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

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.85%
-13.53%
SYK
DHR

Returns By Period

In the year-to-date period, SYK achieves a 31.16% return, which is significantly higher than DHR's -0.05% return. Over the past 10 years, SYK has underperformed DHR with an annualized return of 17.20%, while DHR has yielded a comparatively higher 21.25% annualized return.


SYK

YTD

31.16%

1M

7.96%

6M

17.09%

1Y

35.08%

5Y (annualized)

14.88%

10Y (annualized)

17.20%

DHR

YTD

-0.05%

1M

-15.99%

6M

-13.10%

1Y

11.40%

5Y (annualized)

13.10%

10Y (annualized)

21.25%

Fundamentals


SYKDHR
Market Cap$147.57B$173.06B
EPS$9.33$5.30
PE Ratio41.4945.21
PEG Ratio2.642.86
Total Revenue (TTM)$21.97B$20.03B
Gross Profit (TTM)$13.73B$11.94B
EBITDA (TTM)$5.52B$6.53B

Key characteristics


SYKDHR
Sharpe Ratio2.070.50
Sortino Ratio2.860.91
Omega Ratio1.371.11
Calmar Ratio3.320.39
Martin Ratio9.022.24
Ulcer Index4.31%4.99%
Daily Std Dev18.79%22.40%
Max Drawdown-58.63%-65.35%
Current Drawdown0.00%-20.78%

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Correlation

-0.50.00.51.00.3

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.

Risk-Adjusted Performance

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 2.07, compared to the broader market-4.00-2.000.002.004.002.070.50
The chart of Sortino ratio for SYK, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.860.91
The chart of Omega ratio for SYK, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.11
The chart of Calmar ratio for SYK, currently valued at 3.32, compared to the broader market0.002.004.006.003.320.39
The chart of Martin ratio for SYK, currently valued at 9.02, compared to the broader market0.0010.0020.0030.009.022.24
SYK
DHR

The current SYK Sharpe Ratio is 2.07, which is higher than the DHR Sharpe Ratio of 0.50. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.07
0.50
SYK
DHR

Dividends

SYK vs. DHR - Dividend Comparison

SYK's dividend yield for the trailing twelve months is around 0.82%, more than DHR's 0.46% yield.


TTM20232022202120202019201820172016201520142013
SYK
Stryker Corporation
0.82%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
DHR
Danaher Corporation
0.46%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%0.13%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-20.78%
SYK
DHR

Volatility

SYK vs. DHR - Volatility Comparison

The current volatility for Stryker Corporation (SYK) is 6.45%, while Danaher Corporation (DHR) has a volatility of 6.88%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.45%
6.88%
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