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

Correlation

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.


-0.50.00.51.00.4

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%JulyAugustSeptemberOctoberNovemberDecember
26,133.00%
2,294.99%
ISRG
SYK

Key characteristics

Sharpe Ratio

ISRG:

2.24

SYK:

1.30

Sortino Ratio

ISRG:

3.55

SYK:

1.90

Omega Ratio

ISRG:

1.44

SYK:

1.24

Calmar Ratio

ISRG:

5.09

SYK:

2.08

Martin Ratio

ISRG:

22.76

SYK:

5.59

Ulcer Index

ISRG:

2.65%

SYK:

4.37%

Daily Std Dev

ISRG:

26.92%

SYK:

18.77%

Max Drawdown

ISRG:

-82.25%

SYK:

-58.63%

Current Drawdown

ISRG:

-4.39%

SYK:

-8.41%

Fundamentals

Market Cap

ISRG:

$194.17B

SYK:

$141.36B

EPS

ISRG:

$6.21

SYK:

$9.34

PE Ratio

ISRG:

87.79

SYK:

39.70

PEG Ratio

ISRG:

4.04

SYK:

2.59

Total Revenue (TTM)

ISRG:

$7.87B

SYK:

$21.97B

Gross Profit (TTM)

ISRG:

$5.27B

SYK:

$13.73B

EBITDA (TTM)

ISRG:

$2.51B

SYK:

$5.48B

Returns By Period

In the year-to-date period, ISRG achieves a 56.06% return, which is significantly higher than SYK's 20.76% return. Over the past 10 years, ISRG has outperformed SYK with an annualized return of 24.50%, while SYK has yielded a comparatively lower 15.65% annualized return.


ISRG

YTD

56.06%

1M

-0.97%

6M

21.03%

1Y

56.82%

5Y*

21.79%

10Y*

24.50%

SYK

YTD

20.76%

1M

-7.76%

6M

3.48%

1Y

24.19%

5Y*

12.61%

10Y*

15.65%

Compare stocks, funds, or ETFs

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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 2.24, compared to the broader market-4.00-2.000.002.002.241.30
The chart of Sortino ratio for ISRG, currently valued at 3.55, compared to the broader market-4.00-2.000.002.004.003.551.90
The chart of Omega ratio for ISRG, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.24
The chart of Calmar ratio for ISRG, currently valued at 5.09, compared to the broader market0.002.004.006.005.092.08
The chart of Martin ratio for ISRG, currently valued at 22.76, compared to the broader market0.0010.0020.0022.765.59
ISRG
SYK

The current ISRG Sharpe Ratio is 2.24, which is higher than the SYK Sharpe Ratio of 1.30. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.24
1.30
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 0.89%.


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
0.89%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%JulyAugustSeptemberOctoberNovemberDecember
-4.39%
-8.41%
ISRG
SYK

Volatility

ISRG vs. SYK - Volatility Comparison

Intuitive Surgical, Inc. (ISRG) has a higher volatility of 5.90% compared to Stryker Corporation (SYK) at 4.92%. This indicates that ISRG'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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.90%
4.92%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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