XLU vs. JNJ
XLU (State Street Utilities Select Sector SPDR ETF) is Utilities Equities fund tracking the Utilities Select Sector Index, while JNJ (Johnson & Johnson) is a stock. Over the past 10 years, XLU returned 9.20%/yr vs 10.46%/yr for JNJ. At a 0.37 correlation, their price movements are largely independent.
Performance
XLU vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, XLU achieves a 5.04% return, which is significantly lower than JNJ's 17.68% return. Over the past 10 years, XLU has underperformed JNJ with an annualized return of 9.20%, while JNJ has yielded a comparatively higher 10.46% annualized return.
XLU
- 1D
- 1.09%
- 1M
- -0.82%
- YTD
- 5.04%
- 6M
- 5.48%
- 1Y
- 12.50%
- 3Y*
- 13.79%
- 5Y*
- 9.41%
- 10Y*
- 9.20%
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%
XLU vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLU State Street Utilities Select Sector SPDR ETF | 5.04% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
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 XLU and JNJ is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.37 |
The correlation between XLU and JNJ shifts across timeframes, from 0.31 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XLU vs. JNJ — Risk / Return Rank
XLU
JNJ
XLU vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Utilities Select Sector SPDR ETF (XLU) 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.
| XLU | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.76 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.61 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 5.28 | -3.99 |
| Martin ratioReturn relative to average drawdown | 2.80 | 15.52 | -12.72 |
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Drawdowns
XLU vs. JNJ - Drawdown Comparison
The maximum XLU drawdown since its inception was -51.98%, roughly equal to the maximum JNJ drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for XLU and JNJ.
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Drawdown Indicators
| XLU | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.98% | -50.67% | -1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.18% | -10.96% | +1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.26% | -15.95% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -18.41% | -6.85% |
Max Drawdown (10Y)Largest decline over 10 years | -36.07% | -27.37% | -8.70% |
Current DrawdownCurrent decline from peak | -6.05% | -2.54% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -11.90% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 3.72% | +0.53% |
Volatility
XLU vs. JNJ - Volatility Comparison
State Street Utilities Select Sector SPDR ETF (XLU) and Johnson & Johnson (JNJ) have volatilities of 5.59% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLU | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 5.47% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 12.16% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 16.94% | -2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 16.87% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.27% | 18.48% | +0.79% |
Dividends
XLU vs. JNJ - Dividend Comparison
XLU's dividend yield for the trailing twelve months is around 2.67%, 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% |
XLU State Street Utilities Select Sector SPDR ETF | 2.67% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
XLU and JNJ have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLU has higher volatility (5.59%) compared to JNJ (5.47%). In terms of maximum drawdown, XLU dropped -51.98% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.42 vs 0.81), 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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