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ISRG vs. PFE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ISRG vs. PFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuitive Surgical, Inc. (ISRG) and Pfizer Inc. (PFE). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
33.98%
-10.20%
ISRG
PFE

Returns By Period

In the year-to-date period, ISRG achieves a 58.86% return, which is significantly higher than PFE's -8.32% return. Over the past 10 years, ISRG has outperformed PFE with an annualized return of 25.17%, while PFE has yielded a comparatively lower 2.50% annualized return.


ISRG

YTD

58.86%

1M

2.84%

6M

34.38%

1Y

75.56%

5Y (annualized)

22.77%

10Y (annualized)

25.17%

PFE

YTD

-8.32%

1M

-13.55%

6M

-10.21%

1Y

-11.78%

5Y (annualized)

-2.58%

10Y (annualized)

2.50%

Fundamentals


ISRGPFE
Market Cap$191.29B$148.42B
EPS$6.21$0.75
PE Ratio86.4834.92
PEG Ratio3.970.69
Total Revenue (TTM)$7.87B$60.11B
Gross Profit (TTM)$5.27B$36.84B
EBITDA (TTM)$2.52B$15.48B

Key characteristics


ISRGPFE
Sharpe Ratio2.85-0.46
Sortino Ratio4.41-0.52
Omega Ratio1.550.94
Calmar Ratio4.64-0.21
Martin Ratio28.93-1.38
Ulcer Index2.64%8.20%
Daily Std Dev26.83%24.51%
Max Drawdown-82.25%-54.82%
Current Drawdown-0.35%-53.49%

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Correlation

-0.50.00.51.00.3

The correlation between ISRG and PFE is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ISRG vs. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) and Pfizer Inc. (PFE). 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 ISRG, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.85-0.46
The chart of Sortino ratio for ISRG, currently valued at 4.41, compared to the broader market-4.00-2.000.002.004.004.41-0.52
The chart of Omega ratio for ISRG, currently valued at 1.55, compared to the broader market0.501.001.502.001.550.94
The chart of Calmar ratio for ISRG, currently valued at 4.64, compared to the broader market0.002.004.006.004.64-0.21
The chart of Martin ratio for ISRG, currently valued at 28.93, compared to the broader market0.0010.0020.0030.0028.93-1.38
ISRG
PFE

The current ISRG Sharpe Ratio is 2.85, which is higher than the PFE Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of ISRG and PFE, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.85
-0.46
ISRG
PFE

Dividends

ISRG vs. PFE - Dividend Comparison

ISRG has not paid dividends to shareholders, while PFE's dividend yield for the trailing twelve months is around 6.75%.


TTM20232022202120202019201820172016201520142013
ISRG
Intuitive Surgical, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFE
Pfizer Inc.
6.75%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%3.14%

Drawdowns

ISRG vs. PFE - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.25%, which is greater than PFE's maximum drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for ISRG and PFE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.35%
-53.49%
ISRG
PFE

Volatility

ISRG vs. PFE - Volatility Comparison

The current volatility for Intuitive Surgical, Inc. (ISRG) is 4.91%, while Pfizer Inc. (PFE) has a volatility of 6.76%. This indicates that ISRG experiences smaller price fluctuations and is considered to be less risky than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
4.91%
6.76%
ISRG
PFE

Financials

ISRG vs. PFE - Financials Comparison

This section allows you to compare key financial metrics between Intuitive Surgical, Inc. and Pfizer Inc.. 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