ITCI vs. TMO

Last updated Jun 4, 2026

ITCI (Intra-Cellular Therapies, Inc.) and TMO (Thermo Fisher Scientific Inc.) are both stocks. Both are in the Healthcare sector — ITCI in Biotechnology, TMO in Diagnostics & Research. At a 0.23 correlation, their price movements are largely independent.

Performance

ITCI vs. TMO - Performance Comparison

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

Returns By Period

ITCI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TMO

• 1D: -1.69%
• 1M: 2.45%
• YTD: -18.13%
• 6M: -18.21%
• 1Y: 18.94%
• 3Y*: -2.75%
• 5Y*: 1.37%
• 10Y*: 12.30%

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

ITCI vs. TMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITCI Intra-Cellular Therapies, Inc.	0.00%	57.89%	16.62%	35.34%	1.11%	64.59%	-7.32%	201.23%	-21.34%	-4.04%
TMO Thermo Fisher Scientific Inc.	-18.13%	11.78%	-1.72%	-3.36%	-17.29%	43.54%	43.72%	45.55%	18.21%	35.03%

Correlation

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

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jan 8, 2014	0.23

The correlation between ITCI and TMO shifts across timeframes, from 0.09 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) ITCI : $680.64M TMO : $45.20B
Gross Profit (TTM) ITCI : $623.67M TMO : $17.81B
EBITDA (TTM) ITCI : -$116.21M TMO : $11.16B

Return for Risk

ITCI vs. TMO — Risk / Return Rank

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

TMO

TMO Risk / Return Rank: 56
TMO Sharpe Ratio Rank: 61
TMO Sortino Ratio Rank: 56
TMO Omega Ratio Rank: 54
TMO Calmar Ratio Rank: 54
TMO Martin Ratio Rank: 54

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.

ITCI vs. TMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intra-Cellular Therapies, Inc. (ITCI) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ITCI	TMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.62	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.40	—

Drawdowns

Drawdown Indicators

	ITCI	TMO	Difference
Max Drawdown Largest peak-to-trough decline	—	-71.16%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-31.38%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-37.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-40.95%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.95%	—
Current Drawdown Current decline from peak	—	-28.10%	—
Average Drawdown Average peak-to-trough decline	—	-18.01%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	13.80%	—

Volatility

Volatility by Period

	ITCI	TMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	30.91%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	27.11%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	26.31%	—

Dividends

ITCI vs. TMO - Dividend Comparison

ITCI 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
ITCI Intra-Cellular Therapies, 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.	0.37%	0.30%	0.30%	0.26%	0.22%	0.16%	0.19%	0.23%	0.30%	0.32%	0.43%	0.42%

Financials

Frequently Asked Questions

Can I hold both ITCI and TMO in my portfolio?

ITCI 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.