TMO vs. A
Compare and contrast key facts about Thermo Fisher Scientific Inc. (TMO) and Agilent Technologies, Inc. (A).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMO or A.
Performance
TMO vs. A - Performance Comparison
Returns By Period
In the year-to-date period, TMO achieves a -3.15% return, which is significantly higher than A's -8.14% return. Over the past 10 years, TMO has outperformed A with an annualized return of 15.97%, while A has yielded a comparatively lower 12.89% annualized return.
TMO
-3.15%
-13.27%
-13.70%
8.88%
11.11%
15.97%
A
-8.14%
-8.47%
-17.33%
13.06%
10.70%
12.89%
Fundamentals
| TMO | A | |
|---|---|---|
| Market Cap | $209.20B | $38.41B |
| EPS | $15.97 | $4.81 |
| PE Ratio | 34.25 | 27.79 |
| PEG Ratio | 2.08 | 2.94 |
| Total Revenue (TTM) | $42.37B | $4.81B |
| Gross Profit (TTM) | $17.48B | $2.65B |
| EBITDA (TTM) | $8.80B | $1.28B |
Key characteristics
| TMO | A | |
|---|---|---|
| Sharpe Ratio | 0.46 | 0.46 |
| Sortino Ratio | 0.80 | 0.83 |
| Omega Ratio | 1.10 | 1.11 |
| Calmar Ratio | 0.31 | 0.35 |
| Martin Ratio | 1.86 | 1.41 |
| Ulcer Index | 5.02% | 8.94% |
| Daily Std Dev | 20.25% | 27.27% |
| Max Drawdown | -71.16% | -93.18% |
| Current Drawdown | -22.58% | -27.59% |
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Correlation
The correlation between TMO and A is 0.57, 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.
Risk-Adjusted Performance
TMO vs. A - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thermo Fisher Scientific Inc. (TMO) and Agilent Technologies, Inc. (A). 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.
Dividends
TMO vs. A - Dividend Comparison
TMO's dividend yield for the trailing twelve months is around 0.30%, less than A's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMO Thermo Fisher Scientific Inc. | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
A Agilent Technologies, Inc. | 0.74% | 0.66% | 0.71% | 0.49% | 0.46% | 0.79% | 0.91% | 0.81% | 1.05% | 1.23% | 0.69% | 0.86% |
Drawdowns
TMO vs. A - Drawdown Comparison
The maximum TMO drawdown since its inception was -71.16%, smaller than the maximum A drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for TMO and A. For additional features, visit the drawdowns tool.
Volatility
TMO vs. A - Volatility Comparison
The current volatility for Thermo Fisher Scientific Inc. (TMO) is 6.01%, while Agilent Technologies, Inc. (A) has a volatility of 8.58%. This indicates that TMO experiences smaller price fluctuations and is considered to be less risky than A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TMO vs. A - Financials Comparison
This section allows you to compare key financial metrics between Thermo Fisher Scientific Inc. and Agilent Technologies, 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.
Total Revenue: Total amount of money received from sales and other business activities