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^SP500TR vs. SYK
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, ^SP500TR achieves a 8.22% return, which is significantly higher than SYK's -11.56% return. Over the past 10 years, ^SP500TR has outperformed SYK with an annualized return of 15.64%, while SYK has yielded a comparatively lower 11.51% annualized return.


^SP500TR

1D
-1.44%
1M
-1.34%
YTD
8.22%
6M
7.24%
1Y
23.73%
3Y*
20.82%
5Y*
13.16%
10Y*
15.64%

SYK

1D
1.74%
1M
-2.05%
YTD
-11.56%
6M
-12.18%
1Y
-17.45%
3Y*
2.33%
5Y*
4.55%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SP500TR vs. SYK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^SP500TR
S&P 500 Total Return
8.22%17.88%25.02%26.29%-18.11%28.71%18.40%31.49%-4.38%21.83%
SYK
Stryker Corporation
-11.56%-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 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

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 0.22 - 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

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

^SP500TR
^SP500TR Risk / Return Rank: 6868
Overall Rank
^SP500TR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 6464
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 6767
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 6666
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 7777
Martin Ratio Rank

SYK
SYK Risk / Return Rank: 1313
Overall Rank
SYK Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SYK Sortino Ratio Rank: 1212
Sortino Ratio Rank
SYK Omega Ratio Rank: 1414
Omega Ratio Rank
SYK Calmar Ratio Rank: 2121
Calmar Ratio Rank
SYK Martin Ratio Rank: 1010
Martin Ratio Rank
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.

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.


^SP500TRSYKDifference
Sharpe ratioReturn per unit of total volatility

+2.66

Sortino ratioReturn per unit of downside risk

+3.57

Omega ratioGain probability vs. loss probability

1.34

0.89

+0.46

Calmar ratioReturn relative to maximum drawdown

2.68

-0.59

+3.28

Martin ratioReturn relative to average drawdown

12.05

-1.34

+13.39

^SP500TR vs. SYK - Sharpe Ratio Comparison

The current ^SP500TR Sharpe Ratio is 1.90, which is higher than the SYK Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of ^SP500TR and SYK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


^SP500TRSYKDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-58.63%

+3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-29.45%

+20.56%

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 Drawdown

Current decline from peak

-3.13%

-22.60%

+19.47%

Average Drawdown

Average peak-to-trough decline

-8.16%

-13.12%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

13.00%

-11.03%

Volatility

^SP500TR vs. SYK - Volatility Comparison

The current volatility for S&P 500 Total Return (^SP500TR) is 4.90%, while Stryker Corporation (SYK) has a volatility of 8.60%. 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


^SP500TRSYKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

8.60%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

18.92%

-8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

23.19%

-10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

24.30%

-7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

26.39%

-8.31%

Frequently Asked Questions


^SP500TR and SYK have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SYK has higher volatility (8.60%) compared to ^SP500TR (4.90%). In terms of maximum drawdown, ^SP500TR dropped -55.25% vs SYK's -58.63%.

^SP500TR currently has the higher Sharpe Ratio (1.90 vs -0.76), 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.

Portfolio Optimizer

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