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

Key characteristics


SYKBDX
YTD Return12.02%-2.70%
1Y Return18.54%-4.64%
3Y Return (Ann)11.02%1.45%
5Y Return (Ann)13.96%2.59%
10Y Return (Ann)16.82%9.31%
Sharpe Ratio0.91-0.23
Daily Std Dev20.86%19.81%
Max Drawdown-58.63%-52.13%
Current Drawdown-6.70%-15.71%

Fundamentals


SYKBDX
Market Cap$125.93B$68.11B
EPS$8.76$4.67
PE Ratio37.7450.46
PEG Ratio2.921.34
Revenue (TTM)$20.96B$19.72B
Gross Profit (TTM)$11.65B$8.82B
EBITDA (TTM)$5.44B$5.07B

Correlation

-0.50.00.51.00.4

The correlation between SYK and BDX is 0.36, 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.

Performance

SYK vs. BDX - Performance Comparison

In the year-to-date period, SYK achieves a 12.02% return, which is significantly higher than BDX's -2.70% return. Over the past 10 years, SYK has outperformed BDX with an annualized return of 16.82%, while BDX has yielded a comparatively lower 9.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%140,000.00%December2024FebruaryMarchAprilMay
134,309.64%
19,092.66%
SYK
BDX

Compare stocks, funds, or ETFs

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


Stryker Corporation

Becton, Dickinson and Company

Risk-Adjusted Performance

SYK vs. BDX - Risk-Adjusted Performance Comparison

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.


SYK
Sharpe ratio
The chart of Sharpe ratio for SYK, currently valued at 0.91, compared to the broader market-2.00-1.000.001.002.003.004.000.91
Sortino ratio
The chart of Sortino ratio for SYK, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.006.001.40
Omega ratio
The chart of Omega ratio for SYK, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for SYK, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Martin ratio
The chart of Martin ratio for SYK, currently valued at 3.09, compared to the broader market-10.000.0010.0020.0030.003.09
BDX
Sharpe ratio
The chart of Sharpe ratio for BDX, currently valued at -0.23, compared to the broader market-2.00-1.000.001.002.003.004.00-0.23
Sortino ratio
The chart of Sortino ratio for BDX, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.006.00-0.17
Omega ratio
The chart of Omega ratio for BDX, currently valued at 0.98, compared to the broader market0.501.001.502.000.98
Calmar ratio
The chart of Calmar ratio for BDX, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.25
Martin ratio
The chart of Martin ratio for BDX, currently valued at -0.39, compared to the broader market-10.000.0010.0020.0030.00-0.39

SYK vs. BDX - Sharpe Ratio Comparison

The current SYK Sharpe Ratio is 0.91, which is higher than the BDX Sharpe Ratio of -0.23. The chart below compares the 12-month rolling Sharpe Ratio of SYK and BDX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.91
-0.23
SYK
BDX

Dividends

SYK vs. BDX - Dividend Comparison

SYK's dividend yield for the trailing twelve months is around 0.93%, less than BDX's 1.57% yield.


TTM20232022202120202019201820172016201520142013
SYK
Stryker Corporation
0.93%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
BDX
Becton, Dickinson and Company
1.57%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%

Drawdowns

SYK vs. BDX - Drawdown Comparison

The maximum SYK drawdown since its inception was -58.63%, which is greater than BDX's maximum drawdown of -52.13%. Use the drawdown chart below to compare losses from any high point for SYK and BDX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-6.70%
-15.71%
SYK
BDX

Volatility

SYK vs. BDX - Volatility Comparison

Stryker Corporation (SYK) has a higher volatility of 5.56% compared to Becton, Dickinson and Company (BDX) at 4.86%. This indicates that SYK's price experiences larger fluctuations and is considered to be riskier than BDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
5.56%
4.86%
SYK
BDX

Financials

SYK vs. BDX - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items