Johnson & Johnson (JNJ) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Johnson & Johnson (JNJ): 1Y return 59.9%, Sharpe ratio 2.53, volatility 18.6%, max drawdown -11.0%. A Stock in the Equity asset class. Compare JNJ with other assets and invest through your own broker with pfolio.
Johnson & Johnson (JNJ) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
JNJ Performance
- MTD
- Return: 4.7%, Sharpe: 58.19, Volatility: 6.7%, Max Drawdown: 0.0%
- YTD
- Return: 36.7%, Sharpe: 2.32, Volatility: 20.2%, Max Drawdown: -11.0%
- 1Y
- Return: 59.9%, Sharpe: 2.53, Volatility: 18.6%, Max Drawdown: -11.0%
- 5Y
- Return: 82.9%, Sharpe: 0.76, Volatility: 17.3%, Max Drawdown: -18.4%
- 10Y
- Return: 206.3%, Sharpe: 0.68, Volatility: 18.5%, Max Drawdown: -27.4%
Frequently Asked Questions
- What is Johnson & Johnson (JNJ)?
- Johnson & Johnson (JNJ) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does JNJ compare to other assets?
- You can compare JNJ with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JNJ through pfolio?
- pfolio helps you build diversified portfolios that may include JNJ. You invest through your own broker — pfolio provides the analytics.