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

Correlation

The correlation between SYK and SNN is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SYK vs. SNN - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,840.33%
502.18%
SYK
SNN

Key characteristics

Sharpe Ratio

SYK:

0.45

SNN:

0.37

Sortino Ratio

SYK:

0.77

SNN:

0.66

Omega Ratio

SYK:

1.10

SNN:

1.10

Calmar Ratio

SYK:

0.65

SNN:

0.21

Martin Ratio

SYK:

2.03

SNN:

0.84

Ulcer Index

SYK:

4.94%

SNN:

12.26%

Daily Std Dev

SYK:

22.26%

SNN:

27.79%

Max Drawdown

SYK:

-58.63%

SNN:

-55.20%

Current Drawdown

SYK:

-8.50%

SNN:

-40.50%

Fundamentals

Market Cap

SYK:

$139.34B

SNN:

$11.66B

EPS

SYK:

$7.78

SNN:

$0.94

PE Ratio

SYK:

46.92

SNN:

28.34

PEG Ratio

SYK:

2.08

SNN:

0.88

PS Ratio

SYK:

6.17

SNN:

2.01

PB Ratio

SYK:

6.75

SNN:

2.21

Total Revenue (TTM)

SYK:

$17.35B

SNN:

$5.81B

Gross Profit (TTM)

SYK:

$11.02B

SNN:

$4.05B

EBITDA (TTM)

SYK:

$4.48B

SNN:

$1.24B

Returns By Period

In the year-to-date period, SYK achieves a 1.63% return, which is significantly lower than SNN's 10.17% return. Over the past 10 years, SYK has outperformed SNN with an annualized return of 15.88%, while SNN has yielded a comparatively lower -0.40% annualized return.


SYK

YTD

1.63%

1M

-0.45%

6M

3.95%

1Y

9.78%

5Y*

14.99%

10Y*

15.88%

SNN

YTD

10.17%

1M

-4.68%

6M

-4.55%

1Y

11.83%

5Y*

-5.19%

10Y*

-0.40%

*Annualized

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Risk-Adjusted Performance

SYK vs. SNN — 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 6868
Overall Rank
The Sharpe Ratio Rank of SYK is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SYK is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SYK is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SYK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SYK is 7474
Martin Ratio Rank

SNN
The Risk-Adjusted Performance Rank of SNN is 6262
Overall Rank
The Sharpe Ratio Rank of SNN is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SNN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SNN is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SNN is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SNN is 6363
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. SNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stryker Corporation (SYK) and Smith & Nephew plc (SNN). 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.


The chart of Sharpe ratio for SYK, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.00
SYK: 0.45
SNN: 0.37
The chart of Sortino ratio for SYK, currently valued at 0.77, compared to the broader market-6.00-4.00-2.000.002.004.00
SYK: 0.77
SNN: 0.66
The chart of Omega ratio for SYK, currently valued at 1.10, compared to the broader market0.501.001.502.00
SYK: 1.10
SNN: 1.10
The chart of Calmar ratio for SYK, currently valued at 0.65, compared to the broader market0.001.002.003.004.005.00
SYK: 0.65
SNN: 0.21
The chart of Martin ratio for SYK, currently valued at 2.03, compared to the broader market-5.000.005.0010.0015.0020.00
SYK: 2.03
SNN: 0.84

The current SYK Sharpe Ratio is 0.45, which is comparable to the SNN Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of SYK and SNN, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.45
0.37
SYK
SNN

Dividends

SYK vs. SNN - Dividend Comparison

SYK's dividend yield for the trailing twelve months is around 0.90%, less than SNN's 2.82% yield.


TTM20242023202220212020201920182017201620152014
SYK
Stryker Corporation
0.90%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%
SNN
Smith & Nephew plc
2.82%3.05%2.75%2.79%2.17%1.78%1.51%1.96%1.76%2.08%1.71%1.52%

Drawdowns

SYK vs. SNN - Drawdown Comparison

The maximum SYK drawdown since its inception was -58.63%, which is greater than SNN's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SYK and SNN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.50%
-40.50%
SYK
SNN

Volatility

SYK vs. SNN - Volatility Comparison

Stryker Corporation (SYK) has a higher volatility of 12.65% compared to Smith & Nephew plc (SNN) at 10.08%. This indicates that SYK's price experiences larger fluctuations and is considered to be riskier than SNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.65%
10.08%
SYK
SNN

Financials

SYK vs. SNN - Financials Comparison

This section allows you to compare key financial metrics between Stryker Corporation and Smith & Nephew plc. 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