SYK vs. VTI
Compare and contrast key facts about Stryker Corporation (SYK) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYK or VTI.
Performance
SYK vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, SYK achieves a 31.16% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, SYK has outperformed VTI with an annualized return of 17.20%, while VTI has yielded a comparatively lower 12.59% annualized return.
SYK
31.16%
7.96%
17.09%
35.08%
14.88%
17.20%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| SYK | VTI | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.58 |
| Sortino Ratio | 2.86 | 3.45 |
| Omega Ratio | 1.37 | 1.48 |
| Calmar Ratio | 3.32 | 3.76 |
| Martin Ratio | 9.02 | 16.56 |
| Ulcer Index | 4.31% | 1.95% |
| Daily Std Dev | 18.79% | 12.51% |
| Max Drawdown | -58.63% | -55.45% |
| Current Drawdown | 0.00% | -2.43% |
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Correlation
The correlation between SYK and VTI is 0.59, 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.
Risk-Adjusted Performance
SYK vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stryker Corporation (SYK) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
SYK's dividend yield for the trailing twelve months is around 0.82%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYK Stryker Corporation | 0.82% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SYK vs. VTI - Drawdown Comparison
The maximum SYK drawdown since its inception was -58.63%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SYK and VTI. For additional features, visit the drawdowns tool.
Volatility
SYK vs. VTI - Volatility Comparison
Stryker Corporation (SYK) has a higher volatility of 6.45% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that SYK's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.