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EW vs. SYK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EW vs. SYK - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-24.53%
18.85%
EW
SYK

Returns By Period

In the year-to-date period, EW achieves a -11.13% return, which is significantly lower than SYK's 31.16% return. Over the past 10 years, EW has underperformed SYK with an annualized return of 12.52%, while SYK has yielded a comparatively higher 17.20% annualized return.


EW

YTD

-11.13%

1M

-3.57%

6M

-23.98%

1Y

1.29%

5Y (annualized)

-3.56%

10Y (annualized)

12.52%

SYK

YTD

31.16%

1M

7.96%

6M

17.09%

1Y

35.08%

5Y (annualized)

14.88%

10Y (annualized)

17.20%

Fundamentals


EWSYK
Market Cap$39.34B$147.57B
EPS$2.55$9.33
PE Ratio25.8141.49
PEG Ratio6.082.64
Total Revenue (TTM)$5.87B$21.97B
Gross Profit (TTM)$4.57B$13.73B
EBITDA (TTM)$1.70B$5.52B

Key characteristics


EWSYK
Sharpe Ratio0.032.07
Sortino Ratio0.312.86
Omega Ratio1.071.37
Calmar Ratio0.023.32
Martin Ratio0.069.02
Ulcer Index17.65%4.31%
Daily Std Dev41.43%18.79%
Max Drawdown-54.32%-58.63%
Current Drawdown-48.15%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between EW and SYK is 0.44, 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.

Risk-Adjusted Performance

EW vs. SYK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Edwards Lifesciences Corporation (EW) 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.


Sharpe ratio
The chart of Sharpe ratio for EW, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.032.07
The chart of Sortino ratio for EW, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.312.86
The chart of Omega ratio for EW, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.37
The chart of Calmar ratio for EW, currently valued at 0.02, compared to the broader market0.002.004.006.000.023.32
The chart of Martin ratio for EW, currently valued at 0.06, compared to the broader market0.0010.0020.0030.000.069.02
EW
SYK

The current EW Sharpe Ratio is 0.03, which is lower than the SYK Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of EW 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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.03
2.07
EW
SYK

Dividends

EW vs. SYK - Dividend Comparison

EW has not paid dividends to shareholders, while SYK's dividend yield for the trailing twelve months is around 0.82%.


TTM20232022202120202019201820172016201520142013
EW
Edwards Lifesciences Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYK
Stryker Corporation
0.82%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%

Drawdowns

EW vs. SYK - Drawdown Comparison

The maximum EW drawdown since its inception was -54.32%, smaller than the maximum SYK drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for EW and SYK. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-48.15%
0
EW
SYK

Volatility

EW vs. SYK - Volatility Comparison

Edwards Lifesciences Corporation (EW) and Stryker Corporation (SYK) have volatilities of 6.41% and 6.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
6.41%
6.45%
EW
SYK

Financials

EW vs. SYK - Financials Comparison

This section allows you to compare key financial metrics between Edwards Lifesciences 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


Values in USD except per share items