^SP500TR vs. SYK
^SP500TR (S&P 500 Total Return) is an index, while SYK (Stryker Corporation) is a stock. Over the past 10 years, ^SP500TR returned 15.17%/yr vs 12.14%/yr for SYK. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
^SP500TR vs. SYK - Performance Comparison
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Returns By Period
In the year-to-date period, ^SP500TR achieves a 10.14% return, which is significantly higher than SYK's -6.83% return. Over the past 10 years, ^SP500TR has outperformed SYK with an annualized return of 15.17%, while SYK has yielded a comparatively lower 12.14% annualized return.
^SP500TR
- 1D
- 0.71%
- 1M
- 0.14%
- 6M
- 8.56%
- YTD
- 10.14%
- 1Y
- 21.50%
- 3Y*
- 19.43%
- 5Y*
- 12.86%
- 10Y*
- 15.17%
- ALL TIME*
- 11.45%
SYK
- 1D
- -6.42%
- 1M
- -0.26%
- 6M
- -11.39%
- YTD
- -6.83%
- 1Y
- -12.91%
- 3Y*
- 6.29%
- 5Y*
- 4.83%
- 10Y*
- 12.14%
- ALL TIME*
- 17.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^SP500TR S&P 500 Total Return | $0.00 | $0.00 | $0.00 |
| $795.69M | $812.11M | $866.68M |
^SP500TR vs. SYK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^SP500TR S&P 500 Total Return | 10.14% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
SYK Stryker Corporation | -6.83% | -1.48% | 21.34% | 23.80% | -7.42% | 10.22% | 18.17% | 35.33% | 2.43% | 30.84% |
Correlation
The correlation between ^SP500TR and SYK is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 1988 | 0.47 |
Over the past year, the correlation between ^SP500TR and SYK has dropped to 0.11 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
^SP500TR vs. SYK — Risk / Return Rank
^SP500TR
SYK
^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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^SP500TR | SYK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.91 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | -0.59 | +2.80 |
| Martin ratioReturn relative to average drawdown | 9.49 | -1.28 | +10.78 |
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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.
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Drawdown Indicators
| ^SP500TR | SYK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -58.63% | +3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -27.80% | +18.91% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -29.45% | +10.70% |
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 DrawdownCurrent decline from peak | -1.41% | -18.47% | +17.06% |
Average DrawdownAverage peak-to-trough decline | -8.14% | -13.13% | +4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 12.68% | -10.61% |
Volatility
^SP500TR vs. SYK - Volatility Comparison
The current volatility for S&P 500 Total Return (^SP500TR) is 3.52%, while Stryker Corporation (SYK) has a volatility of 13.88%. 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.
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Volatility by Period
| ^SP500TR | SYK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 13.88% | -10.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 23.52% | -13.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 27.28% | -14.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 25.10% | -8.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 26.75% | -8.68% |
Frequently Asked Questions
^SP500TR and SYK have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SYK has higher volatility (13.88%) compared to ^SP500TR (3.52%). In terms of maximum drawdown, ^SP500TR dropped -55.25% vs SYK's -58.63%.
^SP500TR currently has the higher Sharpe Ratio (1.53 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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