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CVCO vs. TMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CVCO and TMO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CVCO vs. TMO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CVCO:

0.63

TMO:

-1.10

Sortino Ratio

CVCO:

1.21

TMO:

-1.62

Omega Ratio

CVCO:

1.14

TMO:

0.81

Calmar Ratio

CVCO:

1.24

TMO:

-0.74

Martin Ratio

CVCO:

3.18

TMO:

-1.83

Ulcer Index

CVCO:

7.61%

TMO:

16.36%

Daily Std Dev

CVCO:

36.02%

TMO:

27.33%

Max Drawdown

CVCO:

-60.85%

TMO:

-71.16%

Current Drawdown

CVCO:

-19.57%

TMO:

-40.08%

Fundamentals

Market Cap

CVCO:

$3.48B

TMO:

$149.67B

EPS

CVCO:

$20.73

TMO:

$17.05

PE Ratio

CVCO:

20.92

TMO:

23.25

PEG Ratio

CVCO:

2.24

TMO:

1.52

PS Ratio

CVCO:

1.73

TMO:

3.49

PB Ratio

CVCO:

3.27

TMO:

3.03

Total Revenue (TTM)

CVCO:

$1.51B

TMO:

$42.90B

Gross Profit (TTM)

CVCO:

$349.47M

TMO:

$17.83B

EBITDA (TTM)

CVCO:

$177.33M

TMO:

$10.60B

Returns By Period

In the year-to-date period, CVCO achieves a -2.83% return, which is significantly higher than TMO's -23.73% return. Over the past 10 years, CVCO has outperformed TMO with an annualized return of 19.29%, while TMO has yielded a comparatively lower 12.16% annualized return.


CVCO

YTD

-2.83%

1M

-15.38%

6M

-15.72%

1Y

21.39%

3Y*

24.97%

5Y*

17.92%

10Y*

19.29%

TMO

YTD

-23.73%

1M

-6.39%

6M

-25.07%

1Y

-29.99%

3Y*

-10.54%

5Y*

2.94%

10Y*

12.16%

*Annualized

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Cavco Industries, Inc.

Thermo Fisher Scientific Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CVCO vs. TMO — Risk-Adjusted Performance Rank

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

CVCO
The Risk-Adjusted Performance Rank of CVCO is 7575
Overall Rank
The Sharpe Ratio Rank of CVCO is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CVCO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of CVCO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CVCO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of CVCO is 7979
Martin Ratio Rank

TMO
The Risk-Adjusted Performance Rank of TMO is 44
Overall Rank
The Sharpe Ratio Rank of TMO is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of TMO is 44
Sortino Ratio Rank
The Omega Ratio Rank of TMO is 66
Omega Ratio Rank
The Calmar Ratio Rank of TMO is 77
Calmar Ratio Rank
The Martin Ratio Rank of TMO is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CVCO vs. TMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cavco Industries, Inc. (CVCO) 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.


The current CVCO Sharpe Ratio is 0.63, which is higher than the TMO Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of CVCO 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CVCO vs. TMO - Dividend Comparison

CVCO has not paid dividends to shareholders, while TMO's dividend yield for the trailing twelve months is around 0.40%.


TTM20242023202220212020201920182017201620152014
CVCO
Cavco Industries, Inc.
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.
0.40%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%

Drawdowns

CVCO vs. TMO - Drawdown Comparison

The maximum CVCO drawdown since its inception was -60.85%, smaller than the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for CVCO and TMO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CVCO vs. TMO - Volatility Comparison

The current volatility for Cavco Industries, Inc. (CVCO) is 10.37%, while Thermo Fisher Scientific Inc. (TMO) has a volatility of 11.57%. This indicates that CVCO 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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Financials

CVCO vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between Cavco Industries, Inc. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
522.04M
10.36B
(CVCO) Total Revenue
(TMO) Total Revenue
Values in USD except per share items