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

Correlation

The correlation between MDT 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

MDT vs. SYK - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
16.42%
21.22%
MDT
SYK

Key characteristics

Sharpe Ratio

MDT:

0.58

SYK:

1.43

Sortino Ratio

MDT:

0.95

SYK:

2.10

Omega Ratio

MDT:

1.12

SYK:

1.26

Calmar Ratio

MDT:

0.29

SYK:

2.38

Martin Ratio

MDT:

1.73

SYK:

5.85

Ulcer Index

MDT:

6.28%

SYK:

4.76%

Daily Std Dev

MDT:

18.65%

SYK:

19.48%

Max Drawdown

MDT:

-57.63%

SYK:

-58.63%

Current Drawdown

MDT:

-24.16%

SYK:

-1.19%

Fundamentals

Market Cap

MDT:

$118.56B

SYK:

$152.45B

EPS

MDT:

$3.27

SYK:

$9.35

PE Ratio

MDT:

28.28

SYK:

42.77

PEG Ratio

MDT:

1.54

SYK:

2.75

Total Revenue (TTM)

MDT:

$33.00B

SYK:

$16.16B

Gross Profit (TTM)

MDT:

$20.67B

SYK:

$10.03B

EBITDA (TTM)

MDT:

$9.19B

SYK:

$3.89B

Returns By Period

In the year-to-date period, MDT achieves a 15.15% return, which is significantly higher than SYK's 9.75% return. Over the past 10 years, MDT has underperformed SYK with an annualized return of 5.15%, while SYK has yielded a comparatively higher 17.24% annualized return.


MDT

YTD

15.15%

1M

13.92%

6M

15.71%

1Y

8.78%

5Y*

-2.15%

10Y*

5.15%

SYK

YTD

9.75%

1M

7.89%

6M

20.21%

1Y

26.80%

5Y*

14.37%

10Y*

17.24%

*Annualized

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Risk-Adjusted Performance

MDT vs. SYK — Risk-Adjusted Performance Rank

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

MDT
The Risk-Adjusted Performance Rank of MDT is 6161
Overall Rank
The Sharpe Ratio Rank of MDT is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 6060
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 6565
Martin Ratio Rank

SYK
The Risk-Adjusted Performance Rank of SYK is 8585
Overall Rank
The Sharpe Ratio Rank of SYK is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SYK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SYK is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SYK is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SYK is 8484
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.

MDT vs. SYK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) 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 MDT, currently valued at 0.58, compared to the broader market-2.000.002.000.581.43
The chart of Sortino ratio for MDT, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.952.10
The chart of Omega ratio for MDT, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.26
The chart of Calmar ratio for MDT, currently valued at 0.29, compared to the broader market0.002.004.006.000.292.38
The chart of Martin ratio for MDT, currently valued at 1.73, compared to the broader market-20.00-10.000.0010.0020.0030.001.735.85
MDT
SYK

The current MDT Sharpe Ratio is 0.58, which is lower than the SYK Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of MDT 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.58
1.43
MDT
SYK

Dividends

MDT vs. SYK - Dividend Comparison

MDT's dividend yield for the trailing twelve months is around 3.03%, more than SYK's 0.82% yield.


TTM20242023202220212020201920182017201620152014
MDT
Medtronic plc
3.03%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%
SYK
Stryker Corporation
0.82%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%

Drawdowns

MDT vs. SYK - Drawdown Comparison

The maximum MDT drawdown since its inception was -57.63%, roughly equal to the maximum SYK drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for MDT and SYK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-24.16%
-1.19%
MDT
SYK

Volatility

MDT vs. SYK - Volatility Comparison

Medtronic plc (MDT) has a higher volatility of 7.26% compared to Stryker Corporation (SYK) at 6.76%. This indicates that MDT'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
7.26%
6.76%
MDT
SYK

Financials

MDT vs. SYK - Financials Comparison

This section allows you to compare key financial metrics between Medtronic plc 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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