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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.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
12.97%
-1.92%
SYK
DHR

Key characteristics

Sharpe Ratio

SYK:

1.22

DHR:

0.30

Sortino Ratio

SYK:

1.82

DHR:

0.60

Omega Ratio

SYK:

1.22

DHR:

1.07

Calmar Ratio

SYK:

1.99

DHR:

0.29

Martin Ratio

SYK:

4.90

DHR:

0.80

Ulcer Index

SYK:

4.76%

DHR:

8.27%

Daily Std Dev

SYK:

19.15%

DHR:

22.25%

Max Drawdown

SYK:

-58.63%

DHR:

-65.35%

Current Drawdown

SYK:

-2.00%

DHR:

-17.98%

Fundamentals

Market Cap

SYK:

$146.17B

DHR:

$174.72B

EPS

SYK:

$9.36

DHR:

$5.22

PE Ratio

SYK:

40.96

DHR:

45.66

PEG Ratio

SYK:

2.68

DHR:

3.18

Total Revenue (TTM)

SYK:

$16.16B

DHR:

$17.34B

Gross Profit (TTM)

SYK:

$10.03B

DHR:

$10.32B

EBITDA (TTM)

SYK:

$3.89B

DHR:

$5.33B

Returns By Period

In the year-to-date period, SYK achieves a 6.49% return, which is significantly higher than DHR's 3.84% return. Over the past 10 years, SYK has underperformed DHR with an annualized return of 16.79%, while DHR has yielded a comparatively higher 21.57% annualized return.


SYK

YTD

6.49%

1M

7.00%

6M

12.97%

1Y

22.95%

5Y*

13.84%

10Y*

16.79%

DHR

YTD

3.84%

1M

4.53%

6M

-1.92%

1Y

5.78%

5Y*

10.99%

10Y*

21.57%

*Annualized

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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 8181
Overall Rank
The Sharpe Ratio Rank of SYK is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SYK is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SYK is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SYK is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SYK is 8181
Martin Ratio Rank

DHR
The Risk-Adjusted Performance Rank of DHR is 5454
Overall Rank
The Sharpe Ratio Rank of DHR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 5656
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 1.22, compared to the broader market-2.000.002.004.001.220.30
The chart of Sortino ratio for SYK, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.006.001.820.60
The chart of Omega ratio for SYK, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.07
The chart of Calmar ratio for SYK, currently valued at 1.99, compared to the broader market0.002.004.006.001.990.29
The chart of Martin ratio for SYK, currently valued at 4.90, compared to the broader market-10.000.0010.0020.004.900.80
SYK
DHR

The current SYK Sharpe Ratio is 1.22, which is higher than the DHR Sharpe Ratio of 0.30. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.22
0.30
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 0.45% 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
0.45%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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.00%
-17.98%
SYK
DHR

Volatility

SYK vs. DHR - Volatility Comparison

Stryker Corporation (SYK) has a higher volatility of 6.92% compared to Danaher Corporation (DHR) at 5.28%. This indicates that SYK's price experiences larger fluctuations and is considered to be riskier 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%AugustSeptemberOctoberNovemberDecember2025
6.92%
5.28%
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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