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SYK vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

Performance

SYK vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stryker Corporation (SYK) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYK achieves a -8.50% return, which is significantly lower than ^SP500TR's 9.64% return. Over the past 10 years, SYK has underperformed ^SP500TR with an annualized return of 11.36%, while ^SP500TR has yielded a comparatively higher 15.08% annualized return.


SYK

1D
-3.42%
1M
6.50%
6M
-11.60%
YTD
-8.50%
1Y
-16.91%
3Y*
3.55%
5Y*
5.52%
10Y*
11.36%

^SP500TR

1D
-1.01%
1M
0.57%
6M
8.08%
YTD
9.64%
1Y
19.85%
3Y*
19.45%
5Y*
13.12%
10Y*
15.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYK vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYK
Stryker Corporation
-8.50%-1.48%21.34%23.80%-7.42%10.22%18.17%35.33%2.43%30.84%
^SP500TR
S&P 500 Total Return
9.64%17.88%25.02%26.29%-18.11%28.71%18.40%31.49%-4.38%21.83%

Correlation

The correlation between SYK and ^SP500TR is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Feb 1, 1988

0.47

Over the past year, the correlation between SYK and ^SP500TR has dropped to 0.16 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

SYK vs. ^SP500TR — Risk / Return Rank

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

SYK
SYK Risk / Return Rank: 1717
Overall Rank
SYK Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SYK Sortino Ratio Rank: 1616
Sortino Ratio Rank
SYK Omega Ratio Rank: 1717
Omega Ratio Rank
SYK Calmar Ratio Rank: 2323
Calmar Ratio Rank
SYK Martin Ratio Rank: 1515
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 7272
Overall Rank
^SP500TR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 6767
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 7373
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 6666
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SYK vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stryker Corporation (SYK) and S&P 500 Total Return (^SP500TR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SYK^SP500TRDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

0.90

1.29

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.58

2.24

-2.82

Martin ratioReturn relative to average drawdown

-1.22

9.82

-11.04

SYK vs. ^SP500TR - Sharpe Ratio Comparison

The current SYK Sharpe Ratio is -0.66, which is lower than the ^SP500TR Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of SYK and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SYK vs. ^SP500TR - Drawdown Comparison

The maximum SYK drawdown since its inception was -58.63%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SYK and ^SP500TR.


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Drawdown Indicators


SYK^SP500TRDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-55.25%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-29.45%

-8.89%

-20.56%

Max Drawdown (3Y)

Largest decline over 3 years

-29.45%

-18.75%

-10.70%

Max Drawdown (5Y)

Largest decline over 5 years

-31.68%

-24.49%

-7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

-33.79%

-10.01%

Current Drawdown

Current decline from peak

-19.92%

-1.86%

-18.06%

Average Drawdown

Average peak-to-trough decline

-13.13%

-8.15%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.92%

2.03%

+11.89%

Volatility

SYK vs. ^SP500TR - Volatility Comparison

Stryker Corporation (SYK) has a higher volatility of 13.17% compared to S&P 500 Total Return (^SP500TR) at 3.37%. This indicates that SYK's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYK^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.17%

3.37%

+9.80%

Volatility (6M)

Calculated over the trailing 6-month period

21.76%

10.04%

+11.72%

Volatility (1Y)

Calculated over the trailing 1-year period

25.88%

12.60%

+13.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.85%

17.00%

+7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.64%

18.05%

+8.59%

Frequently Asked Questions


SYK and ^SP500TR have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SYK has higher volatility (13.17%) compared to ^SP500TR (3.37%). In terms of maximum drawdown, SYK dropped -58.63% vs ^SP500TR's -55.25%.

^SP500TR currently has the higher Sharpe Ratio (1.58 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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