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

Performance

ISRG vs. SYK - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JuneJulyAugustSeptemberOctoberNovember
26,604.87%
2,501.11%
ISRG
SYK

Returns By Period

In the year-to-date period, ISRG achieves a 58.86% return, which is significantly higher than SYK's 31.16% return. Over the past 10 years, ISRG has outperformed SYK with an annualized return of 25.17%, while SYK has yielded a comparatively lower 17.20% annualized return.


ISRG

YTD

58.86%

1M

2.84%

6M

34.38%

1Y

75.56%

5Y (annualized)

22.77%

10Y (annualized)

25.17%

SYK

YTD

31.16%

1M

7.96%

6M

17.09%

1Y

35.08%

5Y (annualized)

14.88%

10Y (annualized)

17.20%

Fundamentals


ISRGSYK
Market Cap$191.29B$147.57B
EPS$6.21$9.33
PE Ratio86.4841.49
PEG Ratio3.972.64
Total Revenue (TTM)$7.87B$21.97B
Gross Profit (TTM)$5.27B$13.73B
EBITDA (TTM)$2.52B$5.52B

Key characteristics


ISRGSYK
Sharpe Ratio2.852.07
Sortino Ratio4.412.86
Omega Ratio1.551.37
Calmar Ratio4.643.32
Martin Ratio28.939.02
Ulcer Index2.64%4.31%
Daily Std Dev26.83%18.79%
Max Drawdown-82.25%-58.63%
Current Drawdown-0.35%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between ISRG and SYK is 0.43, 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

ISRG vs. SYK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) 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 ISRG, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.851.89
The chart of Sortino ratio for ISRG, currently valued at 4.41, compared to the broader market-4.00-2.000.002.004.004.412.63
The chart of Omega ratio for ISRG, currently valued at 1.55, compared to the broader market0.501.001.502.001.551.34
The chart of Calmar ratio for ISRG, currently valued at 4.64, compared to the broader market0.002.004.006.004.642.99
The chart of Martin ratio for ISRG, currently valued at 28.93, compared to the broader market0.0010.0020.0030.0028.938.14
ISRG
SYK

The current ISRG Sharpe Ratio is 2.85, which is higher than the SYK Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of ISRG 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.85
1.89
ISRG
SYK

Dividends

ISRG vs. SYK - Dividend Comparison

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


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%
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

ISRG vs. SYK - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.25%, which is greater than SYK's maximum drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for ISRG and SYK. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.35%
0
ISRG
SYK

Volatility

ISRG vs. SYK - Volatility Comparison

The current volatility for Intuitive Surgical, Inc. (ISRG) is 4.91%, while Stryker Corporation (SYK) has a volatility of 5.98%. This indicates that ISRG 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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
4.91%
5.98%
ISRG
SYK

Financials

ISRG vs. SYK - Financials Comparison

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