SYK vs. BDX

In the year-to-date period, SYK achieves a 31.16% return, which is significantly higher than BDX's -6.54% return. Over the past 10 years, SYK has outperformed BDX with an annualized return of 17.20%, while BDX has yielded a comparatively lower 7.45% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Stryker Corporation (SYK) and Becton, Dickinson and Company (BDX). 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.

The current SYK Sharpe Ratio is 2.07, which is higher than the BDX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of SYK and BDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SYK's dividend yield for the trailing twelve months is around 0.82%, less than BDX's 1.69% yield.

The maximum SYK drawdown since its inception was -58.63%, which is greater than BDX's maximum drawdown of -51.17%. Use the drawdown chart below to compare losses from any high point for SYK and BDX. For additional features, visit the drawdowns tool.

The current volatility for Stryker Corporation (SYK) is 6.45%, while Becton, Dickinson and Company (BDX) has a volatility of 7.30%. This indicates that SYK experiences smaller price fluctuations and is considered to be less risky than BDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Stryker Corporation and Becton, Dickinson and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.