BAS.DE vs. TMO
Compare and contrast key facts about BASF SE (BAS.DE) and Thermo Fisher Scientific Inc. (TMO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAS.DE or TMO.
Performance
BAS.DE vs. TMO - Performance Comparison
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
-5.30%
-8.25%
-12.47%
4.31%
-2.79%
-0.13%
TMO
-5.37%
-16.69%
-15.50%
7.76%
10.58%
15.15%
Fundamentals
BAS.DE | TMO | |
---|---|---|
Market Cap | €38.48B | $209.20B |
EPS | €0.55 | $15.97 |
PE Ratio | 78.39 | 34.25 |
PEG Ratio | 0.23 | 2.08 |
Total Revenue (TTM) | €65.27B | $42.37B |
Gross Profit (TTM) | €16.67B | $17.48B |
EBITDA (TTM) | €5.81B | $8.80B |
Key characteristics
BAS.DE | TMO | |
---|---|---|
Sharpe Ratio | 0.24 | 0.31 |
Sortino Ratio | 0.50 | 0.60 |
Omega Ratio | 1.06 | 1.07 |
Calmar Ratio | 0.15 | 0.21 |
Martin Ratio | 0.57 | 1.23 |
Ulcer Index | 9.86% | 5.17% |
Daily Std Dev | 23.27% | 20.38% |
Max Drawdown | -60.28% | -71.16% |
Current Drawdown | -33.02% | -24.35% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities