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

Performance

MSD vs. TMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) and Thermo Fisher Scientific Inc. (TMO). The values are adjusted to include any dividend payments, if applicable.

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MSD vs. TMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.
-3.10%5.58%24.92%19.14%-22.10%2.20%0.73%24.38%-12.31%16.33%
TMO
Thermo Fisher Scientific Inc.
-14.57%11.78%-1.72%-3.36%-17.29%43.54%43.72%45.55%18.21%35.03%

Fundamentals

Market Cap

MSD:

$142.02M

TMO:

$186.44B

EPS

MSD:

$1.85

TMO:

$17.77

PE Ratio

MSD:

3.79

TMO:

27.83

PS Ratio

MSD:

3.68

TMO:

4.19

PB Ratio

MSD:

0.89

TMO:

3.49

Total Revenue (TTM)

MSD:

$38.58M

TMO:

$44.56B

Gross Profit (TTM)

MSD:

$35.05M

TMO:

$18.02B

EBITDA (TTM)

MSD:

$30.02M

TMO:

$11.35B

Returns By Period

In the year-to-date period, MSD achieves a -3.10% return, which is significantly higher than TMO's -14.57% return. Over the past 10 years, MSD has underperformed TMO with an annualized return of 5.35%, while TMO has yielded a comparatively higher 13.56% annualized return.


MSD

1D
0.72%
1M
-7.36%
YTD
-3.10%
6M
-0.84%
1Y
-4.80%
3Y*
14.71%
5Y*
4.27%
10Y*
5.35%

TMO

1D
0.61%
1M
-2.66%
YTD
-14.57%
6M
-6.66%
1Y
2.77%
3Y*
-4.68%
5Y*
1.90%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MSD vs. TMO — Risk / Return Rank

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

MSD
MSD Risk / Return Rank: 2828
Overall Rank
MSD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MSD Sortino Ratio Rank: 2222
Sortino Ratio Rank
MSD Omega Ratio Rank: 2121
Omega Ratio Rank
MSD Calmar Ratio Rank: 3636
Calmar Ratio Rank
MSD Martin Ratio Rank: 3434
Martin Ratio Rank

TMO
TMO Risk / Return Rank: 3939
Overall Rank
TMO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TMO Sortino Ratio Rank: 3838
Sortino Ratio Rank
TMO Omega Ratio Rank: 3737
Omega Ratio Rank
TMO Calmar Ratio Rank: 4040
Calmar Ratio Rank
TMO Martin Ratio Rank: 4040
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.

MSD vs. TMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) 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.


MSDTMODifference

Sharpe ratio

Return per unit of total volatility

-0.36

0.09

-0.45

Sortino ratio

Return per unit of downside risk

-0.38

0.38

-0.76

Omega ratio

Gain probability vs. loss probability

0.94

1.04

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.20

-0.01

-0.20

Martin ratio

Return relative to average drawdown

-0.52

-0.02

-0.50

MSD vs. TMO - Sharpe Ratio Comparison

The current MSD Sharpe Ratio is -0.36, which is lower than the TMO Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MSD 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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Sharpe Ratios by Period


MSDTMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

0.09

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.07

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.52

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.41

-0.06

Correlation

The correlation between MSD and TMO is 0.20, 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.


Dividends

MSD vs. TMO - Dividend Comparison

MSD's dividend yield for the trailing twelve months is around 9.26%, more than TMO's 0.36% yield.


TTM20252024202320222021202020192018201720162015
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.
9.26%9.88%11.88%10.90%7.34%4.99%4.67%5.37%6.56%5.81%6.87%7.03%
TMO
Thermo Fisher Scientific Inc.
0.36%0.30%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%

Drawdowns

MSD vs. TMO - Drawdown Comparison

The maximum MSD drawdown since its inception was -58.51%, smaller than the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for MSD and TMO.


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Drawdown Indicators


MSDTMODifference

Max Drawdown

Largest peak-to-trough decline

-58.51%

-71.16%

+12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-27.31%

+14.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-40.95%

+7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-37.50%

-40.95%

+3.45%

Current Drawdown

Current decline from peak

-9.70%

-24.98%

+15.28%

Average Drawdown

Average peak-to-trough decline

-11.33%

-17.97%

+6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

12.13%

-7.05%

Volatility

MSD vs. TMO - Volatility Comparison

The current volatility for Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) is 4.88%, while Thermo Fisher Scientific Inc. (TMO) has a volatility of 8.84%. This indicates that MSD 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


MSDTMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

8.84%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

19.06%

-11.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.51%

32.87%

-19.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

26.59%

-12.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

25.93%

-11.26%

Financials

MSD vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between Morgan Stanley Emerging Markets Debt Fund, 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
7.93M
12.22B
(MSD) Total Revenue
(TMO) Total Revenue
Values in USD except per share items