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

Correlation

The correlation between SYK and DHR is 0.34, 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

SYK vs. DHR - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
8.84%
-21.82%
SYK
DHR

Key characteristics

Sharpe Ratio

SYK:

0.60

DHR:

-0.62

Sortino Ratio

SYK:

0.95

DHR:

-0.73

Omega Ratio

SYK:

1.11

DHR:

0.90

Calmar Ratio

SYK:

0.94

DHR:

-0.48

Martin Ratio

SYK:

2.28

DHR:

-1.38

Ulcer Index

SYK:

4.81%

DHR:

10.69%

Daily Std Dev

SYK:

18.47%

DHR:

23.83%

Max Drawdown

SYK:

-58.63%

DHR:

-65.35%

Current Drawdown

SYK:

-4.28%

DHR:

-27.66%

Fundamentals

Market Cap

SYK:

$146.06B

DHR:

$150.25B

EPS

SYK:

$7.77

DHR:

$5.30

PE Ratio

SYK:

49.26

DHR:

39.67

PEG Ratio

SYK:

2.67

DHR:

3.95

Total Revenue (TTM)

SYK:

$22.60B

DHR:

$23.88B

Gross Profit (TTM)

SYK:

$14.20B

DHR:

$14.21B

EBITDA (TTM)

SYK:

$5.72B

DHR:

$6.75B

Returns By Period

In the year-to-date period, SYK achieves a 6.31% return, which is significantly higher than DHR's -8.42% return. Over the past 10 years, SYK has underperformed DHR with an annualized return of 16.37%, while DHR has yielded a comparatively higher 19.48% annualized return.


SYK

YTD

6.31%

1M

-1.97%

6M

8.84%

1Y

9.39%

5Y*

12.54%

10Y*

16.37%

DHR

YTD

-8.42%

1M

-13.90%

6M

-21.82%

1Y

-16.46%

5Y*

8.38%

10Y*

19.48%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SYK vs. DHR — Risk-Adjusted Performance Rank

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

SYK
The Risk-Adjusted Performance Rank of SYK is 6666
Overall Rank
The Sharpe Ratio Rank of SYK is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SYK is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SYK is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SYK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SYK is 6969
Martin Ratio Rank

DHR
The Risk-Adjusted Performance Rank of DHR is 1414
Overall Rank
The Sharpe Ratio Rank of DHR is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 1515
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 1515
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 1818
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SYK vs. DHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stryker Corporation (SYK) and Danaher Corporation (DHR). 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 SYK, currently valued at 0.60, compared to the broader market-2.000.002.000.60-0.62
The chart of Sortino ratio for SYK, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.006.000.95-0.73
The chart of Omega ratio for SYK, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.90
The chart of Calmar ratio for SYK, currently valued at 0.94, compared to the broader market0.002.004.006.000.94-0.48
The chart of Martin ratio for SYK, currently valued at 2.28, compared to the broader market-10.000.0010.0020.0030.002.28-1.38
SYK
DHR

The current SYK Sharpe Ratio is 0.60, which is higher than the DHR Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of SYK and DHR, 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 Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.60
-0.62
SYK
DHR

Dividends

SYK vs. DHR - Dividend Comparison

SYK's dividend yield for the trailing twelve months is around 0.85%, more than DHR's 0.51% yield.


TTM20242023202220212020201920182017201620152014
SYK
Stryker Corporation
0.85%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%
DHR
Danaher Corporation
0.51%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%

Drawdowns

SYK vs. DHR - Drawdown Comparison

The maximum SYK drawdown since its inception was -58.63%, smaller than the maximum DHR drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for SYK and DHR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.28%
-27.66%
SYK
DHR

Volatility

SYK vs. DHR - Volatility Comparison

The current volatility for Stryker Corporation (SYK) is 3.95%, while Danaher Corporation (DHR) has a volatility of 11.67%. This indicates that SYK experiences smaller price fluctuations and is considered to be less risky than DHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
3.95%
11.67%
SYK
DHR

Financials

SYK vs. DHR - Financials Comparison

This section allows you to compare key financial metrics between Stryker Corporation and Danaher 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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