PortfoliosLab logo
DHR vs. SYK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DHR and SYK is 0.48, 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.


Performance

DHR vs. SYK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Danaher Corporation (DHR) and Stryker Corporation (SYK). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DHR:

-0.97

SYK:

0.69

Sortino Ratio

DHR:

-1.37

SYK:

1.07

Omega Ratio

DHR:

0.82

SYK:

1.14

Calmar Ratio

DHR:

-0.76

SYK:

0.97

Martin Ratio

DHR:

-1.69

SYK:

2.97

Ulcer Index

DHR:

18.05%

SYK:

5.06%

Daily Std Dev

DHR:

30.33%

SYK:

22.14%

Max Drawdown

DHR:

-65.30%

SYK:

-58.63%

Current Drawdown

DHR:

-36.41%

SYK:

-5.60%

Fundamentals

Market Cap

DHR:

$134.17B

SYK:

$144.57B

EPS

DHR:

$5.16

SYK:

$7.41

PE Ratio

DHR:

36.33

SYK:

51.05

PEG Ratio

DHR:

1.84

SYK:

0.49

PS Ratio

DHR:

5.63

SYK:

6.23

PB Ratio

DHR:

2.64

SYK:

6.91

Total Revenue (TTM)

DHR:

$23.82B

SYK:

$23.22B

Gross Profit (TTM)

DHR:

$14.23B

SYK:

$14.76B

EBITDA (TTM)

DHR:

$7.17B

SYK:

$5.32B

Returns By Period

In the year-to-date period, DHR achieves a -19.49% return, which is significantly lower than SYK's 4.84% return. Over the past 10 years, DHR has outperformed SYK with an annualized return of 18.00%, while SYK has yielded a comparatively lower 16.05% annualized return.


DHR

YTD

-19.49%

1M

-6.00%

6M

-21.54%

1Y

-29.07%

3Y*

-5.76%

5Y*

6.06%

10Y*

18.00%

SYK

YTD

4.84%

1M

5.46%

6M

-1.68%

1Y

15.14%

3Y*

18.58%

5Y*

16.62%

10Y*

16.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Danaher Corporation

Stryker Corporation

Risk-Adjusted Performance

DHR vs. SYK — Risk-Adjusted Performance Rank

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

DHR
The Risk-Adjusted Performance Rank of DHR is 66
Overall Rank
The Sharpe Ratio Rank of DHR is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 77
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 88
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 77
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 33
Martin Ratio Rank

SYK
The Risk-Adjusted Performance Rank of SYK is 7575
Overall Rank
The Sharpe Ratio Rank of SYK is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SYK is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SYK is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SYK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SYK is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DHR vs. SYK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaher Corporation (DHR) 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.


The current DHR Sharpe Ratio is -0.97, which is lower than the SYK Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DHR 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.


Loading data...

Dividends

DHR vs. SYK - Dividend Comparison

DHR's dividend yield for the trailing twelve months is around 0.61%, less than SYK's 0.87% yield.


TTM20242023202220212020201920182017201620152014
DHR
Danaher Corporation
0.61%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%
SYK
Stryker Corporation
0.87%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%

Drawdowns

DHR vs. SYK - Drawdown Comparison

The maximum DHR drawdown since its inception was -65.30%, which is greater than SYK's maximum drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for DHR and SYK. For additional features, visit the drawdowns tool.


Loading data...

Volatility

DHR vs. SYK - Volatility Comparison

Danaher Corporation (DHR) has a higher volatility of 11.81% compared to Stryker Corporation (SYK) at 4.98%. This indicates that DHR's price experiences larger fluctuations and is considered to be riskier than SYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

DHR vs. SYK - Financials Comparison

This section allows you to compare key financial metrics between Danaher Corporation and Stryker Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


3.00B4.00B5.00B6.00B7.00B8.00B20212022202320242025
5.74B
5.87B
(DHR) Total Revenue
(SYK) Total Revenue
Values in USD except per share items

DHR vs. SYK - Profitability Comparison

The chart below illustrates the profitability comparison between Danaher Corporation and Stryker Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

54.0%56.0%58.0%60.0%62.0%64.0%66.0%20212022202320242025
61.2%
63.8%
(DHR) Gross Margin
(SYK) Gross Margin
DHR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Danaher Corporation reported a gross profit of 3.51B and revenue of 5.74B. Therefore, the gross margin over that period was 61.2%.

SYK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Stryker Corporation reported a gross profit of 3.74B and revenue of 5.87B. Therefore, the gross margin over that period was 63.8%.

DHR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Danaher Corporation reported an operating income of 1.27B and revenue of 5.74B, resulting in an operating margin of 22.2%.

SYK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Stryker Corporation reported an operating income of 837.00M and revenue of 5.87B, resulting in an operating margin of 14.3%.

DHR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Danaher Corporation reported a net income of 954.00M and revenue of 5.74B, resulting in a net margin of 16.6%.

SYK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Stryker Corporation reported a net income of 654.00M and revenue of 5.87B, resulting in a net margin of 11.2%.