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

Correlation

The correlation between JBL and TMO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

JBL vs. TMO - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
16,504.63%
3,735.80%
JBL
TMO

Key characteristics

Sharpe Ratio

JBL:

-0.40

TMO:

-1.04

Sortino Ratio

JBL:

-0.32

TMO:

-1.47

Omega Ratio

JBL:

0.95

TMO:

0.83

Calmar Ratio

JBL:

-0.41

TMO:

-0.70

Martin Ratio

JBL:

-0.96

TMO:

-2.28

Ulcer Index

JBL:

15.91%

TMO:

10.40%

Daily Std Dev

JBL:

38.07%

TMO:

22.76%

Max Drawdown

JBL:

-94.92%

TMO:

-71.16%

Current Drawdown

JBL:

-32.54%

TMO:

-33.81%

Fundamentals

Market Cap

JBL:

$12.80B

TMO:

$165.21B

EPS

JBL:

$4.44

TMO:

$16.51

PE Ratio

JBL:

26.32

TMO:

26.52

PEG Ratio

JBL:

0.91

TMO:

1.62

Total Revenue (TTM)

JBL:

$27.45B

TMO:

$32.53B

Gross Profit (TTM)

JBL:

$2.44B

TMO:

$13.58B

EBITDA (TTM)

JBL:

$1.28B

TMO:

$8.88B

Returns By Period

In the year-to-date period, JBL achieves a -18.74% return, which is significantly lower than TMO's -15.75% return. Over the past 10 years, JBL has outperformed TMO with an annualized return of 18.61%, while TMO has yielded a comparatively lower 13.01% annualized return.


JBL

YTD

-18.74%

1M

-18.35%

6M

-3.82%

1Y

-13.76%

5Y*

39.98%

10Y*

18.61%

TMO

YTD

-15.75%

1M

-16.39%

6M

-26.73%

1Y

-23.03%

5Y*

9.47%

10Y*

13.01%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JBL vs. TMO — Risk-Adjusted Performance Rank

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

JBL
The Risk-Adjusted Performance Rank of JBL is 3232
Overall Rank
The Sharpe Ratio Rank of JBL is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of JBL is 3232
Sortino Ratio Rank
The Omega Ratio Rank of JBL is 3232
Omega Ratio Rank
The Calmar Ratio Rank of JBL is 2929
Calmar Ratio Rank
The Martin Ratio Rank of JBL is 3434
Martin Ratio Rank

TMO
The Risk-Adjusted Performance Rank of TMO is 77
Overall Rank
The Sharpe Ratio Rank of TMO is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TMO is 88
Sortino Ratio Rank
The Omega Ratio Rank of TMO is 1111
Omega Ratio Rank
The Calmar Ratio Rank of TMO is 1212
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.

JBL vs. TMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jabil Inc. (JBL) 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.


Sharpe ratio
The chart of Sharpe ratio for JBL, currently valued at -0.40, compared to the broader market-2.00-1.000.001.002.00
JBL: -0.40
TMO: -1.04
The chart of Sortino ratio for JBL, currently valued at -0.32, compared to the broader market-6.00-4.00-2.000.002.004.00
JBL: -0.32
TMO: -1.47
The chart of Omega ratio for JBL, currently valued at 0.95, compared to the broader market0.501.001.502.00
JBL: 0.95
TMO: 0.83
The chart of Calmar ratio for JBL, currently valued at -0.41, compared to the broader market0.001.002.003.004.00
JBL: -0.41
TMO: -0.70
The chart of Martin ratio for JBL, currently valued at -0.96, compared to the broader market-10.000.0010.0020.00
JBL: -0.96
TMO: -2.28

The current JBL Sharpe Ratio is -0.40, which is higher than the TMO Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of JBL 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.40
-1.04
JBL
TMO

Dividends

JBL vs. TMO - Dividend Comparison

JBL's dividend yield for the trailing twelve months is around 0.27%, less than TMO's 0.37% yield.


TTM20242023202220212020201920182017201620152014
JBL
Jabil Inc.
0.27%0.22%0.25%0.47%0.45%0.75%0.77%1.29%1.22%1.35%1.37%1.47%
TMO
Thermo Fisher Scientific Inc.
0.37%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%

Drawdowns

JBL vs. TMO - Drawdown Comparison

The maximum JBL drawdown since its inception was -94.92%, which is greater than TMO's maximum drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for JBL and TMO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.54%
-33.81%
JBL
TMO

Volatility

JBL vs. TMO - Volatility Comparison

Jabil Inc. (JBL) has a higher volatility of 16.79% compared to Thermo Fisher Scientific Inc. (TMO) at 9.31%. This indicates that JBL'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.79%
9.31%
JBL
TMO

Financials

JBL vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between Jabil 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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