# JNJ Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: cf85456a2be04c8c4c06f004ebf7bdc34e0b2a561d95ccb5b18919450575cf46.

## Return & risk

For JNJ over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 18.89%, annualized volatility 17.81%, and maximum drawdown -15.95%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -1.70% for 95% VaR and -2.33% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.84, Sortino 1.25, and Calmar 1.18 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.02 and alpha 14.70%. Up capture is 0.09 and down capture is -0.14.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, JNJ's latest reported revenue is 94,193,000,000, net margin is 28.46%, and return on equity is 32.87%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 18.89% | 3y | 2026-06-30 |
| Annualized volatility | 17.81% | 3y | 2026-06-30 |
| Maximum drawdown | -15.95% | 3y | 2026-06-30 |
| 95% daily VaR | -1.70% | 3y | 2026-06-30 |
| 95% daily CVaR | -2.33% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.84 | 3y | 2026-06-30 |
| Sortino ratio | 1.25 | 3y | 2026-06-30 |
| Calmar ratio | 1.18 | 3y | 2026-06-30 |
| Beta vs SPY | 0.02 | 3y | 2026-06-30 |
| Alpha vs SPY | 14.70% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.09 | 3y | 2026-06-30 |
| Down capture vs SPY | -0.14 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 94,193,000,000 | 2025-12-28 | 0000200406-26-000016 |
| Net margin | 28.46% | 2025-12-28 | 0000200406-26-000016 |
| Return on equity | 32.87% | 2025-12-28 | 0000200406-26-000016 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf JNJ --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: cf85456a2be04c8c4c06f004ebf7bdc34e0b2a561d95ccb5b18919450575cf46.