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

Performance

TMO vs. GD - Performance Comparison

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

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Returns By Period

In the year-to-date period, TMO achieves a -18.92% return, which is significantly lower than GD's 7.93% return. Both investments have delivered pretty close results over the past 10 years, with TMO having a 12.54% annualized return and GD not far behind at 12.38%.


TMO

1D
-1.33%
1M
5.23%
YTD
-18.92%
6M
-17.84%
1Y
13.42%
3Y*
-3.43%
5Y*
0.45%
10Y*
12.54%

GD

1D
0.38%
1M
5.52%
YTD
7.93%
6M
7.67%
1Y
31.05%
3Y*
21.44%
5Y*
15.92%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMO vs. GD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMO
Thermo Fisher Scientific Inc.
-18.92%11.78%-1.72%-3.36%-17.29%43.54%43.72%45.55%18.21%35.03%
GD
General Dynamics Corporation
7.93%30.39%3.52%7.13%21.69%43.77%-13.14%14.80%-21.34%19.85%

Correlation

The correlation between TMO and GD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 1, 1987

0.29

Fundamentals

Market Cap

TMO:

$175.06B

GD:

$98.74B

EPS

TMO:

$18.22

GD:

$15.92

PE Ratio

TMO:

25.76

GD:

22.63

PS Ratio

TMO:

3.91

GD:

1.83

PB Ratio

TMO:

3.37

GD:

3.79

Total Revenue (TTM)

TMO:

$45.20B

GD:

$53.81B

Gross Profit (TTM)

TMO:

$17.81B

GD:

$7.48B

EBITDA (TTM)

TMO:

$11.16B

GD:

$6.26B

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Return for Risk

TMO vs. GD — Risk / Return Rank

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

TMO
TMO Risk / Return Rank: 5454
Overall Rank
TMO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TMO Sortino Ratio Rank: 5353
Sortino Ratio Rank
TMO Omega Ratio Rank: 5151
Omega Ratio Rank
TMO Calmar Ratio Rank: 5353
Calmar Ratio Rank
TMO Martin Ratio Rank: 5353
Martin Ratio Rank

GD
GD Risk / Return Rank: 8181
Overall Rank
GD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GD Sortino Ratio Rank: 8282
Sortino Ratio Rank
GD Omega Ratio Rank: 7979
Omega Ratio Rank
GD Calmar Ratio Rank: 7777
Calmar Ratio Rank
GD Martin Ratio Rank: 8383
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.

TMO vs. GD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thermo Fisher Scientific Inc. (TMO) and General Dynamics Corporation (GD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TMOGDDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.10

1.27

-0.17

Calmar ratioReturn relative to maximum drawdown

0.43

2.15

-1.72

Martin ratioReturn relative to average drawdown

0.93

7.36

-6.43

TMO vs. GD - Sharpe Ratio Comparison

The current TMO Sharpe Ratio is 0.43, which is lower than the GD Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of TMO and GD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TMO vs. GD - Drawdown Comparison

The maximum TMO drawdown since its inception was -71.16%, smaller than the maximum GD drawdown of -75.67%. Use the drawdown chart below to compare losses from any high point for TMO and GD.


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Drawdown Indicators


TMOGDDifference

Max Drawdown

Largest peak-to-trough decline

-71.16%

-75.67%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-31.38%

-14.53%

-16.85%

Max Drawdown (3Y)

Largest decline over 3 years

-37.28%

-22.55%

-14.73%

Max Drawdown (5Y)

Largest decline over 5 years

-40.95%

-22.55%

-18.40%

Max Drawdown (10Y)

Largest decline over 10 years

-40.95%

-51.63%

+10.68%

Current Drawdown

Current decline from peak

-28.80%

-1.49%

-27.31%

Average Drawdown

Average peak-to-trough decline

-18.11%

-15.60%

-2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.43%

4.23%

+10.20%

Volatility

TMO vs. GD - Volatility Comparison

Thermo Fisher Scientific Inc. (TMO) has a higher volatility of 10.57% compared to General Dynamics Corporation (GD) at 7.70%. This indicates that TMO's price experiences larger fluctuations and is considered to be riskier than GD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMOGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.57%

7.70%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

22.27%

17.78%

+4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

31.48%

21.67%

+9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.20%

20.54%

+6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

22.76%

+3.62%

Dividends

TMO vs. GD - Dividend Comparison

TMO's dividend yield for the trailing twelve months is around 0.37%, less than GD's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
GD
General Dynamics Corporation
1.69%1.76%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%1.96%
TMO
Thermo Fisher Scientific Inc.
0.37%0.30%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%

Financials

TMO vs. GD - Financials Comparison

This section allows you to compare key financial metrics between Thermo Fisher Scientific Inc. and General Dynamics 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


9.00B10.00B11.00B12.00B13.00B14.00B20222023202420252026
11.01B
13.48B
(TMO) Total Revenue
(GD) Total Revenue
Values in USD except per share items

TMO vs. GD - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
40.7%
10.5%
Portfolio components
TMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported a gross profit of 4.48B and revenue of 11.01B. Therefore, the gross margin over that period was 40.7%.

GD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, General Dynamics Corporation reported a gross profit of 1.42B and revenue of 13.48B. Therefore, the gross margin over that period was 10.5%.

TMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported an operating income of 1.86B and revenue of 11.01B, resulting in an operating margin of 16.9%.

GD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, General Dynamics Corporation reported an operating income of 1.42B and revenue of 13.48B, resulting in an operating margin of 10.5%.

TMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Thermo Fisher Scientific Inc. reported a net income of 1.65B and revenue of 11.01B, resulting in a net margin of 15.0%.

GD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, General Dynamics Corporation reported a net income of 1.13B and revenue of 13.48B, resulting in a net margin of 8.4%.


Frequently Asked Questions


TMO and GD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMO has higher volatility (10.57%) compared to GD (7.70%). In terms of maximum drawdown, TMO dropped -71.16% vs GD's -75.67%.

GD currently has the higher Sharpe Ratio (1.44 vs 0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TMO and GD

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