DHR vs. SYK

In the year-to-date period, DHR achieves a -0.05% return, which is significantly lower than SYK's 31.16% return. Over the past 10 years, DHR has outperformed SYK with an annualized return of 21.25%, while SYK has yielded a comparatively lower 17.20% annualized return.

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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 0.50, which is lower than the SYK Sharpe Ratio of 2.07. 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.

DHR's dividend yield for the trailing twelve months is around 0.46%, less than SYK's 0.82% yield.

The maximum DHR drawdown since its inception was -65.35%, 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.

Danaher Corporation (DHR) has a higher volatility of 6.88% compared to Stryker Corporation (SYK) at 6.45%. 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.

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.