PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SYF vs. SYK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
49.41%
15.51%
SYF
SYK

Returns By Period

In the year-to-date period, SYF achieves a 72.41% return, which is significantly higher than SYK's 29.68% return. Over the past 10 years, SYF has underperformed SYK with an annualized return of 10.54%, while SYK has yielded a comparatively higher 17.07% annualized return.


SYF

YTD

72.41%

1M

15.92%

6M

49.41%

1Y

123.42%

5Y (annualized)

14.84%

10Y (annualized)

10.54%

SYK

YTD

29.68%

1M

5.02%

6M

15.51%

1Y

32.59%

5Y (annualized)

15.17%

10Y (annualized)

17.07%

Fundamentals


SYFSYK
Market Cap$25.07B$147.03B
EPS$7.70$9.33
PE Ratio8.3641.34
PEG Ratio1.772.69
Total Revenue (TTM)$18.32B$21.97B
Gross Profit (TTM)$14.40B$13.73B
EBITDA (TTM)$8.80B$5.48B

Key characteristics


SYFSYK
Sharpe Ratio3.411.86
Sortino Ratio4.532.60
Omega Ratio1.561.33
Calmar Ratio2.992.95
Martin Ratio25.108.03
Ulcer Index4.81%4.31%
Daily Std Dev35.41%18.59%
Max Drawdown-66.37%-58.63%
Current Drawdown-4.61%-1.13%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

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.

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 3.41, compared to the broader market-4.00-2.000.002.004.003.411.86
The chart of Sortino ratio for SYF, currently valued at 4.53, compared to the broader market-4.00-2.000.002.004.004.532.60
The chart of Omega ratio for SYF, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.33
The chart of Calmar ratio for SYF, currently valued at 2.99, compared to the broader market0.002.004.006.002.992.95
The chart of Martin ratio for SYF, currently valued at 25.10, compared to the broader market-10.000.0010.0020.0030.0025.108.03
SYF
SYK

The current SYF Sharpe Ratio is 3.41, which is higher than the SYK Sharpe Ratio of 1.86. 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.41
1.86
SYF
SYK

Dividends

SYF vs. SYK - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.55%, more than SYK's 0.83% yield.


TTM20232022202120202019201820172016201520142013
SYF
Synchrony Financial
1.55%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
0.83%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%JuneJulyAugustSeptemberOctoberNovember
-4.61%
-1.13%
SYF
SYK

Volatility

SYF vs. SYK - Volatility Comparison

Synchrony Financial (SYF) has a higher volatility of 19.13% compared to Stryker Corporation (SYK) at 6.00%. 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%JuneJulyAugustSeptemberOctoberNovember
19.13%
6.00%
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