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ARCC vs. TMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ARCC vs. TMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, ARCC achieves a -2.20% return, which is significantly higher than TMO's -18.92% return. Both investments have delivered pretty close results over the past 10 years, with ARCC having a 13.20% annualized return and TMO not far behind at 12.54%.


ARCC

1D
1.00%
1M
2.56%
YTD
-2.20%
6M
-2.87%
1Y
-5.06%
3Y*
10.27%
5Y*
9.04%
10Y*
13.20%

TMO

1D
-1.33%
1M
5.23%
YTD
-18.92%
6M
-17.84%
1Y
13.42%
3Y*
-3.43%
5Y*
0.45%
10Y*
12.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARCC vs. TMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARCC
Ares Capital Corporation
-2.20%1.07%19.78%20.03%-3.84%36.14%0.86%31.30%8.81%4.50%
TMO
Thermo Fisher Scientific Inc.
-18.92%11.78%-1.72%-3.36%-17.29%43.54%43.72%45.55%18.21%35.03%

Correlation

The correlation between ARCC and TMO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2004

0.35

Fundamentals

Market Cap

ARCC:

$13.83B

TMO:

$175.06B

EPS

ARCC:

$1.63

TMO:

$18.22

PE Ratio

ARCC:

11.81

TMO:

25.76

PS Ratio

ARCC:

5.16

TMO:

3.91

PB Ratio

ARCC:

0.98

TMO:

3.37

Total Revenue (TTM)

ARCC:

$2.63B

TMO:

$45.20B

Gross Profit (TTM)

ARCC:

$1.86B

TMO:

$17.81B

EBITDA (TTM)

ARCC:

$2.05B

TMO:

$11.16B

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Return for Risk

ARCC vs. TMO — Risk / Return Rank

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

ARCC
ARCC Risk / Return Rank: 3131
Overall Rank
ARCC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2626
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2626
Omega Ratio Rank
ARCC Calmar Ratio Rank: 3535
Calmar Ratio Rank
ARCC Martin Ratio Rank: 3535
Martin Ratio Rank

TMO
TMO Risk / Return Rank: 5454
Overall Rank
TMO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TMO Sortino Ratio Rank: 5353
Sortino Ratio Rank
TMO Omega Ratio Rank: 5151
Omega Ratio Rank
TMO Calmar Ratio Rank: 5353
Calmar Ratio Rank
TMO Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARCC vs. TMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Capital Corporation (ARCC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ARCCTMODifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

0.97

1.10

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.26

0.43

-0.69

Martin ratioReturn relative to average drawdown

-0.47

0.93

-1.41

ARCC vs. TMO - Sharpe Ratio Comparison

The current ARCC Sharpe Ratio is -0.27, which is lower than the TMO Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ARCC and TMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ARCC vs. TMO - Drawdown Comparison

The maximum ARCC drawdown since its inception was -79.36%, which is greater than TMO's maximum drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for ARCC and TMO.


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Drawdown Indicators


ARCCTMODifference

Max Drawdown

Largest peak-to-trough decline

-79.36%

-71.16%

-8.20%

Max Drawdown (1Y)

Largest decline over 1 year

-19.35%

-31.38%

+12.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

-37.28%

+17.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

-40.95%

+19.19%

Max Drawdown (10Y)

Largest decline over 10 years

-56.77%

-40.95%

-15.82%

Current Drawdown

Current decline from peak

-10.98%

-28.80%

+17.82%

Average Drawdown

Average peak-to-trough decline

-9.10%

-18.11%

+9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.68%

14.43%

-3.75%

Volatility

ARCC vs. TMO - Volatility Comparison

The current volatility for Ares Capital Corporation (ARCC) is 3.72%, while Thermo Fisher Scientific Inc. (TMO) has a volatility of 10.57%. This indicates that ARCC experiences smaller price fluctuations and is considered to be less risky than TMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARCCTMODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

10.57%

-6.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

22.27%

-7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

31.48%

-13.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

27.20%

-7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.58%

26.38%

-0.80%

Dividends

ARCC vs. TMO - Dividend Comparison

ARCC's dividend yield for the trailing twelve months is around 9.97%, more than TMO's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
9.97%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
TMO
Thermo Fisher Scientific Inc.
0.37%0.30%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%

Financials

ARCC vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between Ares Capital Corporation 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
763.00M
11.01B
(ARCC) Total Revenue
(TMO) Total Revenue
Values in USD except per share items

ARCC vs. TMO - Profitability Comparison

The chart below illustrates the profitability comparison between Ares Capital Corporation and Thermo Fisher Scientific Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
72.1%
40.7%
Portfolio components
ARCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a gross profit of 550.00M and revenue of 763.00M. Therefore, the gross margin over that period was 72.1%.

TMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported a gross profit of 4.48B and revenue of 11.01B. Therefore, the gross margin over that period was 40.7%.

ARCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported an operating income of 404.00M and revenue of 763.00M, resulting in an operating margin of 53.0%.

TMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported an operating income of 1.86B and revenue of 11.01B, resulting in an operating margin of 16.9%.

ARCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a net income of 92.00M and revenue of 763.00M, resulting in a net margin of 12.1%.

TMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported a net income of 1.65B and revenue of 11.01B, resulting in a net margin of 15.0%.


Frequently Asked Questions


ARCC and TMO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMO has higher volatility (10.57%) compared to ARCC (3.72%). In terms of maximum drawdown, ARCC dropped -79.36% vs TMO's -71.16%.

TMO currently has the higher Sharpe Ratio (0.43 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ARCC and TMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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