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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.


-0.50.00.51.0
Correlation: 0.6

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
289.35%
4,342.99%
A
TMO

Key characteristics

Sharpe Ratio

A:

-1.01

TMO:

-1.04

Sortino Ratio

A:

-1.35

TMO:

-1.47

Omega Ratio

A:

0.83

TMO:

0.83

Calmar Ratio

A:

-0.68

TMO:

-0.70

Martin Ratio

A:

-2.25

TMO:

-2.28

Ulcer Index

A:

12.36%

TMO:

10.40%

Daily Std Dev

A:

27.57%

TMO:

22.76%

Max Drawdown

A:

-93.18%

TMO:

-71.16%

Current Drawdown

A:

-41.07%

TMO:

-33.81%

Fundamentals

Market Cap

A:

$29.37B

TMO:

$165.21B

EPS

A:

$4.36

TMO:

$16.51

PE Ratio

A:

23.62

TMO:

26.52

PEG Ratio

A:

1.79

TMO:

1.62

Total Revenue (TTM)

A:

$6.53B

TMO:

$32.53B

Gross Profit (TTM)

A:

$3.53B

TMO:

$13.58B

EBITDA (TTM)

A:

$1.74B

TMO:

$8.88B

Returns By Period

In the year-to-date period, A achieves a -23.17% return, which is significantly lower than TMO's -15.75% return. Over the past 10 years, A has underperformed TMO with an annualized return of 10.19%, while TMO has yielded a comparatively higher 13.01% annualized return.


A

YTD

-23.17%

1M

-18.41%

6M

-28.67%

1Y

-26.58%

5Y*

8.65%

10Y*

10.19%

TMO

YTD

-15.75%

1M

-16.39%

6M

-26.73%

1Y

-23.03%

5Y*

9.47%

10Y*

13.01%

*Annualized

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Risk-Adjusted Performance

A vs. TMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

A
The Risk-Adjusted Performance Rank of A is 99
Overall Rank
The Sharpe Ratio Rank of A is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of A is 1010
Sortino Ratio Rank
The Omega Ratio Rank of A is 1212
Omega Ratio Rank
The Calmar Ratio Rank of A is 1414
Calmar Ratio Rank
The Martin Ratio Rank of A is 11
Martin Ratio Rank

TMO
The Risk-Adjusted Performance Rank of TMO is 77
Overall Rank
The Sharpe Ratio Rank of TMO is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TMO is 88
Sortino Ratio Rank
The Omega Ratio Rank of TMO is 1111
Omega Ratio Rank
The Calmar Ratio Rank of TMO is 1212
Calmar Ratio Rank
The Martin Ratio Rank of TMO is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -1.01, compared to the broader market-2.00-1.000.001.002.00
A: -1.01
TMO: -1.04
The chart of Sortino ratio for A, currently valued at -1.35, compared to the broader market-6.00-4.00-2.000.002.004.00
A: -1.35
TMO: -1.47
The chart of Omega ratio for A, currently valued at 0.83, compared to the broader market0.501.001.502.00
A: 0.83
TMO: 0.83
The chart of Calmar ratio for A, currently valued at -0.68, compared to the broader market0.001.002.003.004.00
A: -0.68
TMO: -0.70
The chart of Martin ratio for A, currently valued at -2.25, compared to the broader market-10.000.0010.0020.00
A: -2.25
TMO: -2.28

The current A Sharpe Ratio is -1.01, which is comparable to the TMO Sharpe Ratio of -1.04. 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 Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-1.01
-1.04
A
TMO

Dividends

A vs. TMO - Dividend Comparison

A's dividend yield for the trailing twelve months is around 0.94%, more than TMO's 0.37% yield.


TTM20242023202220212020201920182017201620152014
A
Agilent Technologies, Inc.
0.94%0.71%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%
TMO
Thermo Fisher Scientific Inc.
0.37%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%

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.


-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-41.07%
-33.81%
A
TMO

Volatility

A vs. TMO - Volatility Comparison

Agilent Technologies, Inc. (A) has a higher volatility of 10.37% compared to Thermo Fisher Scientific Inc. (TMO) at 9.31%. 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%5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
10.37%
9.31%
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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