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JNJ vs SPY 1 Year Daily ReturnsJNJ has a beta of 0.03. In the past year, JNJ has been less volatile than the S&P500.
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JNJ Historical BetaSince 2024-07-18, the beta for JNJ changed by -0.02 and had an average of 0.01.
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JNJ Sharpe RatioJNJ has a 1 year sharpe of 0.16 which is -0.18 compared to the S&P500.
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JNJ Daily P/L Normal DistributionJNJ has a P/L mean of 0.05% and a std dev of 1.19%. A daily 1σ move is between $NaN and $NaN.
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JNJ 1 Year DrawdownJNJ had a max drawdown of 15.13% in the previous year.
Created with Highcharts 10.1.0.JNJSPYAug '24Sep '24Oct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25-15%-10%-5%0%Powered by unusualwhales.com
JNJ Yearly Drawdown DurationJNJ has an average drawdown duration of 23.13 days every year.
Created with Highcharts 10.1.0247247Most Recent: 89Most Recent: 890204060801001201401601802002202402014201620182020202220242026Powered by unusualwhales.com