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CBK.DE vs. TMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CBK.DE vs. TMO - Performance Comparison

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

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Different Trading Currencies

CBK.DE is traded in EUR, while TMO is traded in USD. To make them comparable, the TMO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBK.DE achieves a 5.14% return, which is significantly higher than TMO's -17.67% return. Over the past 10 years, CBK.DE has outperformed TMO with an annualized return of 20.62%, while TMO has yielded a comparatively lower 12.19% annualized return.


CBK.DE

1D
2.93%
1M
4.04%
YTD
5.14%
6M
9.82%
1Y
35.07%
3Y*
58.01%
5Y*
44.13%
10Y*
20.62%

TMO

1D
-1.25%
1M
5.64%
YTD
-17.67%
6M
-16.63%
1Y
16.66%
3Y*
-5.65%
5Y*
1.37%
10Y*
12.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBK.DE vs. TMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBK.DE
Commerzbank AG
5.14%135.46%49.44%24.01%32.14%26.94%-4.53%-1.73%-53.80%72.55%
TMO
Thermo Fisher Scientific Inc.
-17.67%-1.49%4.76%-6.25%-12.16%54.28%31.87%48.84%23.76%18.43%

Correlation

The correlation between CBK.DE and TMO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.05

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

0.04

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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2007

0.18

The correlation between CBK.DE and TMO shifts across timeframes, from 0.04 (5 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CBK.DE vs. TMO — Risk / Return Rank

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

CBK.DE
CBK.DE Risk / Return Rank: 6969
Overall Rank
CBK.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CBK.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
CBK.DE Omega Ratio Rank: 6464
Omega Ratio Rank
CBK.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
CBK.DE Martin Ratio Rank: 7070
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.

CBK.DE vs. TMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerzbank AG (CBK.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.

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.


CBK.DETMODifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.17

1.11

+0.07

Calmar ratioReturn relative to maximum drawdown

1.61

0.45

+1.16

Martin ratioReturn relative to average drawdown

3.21

0.96

+2.25

CBK.DE vs. TMO - Sharpe Ratio Comparison

The current CBK.DE Sharpe Ratio is 0.93, which is higher than the TMO Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CBK.DE 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

CBK.DE vs. TMO - Drawdown Comparison

The maximum CBK.DE drawdown since its inception was -98.18%, which is greater than TMO's maximum drawdown of -49.01%. Use the drawdown chart below to compare losses from any high point for CBK.DE and TMO.


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Drawdown Indicators


CBK.DETMODifference

Max Drawdown

Largest peak-to-trough decline

-98.18%

-49.01%

-49.17%

Max Drawdown (1Y)

Largest decline over 1 year

-21.91%

-30.70%

+8.79%

Max Drawdown (3Y)

Largest decline over 3 years

-21.91%

-41.67%

+19.76%

Max Drawdown (5Y)

Largest decline over 5 years

-38.76%

-42.37%

+3.61%

Max Drawdown (10Y)

Largest decline over 10 years

-78.39%

-42.37%

-36.02%

Current Drawdown

Current decline from peak

-74.32%

-31.03%

-43.29%

Average Drawdown

Average peak-to-trough decline

-84.76%

-10.32%

-74.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.00%

14.19%

-3.19%

Volatility

CBK.DE vs. TMO - Volatility Comparison

The current volatility for Commerzbank AG (CBK.DE) is 7.19%, while Thermo Fisher Scientific Inc. (TMO) has a volatility of 10.25%. This indicates that CBK.DE 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


CBK.DETMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

10.25%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

27.11%

21.49%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

38.10%

30.68%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.96%

26.84%

+13.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.55%

26.44%

+15.11%

Dividends

CBK.DE vs. TMO - Dividend Comparison

CBK.DE's dividend yield for the trailing twelve months is around 2.99%, more than TMO's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
CBK.DE
Commerzbank AG
2.99%1.80%1.93%1.61%0.00%0.00%0.00%3.62%0.00%0.00%2.76%0.00%
TMO
Thermo Fisher Scientific Inc.
0.28%0.30%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%

Financials

CBK.DE vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between Commerzbank AG 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. CBK.DE values in EUR, TMO values in USD

Frequently Asked Questions


CBK.DE and TMO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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