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INGR vs. TMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

INGR vs. TMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, INGR achieves a -6.49% return, which is significantly higher than TMO's -18.92% return. Over the past 10 years, INGR has underperformed TMO with an annualized return of 0.79%, while TMO has yielded a comparatively higher 12.54% annualized return.


INGR

1D
0.68%
1M
-4.15%
YTD
-6.49%
6M
-8.29%
1Y
-25.12%
3Y*
0.77%
5Y*
4.31%
10Y*
0.79%

TMO

1D
-1.33%
1M
5.23%
YTD
-18.92%
6M
-17.84%
1Y
13.42%
3Y*
-3.43%
5Y*
0.45%
10Y*
12.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INGR vs. TMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INGR
Ingredion Incorporated
-6.49%-17.86%29.22%14.08%4.47%26.35%-12.55%4.70%-33.10%13.87%
TMO
Thermo Fisher Scientific Inc.
-18.92%11.78%-1.72%-3.36%-17.29%43.54%43.72%45.55%18.21%35.03%

Correlation

The correlation between INGR and TMO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.26

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

0.28

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

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 11, 1997

0.30

The correlation between INGR and TMO shifts across timeframes, from 0.19 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

INGR:

$13.96

TMO:

$18.22

PE Ratio

INGR:

7.28

TMO:

25.76

PS Ratio

INGR:

0.92

TMO:

3.91

Total Revenue (TTM)

INGR:

$5.41B

TMO:

$45.20B

Gross Profit (TTM)

INGR:

$1.36B

TMO:

$17.81B

EBITDA (TTM)

INGR:

$902.00M

TMO:

$11.16B

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Return for Risk

INGR vs. TMO — Risk / Return Rank

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

INGR
INGR Risk / Return Rank: 33
Overall Rank
INGR Sharpe Ratio Rank: 00
Sharpe Ratio Rank
INGR Sortino Ratio Rank: 22
Sortino Ratio Rank
INGR Omega Ratio Rank: 33
Omega Ratio Rank
INGR Calmar Ratio Rank: 44
Calmar Ratio Rank
INGR Martin Ratio Rank: 55
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.

INGR vs. TMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingredion Incorporated (INGR) 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.


INGRTMODifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-2.94

Omega ratioGain probability vs. loss probability

0.75

1.10

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.95

0.43

-1.38

Martin ratioReturn relative to average drawdown

-1.58

0.93

-2.51

INGR vs. TMO - Sharpe Ratio Comparison

The current INGR Sharpe Ratio is -1.52, which is lower than the TMO Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of INGR 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

INGR vs. TMO - Drawdown Comparison

The maximum INGR drawdown since its inception was -64.20%, smaller than the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for INGR and TMO.


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Drawdown Indicators


INGRTMODifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-71.16%

+6.96%

Max Drawdown (1Y)

Largest decline over 1 year

-26.58%

-31.38%

+4.80%

Max Drawdown (3Y)

Largest decline over 3 years

-33.21%

-37.28%

+4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-33.21%

-40.95%

+7.74%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-40.95%

-15.19%

Current Drawdown

Current decline from peak

-31.78%

-28.80%

-2.98%

Average Drawdown

Average peak-to-trough decline

-18.32%

-18.11%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.03%

14.43%

+1.60%

Volatility

INGR vs. TMO - Volatility Comparison

The current volatility for Ingredion Incorporated (INGR) is 5.82%, while Thermo Fisher Scientific Inc. (TMO) has a volatility of 10.57%. This indicates that INGR 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


INGRTMODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

10.57%

-4.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

22.27%

-10.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

31.48%

-14.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

27.20%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

26.38%

-1.51%

Dividends

INGR vs. TMO - Dividend Comparison

INGR's dividend yield for the trailing twelve months is around 3.21%, more than TMO's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
INGR
Ingredion Incorporated
3.21%2.92%1.72%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%
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

INGR vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between Ingredion Incorporated 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


0.002.00B4.00B6.00B8.00B10.00B12.00B202220232024202520260
11.01B
(INGR) Total Revenue
(TMO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


INGR and TMO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMO has higher volatility (10.57%) compared to INGR (5.82%). In terms of maximum drawdown, INGR dropped -64.20% vs TMO's -71.16%.

TMO currently has the higher Sharpe Ratio (0.43 vs -1.52), 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.

Portfolio Optimizer

Find the right allocation for INGR and TMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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