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BAS.DE vs. TMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BAS.DE vs. TMO - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-14.52%
-15.50%
BAS.DE
TMO

Returns By Period

The year-to-date returns for both stocks are quite close, with BAS.DE having a -5.30% return and TMO slightly lower at -5.37%. Over the past 10 years, BAS.DE has underperformed TMO with an annualized return of -0.13%, while TMO has yielded a comparatively higher 15.15% annualized return.


BAS.DE

YTD

-5.30%

1M

-8.25%

6M

-12.47%

1Y

4.31%

5Y (annualized)

-2.79%

10Y (annualized)

-0.13%

TMO

YTD

-5.37%

1M

-16.69%

6M

-15.50%

1Y

7.76%

5Y (annualized)

10.58%

10Y (annualized)

15.15%

Fundamentals


BAS.DETMO
Market Cap€38.48B$209.20B
EPS€0.55$15.97
PE Ratio78.3934.25
PEG Ratio0.232.08
Total Revenue (TTM)€65.27B$42.37B
Gross Profit (TTM)€16.67B$17.48B
EBITDA (TTM)€5.81B$8.80B

Key characteristics


BAS.DETMO
Sharpe Ratio0.240.31
Sortino Ratio0.500.60
Omega Ratio1.061.07
Calmar Ratio0.150.21
Martin Ratio0.571.23
Ulcer Index9.86%5.17%
Daily Std Dev23.27%20.38%
Max Drawdown-60.28%-71.16%
Current Drawdown-33.02%-24.35%

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Correlation

-0.50.00.51.00.2

The correlation between BAS.DE and TMO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

BAS.DE vs. TMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BASF SE (BAS.DE) 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 BAS.DE, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.140.13
The chart of Sortino ratio for BAS.DE, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.370.33
The chart of Omega ratio for BAS.DE, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.04
The chart of Calmar ratio for BAS.DE, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.09
The chart of Martin ratio for BAS.DE, currently valued at 0.36, compared to the broader market-10.000.0010.0020.0030.000.360.49
BAS.DE
TMO

The current BAS.DE Sharpe Ratio is 0.24, which is comparable to the TMO Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BAS.DE 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.14
0.13
BAS.DE
TMO

Dividends

BAS.DE vs. TMO - Dividend Comparison

BAS.DE's dividend yield for the trailing twelve months is around 7.89%, more than TMO's 0.30% yield.


TTM20232022202120202019201820172016201520142013
BAS.DE
BASF SE
7.89%6.97%7.33%5.34%5.10%4.75%5.13%3.27%3.28%3.96%3.86%3.36%
TMO
Thermo Fisher Scientific Inc.
0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%

Drawdowns

BAS.DE vs. TMO - Drawdown Comparison

The maximum BAS.DE drawdown since its inception was -60.28%, smaller than the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for BAS.DE and TMO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-42.04%
-24.35%
BAS.DE
TMO

Volatility

BAS.DE vs. TMO - Volatility Comparison

BASF SE (BAS.DE) has a higher volatility of 10.11% compared to Thermo Fisher Scientific Inc. (TMO) at 6.08%. This indicates that BAS.DE'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%JuneJulyAugustSeptemberOctoberNovember
10.11%
6.08%
BAS.DE
TMO

Financials

BAS.DE vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between BASF SE 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


Please note, different currencies. BAS.DE values in EUR, TMO values in USD