SYK vs. VOO
SYK (Stryker Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SYK returned 12.14%/yr vs 15.14%/yr for VOO. Their 0.60 correlation means they have sometimes moved together and sometimes differently.
Performance
SYK vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SYK achieves a -6.83% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, SYK has underperformed VOO with an annualized return of 12.14%, while VOO has yielded a comparatively higher 15.14% annualized return.
SYK
- 1D
- -6.42%
- 1M
- -0.26%
- 6M
- -11.39%
- YTD
- -6.83%
- 1Y
- -12.91%
- 3Y*
- 6.29%
- 5Y*
- 4.83%
- 10Y*
- 12.14%
- ALL TIME*
- 17.55%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $795.69M | $812.11M | $866.68M | |
| $3.82B | $3.78B | $5.44B |
SYK vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYK Stryker Corporation | -6.83% | -1.48% | 21.34% | 23.80% | -7.42% | 10.22% | 18.17% | 35.33% | 2.43% | 30.84% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between SYK and VOO is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.60 |
Over the past year, the correlation between SYK and VOO has dropped to 0.11 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SYK vs. VOO — Risk / Return Rank
SYK
VOO
SYK vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SYK | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.28 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.21 | -2.79 |
| Martin ratioReturn relative to average drawdown | -1.28 | 9.44 | -10.72 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| SYK | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.63% | -33.99% | -24.64% |
Max Drawdown (1Y)Largest decline over 1 year | -27.80% | -8.90% | -18.90% |
Max Drawdown (3Y)Largest decline over 3 years | -29.45% | -18.69% | -10.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.68% | -24.52% | -7.16% |
Max Drawdown (10Y)Largest decline over 10 years | -43.80% | -33.99% | -9.81% |
Current DrawdownCurrent decline from peak | -18.47% | -1.38% | -17.09% |
Average DrawdownAverage peak-to-trough decline | -13.13% | -3.67% | -9.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.68% | 2.08% | +10.60% |
Volatility
SYK vs. VOO - Volatility Comparison
Stryker Corporation (SYK) has a higher volatility of 13.88% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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.
Loading charts...
Volatility by Period
| SYK | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.88% | 3.54% | +10.34% |
Volatility (6M)Calculated over the trailing 6-month period | 23.52% | 10.10% | +13.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.28% | 12.82% | +14.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.10% | 16.93% | +8.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.75% | 18.01% | +8.74% |
Dividends
SYK vs. VOO - Dividend Comparison
SYK's dividend yield for the trailing twelve months is around 1.07%, which matches VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYK Stryker Corporation | 1.07% | 0.97% | 0.90% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SYK and VOO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SYK has higher volatility (13.88%) compared to VOO (3.54%). In terms of maximum drawdown, SYK dropped -58.63% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SYK and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer