COMP <GO>
WRBY vs JNJ // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Warby Parker Inc. (NYSE) VS. Johnson & Johnson (NYSE) • 15-METRIC TALLY: WRBY 3
— JNJ 10
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: JNJ
LAST: $24.61 (+0.08%) • MKT CAP: $3.04B
options-implied-move
7.40%
LAST: $273.20 (-0.73%) • MKT CAP: $662.49B
options-implied-move
7.20%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (WRBY VS. JNJ)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | WRBY | JNJ | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 54.00% | 67.90% | -13.90 | JNJ | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | -1.70% | 25.50% | -27.20 | JNJ | /roic <GO> |
| EV/EBITDA & P/E Valuation | — | 18.5x | — | TIE | /valuation <GO> |
| Free Cash Flow Yield | 1.44% | 2.97% | -1.53 | JNJ | /fcf-yield <GO> |
| Operating Margin | -0.60% | 34.70% | -35.30 | JNJ | /operating-margins <GO> |
| Net Profit Margin | 0.20% | 28.50% | -28.30 | JNJ | /net-margins <GO> |
| Revenue Growth (YoY) | 13.00% | 6.00% | +7.00 | WRBY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.00% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 5.35 | 5.59 | -0.24 | JNJ | /balance-sheet <GO> |
| Piotroski F-Score Quality | 9/9 | 8/9 | +1.00 | WRBY | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.40% | 7.20% | +0.20 | JNJ | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 45.9 | 60.4 | -14.42 | JNJ | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.14 | 1.08 | +0.06 | WRBY | /macro-sensitivity <GO> |
| Forward P/E Multiple | 140.0x | 23.0x | +117.00 | JNJ | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $3.04B | $662.49B | -$659.45B | JNJ | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | WRBY REV | JNJ REV | WRBY GROSS % | JNJ GROSS % | WRBY FCF | JNJ FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $871.9M | $94.19B | 54.0% | 67.9% | $43.7M | $19.70B |
| FY 2024 | $771.3M | $88.82B | 55.3% | 69.1% | $34.7M | $19.84B |
| FY 2023 | $669.8M | $85.16B | 44.0% | 44.0% | $30.9M | $18.96B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
WRBY // BETA 1.14
JNJ // BETA 1.08