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

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.


-0.50.00.51.00.6

Performance

TMO vs. A - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
4.04%
10.04%
TMO
A

Key characteristics

Sharpe Ratio

TMO:

0.20

A:

0.46

Sortino Ratio

TMO:

0.42

A:

0.79

Omega Ratio

TMO:

1.05

A:

1.10

Calmar Ratio

TMO:

0.16

A:

0.41

Martin Ratio

TMO:

0.50

A:

1.18

Ulcer Index

TMO:

7.91%

A:

9.83%

Daily Std Dev

TMO:

19.94%

A:

25.51%

Max Drawdown

TMO:

-71.16%

A:

-93.18%

Current Drawdown

TMO:

-15.17%

A:

-17.38%

Fundamentals

Market Cap

TMO:

$210.94B

A:

$40.62B

EPS

TMO:

$15.94

A:

$4.43

PE Ratio

TMO:

34.60

A:

32.18

PEG Ratio

TMO:

2.15

A:

2.42

Total Revenue (TTM)

TMO:

$31.48B

A:

$6.51B

Gross Profit (TTM)

TMO:

$12.89B

A:

$3.54B

EBITDA (TTM)

TMO:

$8.44B

A:

$1.73B

Returns By Period

The year-to-date returns for both stocks are quite close, with TMO having a 7.97% return and A slightly lower at 7.73%. Over the past 10 years, TMO has outperformed A with an annualized return of 16.57%, while A has yielded a comparatively lower 15.21% annualized return.


TMO

YTD

7.97%

1M

6.22%

6M

4.04%

1Y

4.45%

5Y*

10.92%

10Y*

16.57%

A

YTD

7.73%

1M

6.25%

6M

10.04%

1Y

13.74%

5Y*

10.73%

10Y*

15.21%

*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

TMO vs. A — Risk-Adjusted Performance Rank

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

TMO
The Risk-Adjusted Performance Rank of TMO is 5050
Overall Rank
The Sharpe Ratio Rank of TMO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of TMO is 4444
Sortino Ratio Rank
The Omega Ratio Rank of TMO is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TMO is 5555
Calmar Ratio Rank
The Martin Ratio Rank of TMO is 5353
Martin Ratio Rank

A
The Risk-Adjusted Performance Rank of A is 6060
Overall Rank
The Sharpe Ratio Rank of A is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of A is 5656
Sortino Ratio Rank
The Omega Ratio Rank of A is 5454
Omega Ratio Rank
The Calmar Ratio Rank of A is 6666
Calmar Ratio Rank
The Martin Ratio Rank of A is 6161
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.

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.


Sharpe ratio
The chart of Sharpe ratio for TMO, currently valued at 0.20, compared to the broader market-2.000.002.000.200.46
The chart of Sortino ratio for TMO, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.420.79
The chart of Omega ratio for TMO, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.10
The chart of Calmar ratio for TMO, currently valued at 0.16, compared to the broader market0.002.004.006.000.160.41
The chart of Martin ratio for TMO, currently valued at 0.50, compared to the broader market-10.000.0010.0020.0030.000.501.18
TMO
A

The current TMO Sharpe Ratio is 0.20, which is lower than the A Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TMO and A, 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 Ratio0.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.20
0.46
TMO
A

Dividends

TMO vs. A - Dividend Comparison

TMO's dividend yield for the trailing twelve months is around 0.28%, less than A's 0.66% yield.


TTM20242023202220212020201920182017201620152014
TMO
Thermo Fisher Scientific Inc.
0.28%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
A
Agilent Technologies, Inc.
0.66%0.71%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-15.17%
-17.38%
TMO
A

Volatility

TMO vs. A - Volatility Comparison

The current volatility for Thermo Fisher Scientific Inc. (TMO) is 5.26%, while Agilent Technologies, Inc. (A) has a volatility of 5.59%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.26%
5.59%
TMO
A

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.


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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