TMO vs. DHR
Compare and contrast key facts about Thermo Fisher Scientific Inc. (TMO) and Danaher Corporation (DHR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMO or DHR.
Performance
TMO vs. DHR - Performance Comparison
Returns By Period
In the year-to-date period, TMO achieves a -3.15% return, which is significantly lower than DHR's -0.05% return. Over the past 10 years, TMO has underperformed DHR with an annualized return of 15.97%, while DHR has yielded a comparatively higher 21.25% annualized return.
TMO
-3.15%
-13.27%
-13.70%
8.88%
11.11%
15.97%
DHR
-0.05%
-15.99%
-13.10%
11.40%
13.10%
21.25%
Fundamentals
TMO | DHR | |
---|---|---|
Market Cap | $209.20B | $173.06B |
EPS | $15.97 | $5.30 |
PE Ratio | 34.25 | 45.21 |
PEG Ratio | 2.08 | 2.86 |
Total Revenue (TTM) | $42.37B | $20.03B |
Gross Profit (TTM) | $17.48B | $11.94B |
EBITDA (TTM) | $8.80B | $6.53B |
Key characteristics
TMO | DHR | |
---|---|---|
Sharpe Ratio | 0.46 | 0.50 |
Sortino Ratio | 0.80 | 0.91 |
Omega Ratio | 1.10 | 1.11 |
Calmar Ratio | 0.31 | 0.39 |
Martin Ratio | 1.86 | 2.24 |
Ulcer Index | 5.02% | 4.99% |
Daily Std Dev | 20.25% | 22.40% |
Max Drawdown | -71.16% | -65.35% |
Current Drawdown | -22.58% | -20.78% |
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Correlation
The correlation between TMO and DHR is 0.40, 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. DHR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thermo Fisher Scientific Inc. (TMO) and Danaher Corporation (DHR). 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. DHR - Dividend Comparison
TMO's dividend yield for the trailing twelve months is around 0.30%, less than DHR's 0.46% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Danaher Corporation | 0.46% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% | 0.13% |
Drawdowns
TMO vs. DHR - Drawdown Comparison
The maximum TMO drawdown since its inception was -71.16%, which is greater than DHR's maximum drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for TMO and DHR. For additional features, visit the drawdowns tool.
Volatility
TMO vs. DHR - Volatility Comparison
The current volatility for Thermo Fisher Scientific Inc. (TMO) is 6.01%, while Danaher Corporation (DHR) has a volatility of 6.88%. This indicates that TMO experiences smaller price fluctuations and is considered to be less risky than DHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TMO vs. DHR - Financials Comparison
This section allows you to compare key financial metrics between Thermo Fisher Scientific Inc. and Danaher Corporation. 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