ
XLE vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Energy Select Sector SPDR ETF (XLE) 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.
| XLE | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.61 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 5.28 | -2.18 |
| Martin ratioReturn relative to average drawdown | 8.63 | 15.52 | -6.89 |
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Drawdowns
XLE vs. JNJ - Drawdown Comparison
The maximum XLE drawdown since its inception was -71.26%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for XLE and JNJ.
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Drawdown Indicators
| XLE | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.26% | -50.67% | -20.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -10.96% | -1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -20.14% | -15.95% | -4.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -18.41% | -7.63% |
Max Drawdown (10Y)Largest decline over 10 years | -66.81% | -27.37% | -39.44% |
Current DrawdownCurrent decline from peak | -8.01% | -2.54% | -5.47% |
Average DrawdownAverage peak-to-trough decline | -17.97% | -11.90% | -6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 3.72% | +0.60% |
Volatility
XLE vs. JNJ - Volatility Comparison
State Street Energy Select Sector SPDR ETF (XLE) has a higher volatility of 7.26% compared to Johnson & Johnson (JNJ) at 5.47%. This indicates that XLE'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
| XLE | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 5.47% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 16.79% | 12.16% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.57% | 16.94% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.05% | 16.87% | +9.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.58% | 18.48% | +11.10% |
Dividends
XLE vs. JNJ - Dividend Comparison
XLE's dividend yield for the trailing twelve months is around 2.59%, 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% |
XLE State Street Energy Select Sector SPDR ETF | 2.59% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
XLE and JNJ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLE has higher volatility (7.26%) compared to JNJ (5.47%). In terms of maximum drawdown, XLE dropped -71.26% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.42 vs 1.82), 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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