CPRI vs. TMO

Last updated Jun 3, 2026

CPRI (Capri Holdings Limited) and TMO (Thermo Fisher Scientific Inc.) are both stocks. CPRI operates in Apparel Manufacturing (Consumer Cyclical), while TMO operates in Diagnostics & Research (Healthcare). Over the past 10 years, CPRI returned -9.29%/yr vs 12.49%/yr for TMO. At a 0.25 correlation, their price movements are largely independent.

Performance

CPRI vs. TMO - Performance Comparison

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

Returns By Period

In the year-to-date period, CPRI achieves a -25.08% return, which is significantly lower than TMO's -16.72% return. Over the past 10 years, CPRI has underperformed TMO with an annualized return of -9.29%, while TMO has yielded a comparatively higher 12.49% annualized return.

CPRI

• 1D: -0.65%
• 1M: -6.88%
• YTD: -25.08%
• 6M: -27.34%
• 1Y: 5.06%
• 3Y*: -20.29%
• 5Y*: -19.38%
• 10Y*: -9.29%

TMO

• 1D: -2.42%
• 1M: 2.74%
• YTD: -16.72%
• 6M: -16.79%
• 1Y: 22.04%
• 3Y*: -2.20%
• 5Y*: 1.87%
• 10Y*: 12.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CPRI vs. TMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CPRI Capri Holdings Limited	-25.08%	15.86%	-58.08%	-12.35%	-11.69%	54.55%	10.09%	0.61%	-39.76%	46.46%
TMO Thermo Fisher Scientific Inc.	-16.72%	11.78%	-1.72%	-3.36%	-17.29%	43.54%	43.72%	45.55%	18.21%	35.03%

Correlation

The correlation between CPRI and TMO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Dec 16, 2011	0.25

Fundamentals

Market Cap CPRI : $2.17B TMO : $179.82B
EPS CPRI : $1.19 TMO : $18.22
PE Ratio CPRI : 15.38 TMO : 26.46
PS Ratio CPRI : 0.63 TMO : 4.02
PB Ratio CPRI : 27.15 TMO : 3.46
Total Revenue (TTM) CPRI : $3.47B TMO : $45.20B
Gross Profit (TTM) CPRI : $2.16B TMO : $17.81B
EBITDA (TTM) CPRI : $137.00M TMO : $11.16B

Return for Risk

CPRI vs. TMO — Risk / Return Rank

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

CPRI

CPRI Risk / Return Rank: 41
CPRI Sharpe Ratio Rank: 44
CPRI Sortino Ratio Rank: 41
CPRI Omega Ratio Rank: 41
CPRI Calmar Ratio Rank: 40
CPRI Martin Ratio Rank: 40

TMO

TMO Risk / Return Rank: 58
TMO Sharpe Ratio Rank: 64
TMO Sortino Ratio Rank: 59
TMO Omega Ratio Rank: 57
TMO Calmar Ratio Rank: 55
TMO Martin Ratio Rank: 55

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.

CPRI vs. TMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capri Holdings Limited (CPRI) 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.

	CPRI	TMO	Difference
Sharpe ratio Return per unit of total volatility	0.10	0.72	-0.61
Sortino ratio Return per unit of downside risk	0.52	1.25	-0.73
Omega ratio Gain probability vs. loss probability	1.06	1.15	-0.09
Calmar ratio Return relative to maximum drawdown	0.02	0.64	-0.62
Martin ratio Return relative to average drawdown	0.05	1.47	-1.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CPRI vs. TMO - Sharpe Ratio Comparison

The current CPRI Sharpe Ratio is 0.10, which is lower than the TMO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of CPRI 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.

Sharpe Ratios by Period

	CPRI	TMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	0.72	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	0.07	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.16	0.48	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.40	-0.44

Drawdowns

CPRI vs. TMO - Drawdown Comparison

The maximum CPRI drawdown since its inception was -92.47%, which is greater than TMO's maximum drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for CPRI and TMO.

Drawdown Indicators

	CPRI	TMO	Difference
Max Drawdown Largest peak-to-trough decline	-92.47%	-71.16%	-21.31%
Max Drawdown (1Y) Largest decline over 1 year	-39.30%	-31.38%	-7.92%
Max Drawdown (3Y) Largest decline over 3 years	-76.85%	-37.28%	-39.57%
Max Drawdown (5Y) Largest decline over 5 years	-82.36%	-40.95%	-41.41%
Max Drawdown (10Y) Largest decline over 10 years	-90.03%	-40.95%	-49.08%
Current Drawdown Current decline from peak	-81.69%	-26.87%	-54.82%
Average Drawdown Average peak-to-trough decline	-47.48%	-18.01%	-29.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.65%	13.71%	+4.94%

Volatility

CPRI vs. TMO - Volatility Comparison

Capri Holdings Limited (CPRI) has a higher volatility of 15.32% compared to Thermo Fisher Scientific Inc. (TMO) at 9.66%. This indicates that CPRI'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.

Volatility by Period

	CPRI	TMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.32%	9.66%	+5.66%
Volatility (6M) Calculated over the trailing 6-month period	32.68%	21.40%	+11.28%
Volatility (1Y) Calculated over the trailing 1-year period	49.23%	30.90%	+18.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.43%	27.11%	+32.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	58.50%	26.31%	+32.19%

Dividends

CPRI vs. TMO - Dividend Comparison

CPRI has not paid dividends to shareholders, while TMO's dividend yield for the trailing twelve months is around 0.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CPRI Capri Holdings Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

CPRI vs. TMO - Profitability Comparison

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

CPRI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capri Holdings Limited reported a gross profit of 516.00M and revenue of 796.00M. Therefore, the gross margin over that period was 64.8%.

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%.

CPRI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capri Holdings Limited reported an operating income of -27.00M and revenue of 796.00M, resulting in an operating margin of -3.4%.

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%.

CPRI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capri Holdings Limited reported a net income of 1.00M and revenue of 796.00M, resulting in a net margin of 0.1%.

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

Can I hold both CPRI and TMO in my portfolio?

CPRI and TMO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CPRI or TMO?

CPRI has higher volatility (15.32%) compared to TMO (9.66%). In terms of maximum drawdown, CPRI dropped -92.47% vs TMO's -71.16%.

Which has better risk-adjusted returns?

TMO currently has the higher Sharpe Ratio (0.72 vs 0.10), 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.