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

Correlation

The correlation between SYF and SYK is 0.33, 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.


-0.50.00.51.00.3

Performance

SYF vs. SYK - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
250.38%
416.84%
SYF
SYK

Key characteristics

Sharpe Ratio

SYF:

2.27

SYK:

1.47

Sortino Ratio

SYF:

3.30

SYK:

2.12

Omega Ratio

SYF:

1.41

SYK:

1.27

Calmar Ratio

SYF:

2.88

SYK:

2.36

Martin Ratio

SYF:

16.29

SYK:

6.25

Ulcer Index

SYF:

4.86%

SYK:

4.43%

Daily Std Dev

SYF:

34.92%

SYK:

18.83%

Max Drawdown

SYF:

-66.37%

SYK:

-58.63%

Current Drawdown

SYF:

-4.52%

SYK:

-7.03%

Fundamentals

Market Cap

SYF:

$26.16B

SYK:

$141.36B

EPS

SYF:

$7.70

SYK:

$9.34

PE Ratio

SYF:

8.73

SYK:

39.70

PEG Ratio

SYF:

1.79

SYK:

2.59

Total Revenue (TTM)

SYF:

$18.32B

SYK:

$21.97B

Gross Profit (TTM)

SYF:

$14.40B

SYK:

$13.73B

EBITDA (TTM)

SYF:

$8.80B

SYK:

$5.48B

Returns By Period

In the year-to-date period, SYF achieves a 75.22% return, which is significantly higher than SYK's 22.59% return. Over the past 10 years, SYF has underperformed SYK with an annualized return of 10.37%, while SYK has yielded a comparatively higher 15.69% annualized return.


SYF

YTD

75.22%

1M

0.48%

6M

48.67%

1Y

76.37%

5Y*

15.56%

10Y*

10.37%

SYK

YTD

22.59%

1M

-6.55%

6M

6.90%

1Y

23.73%

5Y*

12.66%

10Y*

15.69%

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Risk-Adjusted Performance

SYF vs. SYK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) 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 SYF, currently valued at 2.27, compared to the broader market-4.00-2.000.002.002.271.47
The chart of Sortino ratio for SYF, currently valued at 3.30, compared to the broader market-4.00-2.000.002.004.003.302.12
The chart of Omega ratio for SYF, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.27
The chart of Calmar ratio for SYF, currently valued at 2.88, compared to the broader market0.002.004.006.002.882.36
The chart of Martin ratio for SYF, currently valued at 16.29, compared to the broader market-5.000.005.0010.0015.0020.0025.0016.296.25
SYF
SYK

The current SYF Sharpe Ratio is 2.27, which is higher than the SYK Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SYF 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.27
1.47
SYF
SYK

Dividends

SYF vs. SYK - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.53%, more than SYK's 0.88% yield.


TTM20232022202120202019201820172016201520142013
SYF
Synchrony Financial
1.53%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%0.00%
SYK
Stryker Corporation
0.88%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%

Drawdowns

SYF vs. SYK - Drawdown Comparison

The maximum SYF drawdown since its inception was -66.37%, which is greater than SYK's maximum drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for SYF and SYK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.52%
-7.03%
SYF
SYK

Volatility

SYF vs. SYK - Volatility Comparison

Synchrony Financial (SYF) has a higher volatility of 7.72% compared to Stryker Corporation (SYK) at 5.48%. This indicates that SYF'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.72%
5.48%
SYF
SYK

Financials

SYF vs. SYK - Financials Comparison

This section allows you to compare key financial metrics between Synchrony Financial 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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