Johnson & Johnson

10-Year Study

JNJ.US · Healthcare · US · Common Stock

Executive Summary: Johnson & Johnson has compounded at 10.6% annually over the last 10 years, with a maximum drawdown of 15.7% and an annualized volatility of 20.0%.

1Y CAGR
+60.1%
3Y CAGR
+18.5%
5Y CAGR
+9.8%
10Y CAGR
+10.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +47.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -8.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.89.9-1.6-4.1————————13.9%
20255.29.30.5-5.70.1-1.67.88.34.71.910.30.047.5%
20241.42.3-2.0-8.62.3-0.38.05.9-2.3-1.4-2.3-6.7-4.8%
2023-7.5-5.51.15.6-4.66.71.2-2.8-3.7-4.85.11.3-8.6%
20220.7-3.97.71.80.1-1.1-1.7-6.91.36.53.0-0.86.0%
20213.7-2.33.7-1.04.7-2.74.51.1-6.70.9-3.69.711.4%
20202.1-9.1-2.514.4-0.2-5.53.65.9-3.0-7.96.38.810.8%
20193.13.42.31.0-6.56.2-6.5-0.70.82.14.86.116.2%
2018-1.1-5.4-1.3-1.3-4.71.49.22.32.61.35.6-12.2-5.1%
2017-1.78.61.9-0.94.63.20.30.4-1.87.20.60.324.4%
2016———3.61.37.63.2-4.1-1.0-1.8-3.43.58.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 49.7% of variance. Idiosyncratic stock-specific factors contribute 21.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110358.592980966136
2016-05-0110489.334441401177
2016-06-0111290.769251360649
2016-07-0111656.577652153492
2016-08-0111182.428445058777
2016-09-0111069.050229299472
2016-10-0110868.52726345773
2016-11-0110501.124899768936
2016-12-0110870.03605276382
2017-01-0110685.112021522149
2017-02-0111606.787605052497
2017-03-0111829.029836308526
2017-04-0111726.456498805745
2017-05-0112261.200631257976
2017-06-0112647.43852596152
2017-07-0112688.553034552493
2017-08-0112735.593191466578
2017-09-0112508.532568555614
2017-10-0113412.930081000082
2017-11-0113487.323127914911
2017-12-0113525.067195878572
2018-01-0113376.96249076779
2018-02-0112653.04781523658
2018-03-0112484.513616215105
2018-04-0112322.793304382425
2018-05-0111739.938261315008
2018-06-0111908.752316417453
2018-07-0113005.99500396057
2018-08-0113307.05930880415
2018-09-0113650.88075575743
2018-10-0113830.694371607504
2018-11-0114605.79837464455
2018-12-0112831.036282732513
2019-01-0113231.729352400858
2019-02-0113675.787946963621
2019-03-0113991.064073658119
2019-04-0114132.184544400383
2019-05-0113216.130417800794
2019-06-0114035.403011008077
2019-07-0113122.415133643446
2019-08-0113031.899942933693
2019-09-0113135.458860547715
2019-10-0113405.519978682265
2019-11-0114055.552648837805
2019-12-0114912.228615649308
2020-01-0115218.926545079337
2020-02-0113835.500595606745
2020-03-0113490.851748066254
2020-04-0115436.338217024739
2020-05-0115409.70321870996
2020-06-0114568.516677597276
2020-07-0115099.963375356358
2020-08-0115998.22838933091
2020-09-0115525.831324656172
2020-10-0114298.406888839947
2020-11-0115192.668744091081
2020-12-0116526.28031115129
2021-01-0117130.08805732426
2021-02-0116743.4607976385
2021-03-0117365.812051089553
2021-04-0117194.637470782418
2021-05-0117995.135371253426
2021-06-0117515.620227997533
2021-07-0118308.793199740587
2021-08-0118517.05479460389
2021-09-0117273.179688288994
2021-10-0117420.773351860615
2021-11-0116786.680310664582
2021-12-0118416.57429388052
2022-01-0118547.911969444584
2022-02-0117830.543492676894
2022-03-0119202.215486748813
2022-04-0119552.16943217201
2022-05-0119576.39523465932
2022-06-0119356.13633128146
2022-07-0119030.091829297526
2022-08-0117711.117952037534
2022-09-0117932.87347706579
2022-10-0119097.585815433697
2022-11-0119666.09519243756
2022-12-0119516.94406893707
2023-01-0118055.243590383172
2023-02-0117054.514747807083
2023-03-0117248.138652870162
2023-04-0118216.270345841276
2023-05-0117385.012611775124
2023-06-0118557.76777055695
2023-07-0118783.12492167072
2023-08-0118258.844973115563
2023-09-0117589.161539013763
2023-10-0116752.331018639634
2023-11-0117605.92856856048
2023-12-0117842.711148371174
2024-01-0118088.595134641193
2024-02-0118510.399086939116
2024-03-0118144.493344900715
2024-04-0116584.575549582587
2024-05-0116959.132494819623
2024-06-0116900.16803532514
2024-07-0118251.860738747044
2024-08-0119323.600019954956
2024-09-0118880.879867518564
2024-10-0118624.56820031855
2024-11-0118204.41904919505
2024-12-0116984.21003320553
2025-01-0117868.543081410135
2025-02-0119535.122546544324
2025-03-0119632.19610367329
2025-04-0118504.035403011007
2025-05-0118531.01109568523
2025-06-0118237.30822253669
2025-07-0119668.83291496877
2025-08-0121308.144663692077
2025-09-0122300.368314937863
2025-10-0122715.29754176852
2025-11-0125044.174673998084
2025-12-0125047.812803050674
2026-01-0127504.778846773926
2026-02-0130228.107041300675
2026-03-0129742.617579098885
2026-04-0128538.01966536513
Annual Return Matrix
YearAnnual Return
20170.24425228492592543
2018-0.051314415159249394
20190.16219986344497972
20200.10823678586902519
20210.11438109163946164
20220.05974888475443474
2023-0.08578355887336808
2024-0.04811494778045622
20250.47477055182903016
20260.13934178164607536
Total Factor Risk
0.20043823926552304
VTI.US Exposure
0.047641188239394346
VEA.US Exposure
-0.04424306673001122
VWO.US Exposure
0.023742028306059808
QQQ.US Exposure
0.004585844888402859
VTV.US Exposure
0.49686351541388396
IJR.US Exposure
-0.028946541983159553
QUAL.US Exposure
0.12737180774365187
SHV.US Exposure
0.03521126916877421
TLT.US Exposure
-0.002858366462655119
LQD.US Exposure
-0.004545120379125846
HYG.US Exposure
0.018491925899464835
GLD.US Exposure
0.013044883254909193
USO.US Exposure
0.0046512087763235024
VNQ.US Exposure
0.03992414899468881
BTC-USD.CC Exposure
0.012168452594579274
CPER.US Exposure
-0.015670789534294953
VIX.INDX Exposure
0.004822002560464821
UUP.US Exposure
0.04806715161809886
TIP.US Exposure
0.004682458093270952
Idiosyncratic Exposure
0.21499599953727924
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.11%
Market Cap$585.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$2,863
Avg Yield on Cost
4.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$484.274.84%Solid
2021$509.825.10%Solid
2022$541.465.41%Solid
2023$571.885.72%Solid
2024$597.435.97%Solid
2026$158.181.58%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Johnson & Johnson a high-risk investment?

Johnson & Johnson (JNJ.US) has an annualized volatility of 20.0% and experienced a maximum drawdown of 15.7% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of JNJ.US?

Over the past 10 years, JNJ.US has generated a Compound Annual Growth Rate (CAGR) of 10.6%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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