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

Correlation

The correlation between SYK and ISRG is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

SYK vs. ISRG - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,289.13%
26,005.44%
SYK
ISRG

Key characteristics

Sharpe Ratio

SYK:

1.36

ISRG:

2.09

Sortino Ratio

SYK:

1.98

ISRG:

3.36

Omega Ratio

SYK:

1.25

ISRG:

1.42

Calmar Ratio

SYK:

2.17

ISRG:

4.73

Martin Ratio

SYK:

5.74

ISRG:

21.08

Ulcer Index

SYK:

4.44%

ISRG:

2.66%

Daily Std Dev

SYK:

18.73%

ISRG:

26.85%

Max Drawdown

SYK:

-58.63%

ISRG:

-82.25%

Current Drawdown

SYK:

-8.63%

ISRG:

-4.85%

Fundamentals

Market Cap

SYK:

$141.36B

ISRG:

$194.17B

EPS

SYK:

$9.34

ISRG:

$6.21

PE Ratio

SYK:

39.70

ISRG:

87.79

PEG Ratio

SYK:

2.59

ISRG:

4.04

Total Revenue (TTM)

SYK:

$21.97B

ISRG:

$7.87B

Gross Profit (TTM)

SYK:

$13.73B

ISRG:

$5.27B

EBITDA (TTM)

SYK:

$5.48B

ISRG:

$2.51B

Returns By Period

In the year-to-date period, SYK achieves a 20.47% return, which is significantly lower than ISRG's 55.30% return. Over the past 10 years, SYK has underperformed ISRG with an annualized return of 15.59%, while ISRG has yielded a comparatively higher 24.39% annualized return.


SYK

YTD

20.47%

1M

-7.82%

6M

5.44%

1Y

25.46%

5Y*

12.53%

10Y*

15.59%

ISRG

YTD

55.30%

1M

-2.77%

6M

21.12%

1Y

60.99%

5Y*

21.65%

10Y*

24.39%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SYK vs. ISRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stryker Corporation (SYK) and Intuitive Surgical, Inc. (ISRG). 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 1.36, compared to the broader market-4.00-2.000.002.001.362.29
The chart of Sortino ratio for SYK, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.983.66
The chart of Omega ratio for SYK, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.46
The chart of Calmar ratio for SYK, currently valued at 2.17, compared to the broader market0.002.004.006.002.175.15
The chart of Martin ratio for SYK, currently valued at 5.74, compared to the broader market0.0010.0020.005.7422.78
SYK
ISRG

The current SYK Sharpe Ratio is 1.36, which is lower than the ISRG Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SYK and ISRG, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.36
2.29
SYK
ISRG

Dividends

SYK vs. ISRG - Dividend Comparison

SYK's dividend yield for the trailing twelve months is around 0.89%, while ISRG has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SYK
Stryker Corporation
0.89%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
ISRG
Intuitive Surgical, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SYK vs. ISRG - Drawdown Comparison

The maximum SYK drawdown since its inception was -58.63%, smaller than the maximum ISRG drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for SYK and ISRG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.63%
-4.85%
SYK
ISRG

Volatility

SYK vs. ISRG - Volatility Comparison

The current volatility for Stryker Corporation (SYK) is 4.96%, while Intuitive Surgical, Inc. (ISRG) has a volatility of 5.69%. This indicates that SYK experiences smaller price fluctuations and is considered to be less risky than ISRG 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%JulyAugustSeptemberOctoberNovemberDecember
4.96%
5.69%
SYK
ISRG

Financials

SYK vs. ISRG - Financials Comparison

This section allows you to compare key financial metrics between Stryker Corporation and Intuitive Surgical, Inc.. 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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