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A vs. TMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between A and TMO is 0.57, 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

A vs. TMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agilent Technologies, Inc. (A) and Thermo Fisher Scientific Inc. (TMO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.62%
-5.10%
A
TMO

Key characteristics

Sharpe Ratio

A:

-0.07

TMO:

0.01

Sortino Ratio

A:

0.08

TMO:

0.16

Omega Ratio

A:

1.01

TMO:

1.02

Calmar Ratio

A:

-0.06

TMO:

0.01

Martin Ratio

A:

-0.19

TMO:

0.04

Ulcer Index

A:

9.73%

TMO:

7.22%

Daily Std Dev

A:

25.92%

TMO:

20.02%

Max Drawdown

A:

-93.18%

TMO:

-71.16%

Current Drawdown

A:

-22.44%

TMO:

-20.12%

Fundamentals

Market Cap

A:

$38.92B

TMO:

$202.28B

EPS

A:

$4.43

TMO:

$15.97

PE Ratio

A:

30.80

TMO:

33.11

PEG Ratio

A:

2.33

TMO:

2.02

Total Revenue (TTM)

A:

$6.51B

TMO:

$42.37B

Gross Profit (TTM)

A:

$3.54B

TMO:

$17.39B

EBITDA (TTM)

A:

$1.73B

TMO:

$11.31B

Returns By Period

In the year-to-date period, A achieves a -1.61% return, which is significantly lower than TMO's -0.07% return. Over the past 10 years, A has underperformed TMO with an annualized return of 13.61%, while TMO has yielded a comparatively higher 15.65% annualized return.


A

YTD

-1.61%

1M

1.69%

6M

1.40%

1Y

-1.83%

5Y*

10.54%

10Y*

13.61%

TMO

YTD

-0.07%

1M

3.14%

6M

-4.82%

1Y

0.26%

5Y*

10.48%

10Y*

15.65%

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Risk-Adjusted Performance

A vs. TMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agilent Technologies, Inc. (A) 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.


Sharpe ratio
The chart of Sharpe ratio for A, currently valued at -0.07, compared to the broader market-4.00-2.000.002.00-0.070.01
The chart of Sortino ratio for A, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.080.16
The chart of Omega ratio for A, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.02
The chart of Calmar ratio for A, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.060.01
The chart of Martin ratio for A, currently valued at -0.19, compared to the broader market0.0010.0020.00-0.190.04
A
TMO

The current A Sharpe Ratio is -0.07, which is lower than the TMO Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of A and TMO, 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.07
0.01
A
TMO

Dividends

A vs. TMO - Dividend Comparison

A's dividend yield for the trailing twelve months is around 0.69%, more than TMO's 0.29% yield.


TTM20232022202120202019201820172016201520142013
A
Agilent Technologies, Inc.
0.69%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%
TMO
Thermo Fisher Scientific Inc.
0.29%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%

Drawdowns

A vs. TMO - Drawdown Comparison

The maximum A drawdown since its inception was -93.18%, which is greater than TMO's maximum drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for A and TMO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-22.44%
-20.12%
A
TMO

Volatility

A vs. TMO - Volatility Comparison

Agilent Technologies, Inc. (A) has a higher volatility of 6.21% compared to Thermo Fisher Scientific Inc. (TMO) at 5.23%. This indicates that A'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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.21%
5.23%
A
TMO

Financials

A vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between Agilent Technologies, Inc. and Thermo Fisher Scientific Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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