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

Key characteristics


SYKDHR
YTD Return12.02%15.02%
1Y Return18.54%33.03%
3Y Return (Ann)11.02%6.68%
5Y Return (Ann)13.96%18.49%
10Y Return (Ann)16.82%24.19%
Sharpe Ratio0.911.50
Daily Std Dev20.86%22.43%
Max Drawdown-58.63%-60.91%
Current Drawdown-6.70%-8.82%

Fundamentals


SYKDHR
Market Cap$125.93B$187.68B
EPS$8.76$5.45
PE Ratio37.7446.49
PEG Ratio2.923.13
Revenue (TTM)$20.96B$23.74B
Gross Profit (TTM)$11.65B$18.95B
EBITDA (TTM)$5.44B$7.42B

Correlation

-0.50.00.51.00.3

The correlation between SYK and DHR is 0.32, 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. DHR - Performance Comparison

In the year-to-date period, SYK achieves a 12.02% return, which is significantly lower than DHR's 15.02% return. Over the past 10 years, SYK has underperformed DHR with an annualized return of 16.82%, while DHR has yielded a comparatively higher 24.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100,000.00%150,000.00%200,000.00%250,000.00%300,000.00%350,000.00%400,000.00%December2024FebruaryMarchAprilMay
134,309.64%
385,117.39%
SYK
DHR

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

Danaher Corporation

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.


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
DHR
Sharpe ratio
The chart of Sharpe ratio for DHR, currently valued at 1.50, compared to the broader market-2.00-1.000.001.002.003.004.001.50
Sortino ratio
The chart of Sortino ratio for DHR, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.006.002.29
Omega ratio
The chart of Omega ratio for DHR, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for DHR, currently valued at 0.92, compared to the broader market0.002.004.006.000.92
Martin ratio
The chart of Martin ratio for DHR, currently valued at 5.52, compared to the broader market-10.000.0010.0020.0030.005.52

SYK vs. DHR - Sharpe Ratio Comparison

The current SYK Sharpe Ratio is 0.91, which is lower than the DHR Sharpe Ratio of 1.50. The chart below compares the 12-month rolling Sharpe Ratio of SYK and DHR.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.91
1.50
SYK
DHR

Dividends

SYK vs. DHR - Dividend Comparison

SYK's dividend yield for the trailing twelve months is around 0.93%, more than DHR's 0.38% 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%
DHR
Danaher Corporation
0.38%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%, roughly equal to the maximum DHR drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for SYK and DHR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-6.70%
-8.82%
SYK
DHR

Volatility

SYK vs. DHR - Volatility Comparison

The current volatility for Stryker Corporation (SYK) is 5.56%, while Danaher Corporation (DHR) has a volatility of 8.03%. 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%10.00%December2024FebruaryMarchAprilMay
5.56%
8.03%
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