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SYK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SYK and VOO is 0.64, 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.


-0.50.00.51.00.6

Performance

SYK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stryker Corporation (SYK) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
12.97%
9.59%
SYK
VOO

Key characteristics

Sharpe Ratio

SYK:

1.22

VOO:

2.21

Sortino Ratio

SYK:

1.82

VOO:

2.92

Omega Ratio

SYK:

1.22

VOO:

1.41

Calmar Ratio

SYK:

1.99

VOO:

3.34

Martin Ratio

SYK:

4.90

VOO:

14.07

Ulcer Index

SYK:

4.76%

VOO:

2.01%

Daily Std Dev

SYK:

19.15%

VOO:

12.80%

Max Drawdown

SYK:

-58.63%

VOO:

-33.99%

Current Drawdown

SYK:

-2.00%

VOO:

-1.36%

Returns By Period

In the year-to-date period, SYK achieves a 6.49% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, SYK has outperformed VOO with an annualized return of 16.79%, while VOO has yielded a comparatively lower 13.52% annualized return.


SYK

YTD

6.49%

1M

7.00%

6M

12.97%

1Y

22.95%

5Y*

13.84%

10Y*

16.79%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

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Risk-Adjusted Performance

SYK vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stryker Corporation (SYK) and Vanguard S&P 500 ETF (VOO). 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-2.000.002.004.001.222.21
The chart of Sortino ratio for SYK, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.822.92
The chart of Omega ratio for SYK, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.41
The chart of Calmar ratio for SYK, currently valued at 1.99, compared to the broader market0.002.004.006.001.993.34
The chart of Martin ratio for SYK, currently valued at 4.90, compared to the broader market-10.000.0010.0020.004.9014.07
SYK
VOO

The current SYK Sharpe Ratio is 1.22, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SYK and VOO, 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 Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.22
2.21
SYK
VOO

Dividends

SYK vs. VOO - Dividend Comparison

SYK's dividend yield for the trailing twelve months is around 0.85%, less than VOO's 1.22% 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%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SYK vs. VOO - Drawdown Comparison

The maximum SYK drawdown since its inception was -58.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SYK and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.00%
-1.36%
SYK
VOO

Volatility

SYK vs. VOO - Volatility Comparison

Stryker Corporation (SYK) has a higher volatility of 6.92% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that SYK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.92%
5.05%
SYK
VOO
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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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