^SP500TR vs. SYK

Last updated Apr 1, 2026

Compare and contrast key facts about S&P 500 Total Return (^SP500TR) and Stryker Corporation (SYK).

Performance

^SP500TR vs. SYK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Total Return (^SP500TR) and Stryker Corporation (SYK). The values are adjusted to include any dividend payments, if applicable.

^SP500TR vs. SYK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SP500TR S&P 500 Total Return	-4.33%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%
SYK Stryker Corporation	-6.26%	-1.48%	21.34%	23.80%	-7.42%	10.22%	18.17%	35.33%	2.43%	30.84%

Returns By Period

In the year-to-date period, ^SP500TR achieves a -4.33% return, which is significantly higher than SYK's -6.26% return. Over the past 10 years, ^SP500TR has outperformed SYK with an annualized return of 14.09%, while SYK has yielded a comparatively lower 12.96% annualized return.

^SP500TR

• 1D: 2.92%
• 1M: -4.98%
• YTD: -4.33%
• 6M: -1.79%
• 1Y: 17.80%
• 3Y*: 18.32%
• 5Y*: 11.80%
• 10Y*: 14.09%

SYK

• 1D: 1.04%
• 1M: -14.96%
• YTD: -6.26%
• 6M: -10.65%
• 1Y: -10.88%
• 3Y*: 5.82%
• 5Y*: 7.33%
• 10Y*: 12.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SP500TR vs. SYK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SP500TR

^SP500TR Risk / Return Rank: 78
^SP500TR Sharpe Ratio Rank: 74
^SP500TR Sortino Ratio Rank: 74
^SP500TR Omega Ratio Rank: 80
^SP500TR Calmar Ratio Rank: 74
^SP500TR Martin Ratio Rank: 86

SYK

SYK Risk / Return Rank: 22
SYK Sharpe Ratio Rank: 21
SYK Sortino Ratio Rank: 19
SYK Omega Ratio Rank: 19
SYK Calmar Ratio Rank: 28
SYK Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^SP500TR vs. SYK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) and Stryker Corporation (SYK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^SP500TR	SYK	Difference
Sharpe ratio Return per unit of total volatility	0.98	-0.48	+1.46
Sortino ratio Return per unit of downside risk	1.49	-0.56	+2.06
Omega ratio Gain probability vs. loss probability	1.23	0.93	+0.30
Calmar ratio Return relative to maximum drawdown	1.52	-0.47	+1.99
Martin ratio Return relative to average drawdown	7.32	-1.08	+8.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SP500TR vs. SYK - Sharpe Ratio Comparison

The current ^SP500TR Sharpe Ratio is 0.98, which is higher than the SYK Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of ^SP500TR and SYK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SP500TR	SYK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	-0.48	+1.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.31	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.50	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.57	+0.06

Correlation

The correlation between ^SP500TR and SYK is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^SP500TR vs. SYK - Drawdown Comparison

The maximum ^SP500TR drawdown since its inception was -55.25%, smaller than the maximum SYK drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and SYK.

Drawdown Indicators

	^SP500TR	SYK	Difference
Max Drawdown Largest peak-to-trough decline	-55.25%	-58.63%	+3.38%
Max Drawdown (1Y) Largest decline over 1 year	-12.12%	-18.80%	+6.68%
Max Drawdown (5Y) Largest decline over 5 years	-24.49%	-31.68%	+7.19%
Max Drawdown (10Y) Largest decline over 10 years	-33.79%	-43.80%	+10.01%
Current Drawdown Current decline from peak	-6.23%	-17.96%	+11.73%
Average Drawdown Average peak-to-trough decline	-8.20%	-13.07%	+4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	8.10%	-5.58%

Volatility

^SP500TR vs. SYK - Volatility Comparison

The current volatility for S&P 500 Total Return (^SP500TR) is 5.35%, while Stryker Corporation (SYK) has a volatility of 7.39%. This indicates that ^SP500TR experiences smaller price fluctuations and is considered to be less risky than SYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SP500TR	SYK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	7.39%	-2.04%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	15.63%	-6.10%
Volatility (1Y) Calculated over the trailing 1-year period	18.32%	22.71%	-4.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.91%	23.74%	-6.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.05%	26.06%	-8.01%