Amidst the global COVID-19 pandemic, there is an urgent need for establishing knowledge about risk factors for adverse health outcomes associated with loneliness and social isolation. In this study, we show that self-perceived loneliness coincides with objective measures of social isolation as well as the personality trait neuroticism, and that these comorbidities contribute to differential associations with risk factors including depression, social deprivation, unhealthy lifestyle behaviors, cardiovascular risk, and aging of the brain. The findings contribute to identifying groups of individuals who may be vulnerable to loneliness and associated health problems, and emphasize the need for public-health initiatives addressing socioeconomic conditions as well as social, mental, and physical health to reduce the risk of loneliness and adverse health outcomes in the population.