SYK vs. VOO
Compare and contrast key facts about Stryker Corporation (SYK) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYK or VOO.
Key characteristics
| SYK | VOO | |
|---|---|---|
| YTD Return | 12.02% | 11.78% |
| 1Y Return | 18.54% | 28.27% |
| 3Y Return (Ann) | 11.02% | 10.42% |
| 5Y Return (Ann) | 13.96% | 15.03% |
| 10Y Return (Ann) | 16.82% | 13.05% |
| Sharpe Ratio | 0.91 | 2.56 |
| Daily Std Dev | 20.86% | 11.55% |
| Max Drawdown | -58.63% | -33.99% |
| Current Drawdown | -6.70% | -0.04% |
Correlation
The correlation between SYK and VOO is 0.65, 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.
Performance
SYK vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with SYK having a 12.02% return and VOO slightly lower at 11.78%. Over the past 10 years, SYK has outperformed VOO with an annualized return of 16.82%, while VOO has yielded a comparatively lower 13.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
SYK vs. VOO - Dividend Comparison
SYK's dividend yield for the trailing twelve months is around 0.93%, less than VOO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
SYK vs. VOO - Volatility Comparison
Stryker Corporation (SYK) has a higher volatility of 5.56% compared to Vanguard S&P 500 ETF (VOO) at 3.37%. 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.