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

Correlation

The correlation between TMO and A is 0.60, 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.


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.

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Key characteristics

Sharpe Ratio

TMO:

-1.20

A:

-0.87

Sortino Ratio

TMO:

-1.75

A:

-0.97

Omega Ratio

TMO:

0.79

A:

0.88

Calmar Ratio

TMO:

-0.80

A:

-0.54

Martin Ratio

TMO:

-2.11

A:

-1.46

Ulcer Index

TMO:

14.78%

A:

15.97%

Daily Std Dev

TMO:

26.87%

A:

30.64%

Max Drawdown

TMO:

-71.16%

A:

-93.18%

Current Drawdown

TMO:

-38.80%

A:

-35.69%

Fundamentals

Market Cap

TMO:

$153.28B

A:

$31.79B

EPS

TMO:

$17.03

A:

$4.36

PE Ratio

TMO:

23.84

A:

25.58

PEG Ratio

TMO:

1.65

A:

1.89

PS Ratio

TMO:

3.57

A:

4.87

PB Ratio

TMO:

3.28

A:

5.46

Total Revenue (TTM)

TMO:

$42.90B

A:

$4.96B

Gross Profit (TTM)

TMO:

$17.83B

A:

$2.67B

EBITDA (TTM)

TMO:

$10.60B

A:

$1.30B

Returns By Period

In the year-to-date period, TMO achieves a -22.10% return, which is significantly lower than A's -16.15% return. Over the past 10 years, TMO has outperformed A with an annualized return of 12.40%, while A has yielded a comparatively lower 11.12% annualized return.


TMO

YTD

-22.10%

1M

-8.18%

6M

-23.91%

1Y

-32.20%

5Y*

3.64%

10Y*

12.40%

A

YTD

-16.15%

1M

9.00%

6M

-13.34%

1Y

-26.51%

5Y*

7.36%

10Y*

11.12%

*Annualized

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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 33
Overall Rank
The Sharpe Ratio Rank of TMO is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of TMO is 33
Sortino Ratio Rank
The Omega Ratio Rank of TMO is 55
Omega Ratio Rank
The Calmar Ratio Rank of TMO is 55
Calmar Ratio Rank
The Martin Ratio Rank of TMO is 00
Martin Ratio Rank

A
The Risk-Adjusted Performance Rank of A is 1111
Overall Rank
The Sharpe Ratio Rank of A is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of A is 1313
Sortino Ratio Rank
The Omega Ratio Rank of A is 1313
Omega Ratio Rank
The Calmar Ratio Rank of A is 1616
Calmar Ratio Rank
The Martin Ratio Rank of A is 77
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.


The current TMO Sharpe Ratio is -1.20, which is lower than the A Sharpe Ratio of -0.87. 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.


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Dividends

TMO vs. A - Dividend Comparison

TMO's dividend yield for the trailing twelve months is around 0.40%, less than A's 0.86% yield.


TTM20242023202220212020201920182017201620152014
TMO
Thermo Fisher Scientific Inc.
0.40%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.
0.86%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.


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Volatility

TMO vs. A - Volatility Comparison

Thermo Fisher Scientific Inc. (TMO) and Agilent Technologies, Inc. (A) have volatilities of 11.29% and 10.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


2.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
10.36B
1.68B
(TMO) Total Revenue
(A) Total Revenue
Values in USD except per share items

TMO vs. A - Profitability Comparison

The chart below illustrates the profitability comparison between Thermo Fisher Scientific Inc. and Agilent Technologies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%20212022202320242025
40.9%
53.6%
(TMO) Gross Margin
(A) Gross Margin
TMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Thermo Fisher Scientific Inc. reported a gross profit of 4.24B and revenue of 10.36B. Therefore, the gross margin over that period was 40.9%.

A - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Agilent Technologies, Inc. reported a gross profit of 901.00M and revenue of 1.68B. Therefore, the gross margin over that period was 53.6%.

TMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Thermo Fisher Scientific Inc. reported an operating income of 1.72B and revenue of 10.36B, resulting in an operating margin of 16.6%.

A - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Agilent Technologies, Inc. reported an operating income of 376.00M and revenue of 1.68B, resulting in an operating margin of 22.4%.

TMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Thermo Fisher Scientific Inc. reported a net income of 1.51B and revenue of 10.36B, resulting in a net margin of 14.5%.

A - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Agilent Technologies, Inc. reported a net income of 318.00M and revenue of 1.68B, resulting in a net margin of 18.9%.