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

Correlation

The correlation between ITCI and SYK is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

ITCI vs. SYK - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
779.13%
453.50%
ITCI
SYK

Key characteristics

Sharpe Ratio

ITCI:

1.72

SYK:

0.44

Sortino Ratio

ITCI:

4.01

SYK:

0.76

Omega Ratio

ITCI:

1.53

SYK:

1.10

Calmar Ratio

ITCI:

4.86

SYK:

0.64

Martin Ratio

ITCI:

11.21

SYK:

1.98

Ulcer Index

ITCI:

8.08%

SYK:

4.96%

Daily Std Dev

ITCI:

52.51%

SYK:

22.30%

Max Drawdown

ITCI:

-87.64%

SYK:

-58.63%

Current Drawdown

ITCI:

-0.04%

SYK:

-8.14%

Fundamentals

Market Cap

ITCI:

$14.05B

SYK:

$139.34B

EPS

ITCI:

-$0.73

SYK:

$7.78

PEG Ratio

ITCI:

0.00

SYK:

2.08

PS Ratio

ITCI:

20.63

SYK:

6.17

PB Ratio

ITCI:

12.23

SYK:

6.75

Total Revenue (TTM)

ITCI:

$535.77M

SYK:

$17.35B

Gross Profit (TTM)

ITCI:

$488.71M

SYK:

$11.02B

EBITDA (TTM)

ITCI:

-$95.53M

SYK:

$4.48B

Returns By Period

In the year-to-date period, ITCI achieves a 57.89% return, which is significantly higher than SYK's 2.02% return. Over the past 10 years, ITCI has outperformed SYK with an annualized return of 20.12%, while SYK has yielded a comparatively lower 16.05% annualized return.


ITCI

YTD

57.89%

1M

0.05%

6M

71.66%

1Y

80.00%

5Y*

48.53%

10Y*

20.12%

SYK

YTD

2.02%

1M

0.78%

6M

3.42%

1Y

10.21%

5Y*

15.01%

10Y*

16.05%

*Annualized

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Risk-Adjusted Performance

ITCI vs. SYK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ITCI
The Risk-Adjusted Performance Rank of ITCI is 9797
Overall Rank
The Sharpe Ratio Rank of ITCI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ITCI is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ITCI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ITCI is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ITCI is 9696
Martin Ratio Rank

SYK
The Risk-Adjusted Performance Rank of SYK is 6868
Overall Rank
The Sharpe Ratio Rank of SYK is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SYK is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SYK is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SYK is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SYK is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ITCI vs. SYK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intra-Cellular Therapies, Inc. (ITCI) 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 chart of Sharpe ratio for ITCI, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.00
ITCI: 1.74
SYK: 0.44
The chart of Sortino ratio for ITCI, currently valued at 4.04, compared to the broader market-6.00-4.00-2.000.002.004.00
ITCI: 4.04
SYK: 0.76
The chart of Omega ratio for ITCI, currently valued at 1.57, compared to the broader market0.501.001.502.00
ITCI: 1.57
SYK: 1.10
The chart of Calmar ratio for ITCI, currently valued at 4.31, compared to the broader market0.001.002.003.004.005.00
ITCI: 4.31
SYK: 0.64
The chart of Martin ratio for ITCI, currently valued at 13.44, compared to the broader market-5.000.005.0010.0015.0020.00
ITCI: 13.44
SYK: 1.98

The current ITCI Sharpe Ratio is 1.72, which is higher than the SYK Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ITCI 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.74
0.44
ITCI
SYK

Dividends

ITCI vs. SYK - Dividend Comparison

ITCI has not paid dividends to shareholders, while SYK's dividend yield for the trailing twelve months is around 0.89%.


TTM20242023202220212020201920182017201620152014
ITCI
Intra-Cellular Therapies, 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%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%

Drawdowns

ITCI vs. SYK - Drawdown Comparison

The maximum ITCI drawdown since its inception was -87.64%, which is greater than SYK's maximum drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for ITCI and SYK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.04%
-8.14%
ITCI
SYK

Volatility

ITCI vs. SYK - Volatility Comparison

The current volatility for Intra-Cellular Therapies, Inc. (ITCI) is 0.10%, while Stryker Corporation (SYK) has a volatility of 12.66%. This indicates that ITCI 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
0.10%
12.66%
ITCI
SYK

Financials

ITCI vs. SYK - Financials Comparison

This section allows you to compare key financial metrics between Intra-Cellular Therapies, 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