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

Correlation

The correlation between ITCI and SYK is 0.23, 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.


-0.50.00.51.00.2

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.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
72.66%
8.84%
ITCI
SYK

Key characteristics

Sharpe Ratio

ITCI:

1.39

SYK:

0.60

Sortino Ratio

ITCI:

3.27

SYK:

0.95

Omega Ratio

ITCI:

1.40

SYK:

1.11

Calmar Ratio

ITCI:

4.00

SYK:

0.94

Martin Ratio

ITCI:

8.62

SYK:

2.28

Ulcer Index

ITCI:

8.64%

SYK:

4.81%

Daily Std Dev

ITCI:

53.73%

SYK:

18.47%

Max Drawdown

ITCI:

-87.64%

SYK:

-58.63%

Current Drawdown

ITCI:

0.00%

SYK:

-4.28%

Fundamentals

Market Cap

ITCI:

$13.67B

SYK:

$148.25B

EPS

ITCI:

-$0.87

SYK:

$7.77

PEG Ratio

ITCI:

0.00

SYK:

2.71

Total Revenue (TTM)

ITCI:

$481.41M

SYK:

$22.60B

Gross Profit (TTM)

ITCI:

$444.86M

SYK:

$14.20B

EBITDA (TTM)

ITCI:

-$87.26M

SYK:

$5.72B

Returns By Period

In the year-to-date period, ITCI achieves a 53.98% return, which is significantly higher than SYK's 6.31% return. Over the past 10 years, ITCI has outperformed SYK with an annualized return of 18.17%, while SYK has yielded a comparatively lower 16.37% annualized return.


ITCI

YTD

53.98%

1M

1.14%

6M

72.66%

1Y

78.78%

5Y*

39.20%

10Y*

18.17%

SYK

YTD

6.31%

1M

-1.97%

6M

8.84%

1Y

9.39%

5Y*

12.54%

10Y*

16.37%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 9191
Overall Rank
The Sharpe Ratio Rank of ITCI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ITCI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ITCI is 9191
Omega Ratio Rank
The Calmar Ratio Rank of ITCI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ITCI is 9090
Martin Ratio Rank

SYK
The Risk-Adjusted Performance Rank of SYK is 6666
Overall Rank
The Sharpe Ratio Rank of SYK is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SYK is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SYK is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SYK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SYK is 6969
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.


Sharpe ratio
The chart of Sharpe ratio for ITCI, currently valued at 1.39, compared to the broader market-2.000.002.001.390.60
The chart of Sortino ratio for ITCI, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.006.003.270.95
The chart of Omega ratio for ITCI, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.11
The chart of Calmar ratio for ITCI, currently valued at 4.00, compared to the broader market0.002.004.006.004.000.94
The chart of Martin ratio for ITCI, currently valued at 8.62, compared to the broader market-10.000.0010.0020.0030.008.622.28
ITCI
SYK

The current ITCI Sharpe Ratio is 1.39, which is higher than the SYK Sharpe Ratio of 0.60. 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.39
0.60
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 0.85%.


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
0.85%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-4.28%
ITCI
SYK

Volatility

ITCI vs. SYK - Volatility Comparison

The current volatility for Intra-Cellular Therapies, Inc. (ITCI) is 0.83%, while Stryker Corporation (SYK) has a volatility of 3.95%. 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%SeptemberOctoberNovemberDecember2025February
0.83%
3.95%
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
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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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