Johnson & Johnson (JNJ) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Johnson & Johnson (JNJ): 1Y return 59.7%, Sharpe ratio 2.87, volatility 16.2%, max drawdown -7.2%. 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: -2.4%, Sharpe: -4.53, Volatility: 11.9%, Max Drawdown: -2.7%
- YTD
- Return: 15.9%, Sharpe: 3.29, Volatility: 15.5%, Max Drawdown: -5.3%
- 1Y
- Return: 59.7%, Sharpe: 2.87, Volatility: 16.2%, Max Drawdown: -7.2%
- 5Y
- Return: 71.4%, Sharpe: 0.72, Volatility: 16.4%, Max Drawdown: -18.4%
- 10Y
- Return: 185.2%, Sharpe: 0.65, Volatility: 18.0%, 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.