^SP500TR vs. TMO
Compare and contrast key facts about S&P 500 Total Return (^SP500TR) and Thermo Fisher Scientific Inc. (TMO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP500TR or TMO.
Key characteristics
| ^SP500TR | TMO | |
|---|---|---|
| YTD Return | 19.30% | 15.37% |
| 1Y Return | 28.44% | 18.84% |
| 3Y Return (Ann) | 9.72% | 3.07% |
| 5Y Return (Ann) | 15.27% | 15.79% |
| 10Y Return (Ann) | 12.93% | 17.82% |
| Sharpe Ratio | 2.11 | 0.95 |
| Daily Std Dev | 12.72% | 20.97% |
| Max Drawdown | -55.25% | -71.16% |
| Current Drawdown | -0.35% | -7.77% |
Correlation
The correlation between ^SP500TR and TMO is 0.51, 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
^SP500TR vs. TMO - Performance Comparison
In the year-to-date period, ^SP500TR achieves a 19.30% return, which is significantly higher than TMO's 15.37% return. Over the past 10 years, ^SP500TR has underperformed TMO with an annualized return of 12.93%, while TMO has yielded a comparatively higher 17.82% 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
^SP500TR vs. TMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) and Thermo Fisher Scientific Inc. (TMO). 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.
Drawdowns
^SP500TR vs. TMO - Drawdown Comparison
The maximum ^SP500TR drawdown since its inception was -55.25%, smaller than the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and TMO. For additional features, visit the drawdowns tool.
Volatility
^SP500TR vs. TMO - Volatility Comparison
S&P 500 Total Return (^SP500TR) has a higher volatility of 4.09% compared to Thermo Fisher Scientific Inc. (TMO) at 3.64%. This indicates that ^SP500TR's price experiences larger fluctuations and is considered to be riskier than TMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.