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

Performance

TMO vs. NXST - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-13.51%
-2.03%
TMO
NXST

Returns By Period

In the year-to-date period, TMO achieves a -3.15% return, which is significantly lower than NXST's 6.70% return. Both investments have delivered pretty close results over the past 10 years, with TMO having a 15.97% annualized return and NXST not far behind at 15.29%.


TMO

YTD

-3.15%

1M

-13.27%

6M

-13.70%

1Y

8.88%

5Y (annualized)

11.11%

10Y (annualized)

15.97%

NXST

YTD

6.70%

1M

-6.54%

6M

-2.03%

1Y

11.58%

5Y (annualized)

12.70%

10Y (annualized)

15.29%

Fundamentals


TMONXST
Market Cap$209.20B$5.22B
EPS$15.97$17.23
PE Ratio34.259.76
PEG Ratio2.080.59
Total Revenue (TTM)$42.37B$5.22B
Gross Profit (TTM)$17.48B$2.98B
EBITDA (TTM)$8.80B$1.96B

Key characteristics


TMONXST
Sharpe Ratio0.460.39
Sortino Ratio0.800.77
Omega Ratio1.101.10
Calmar Ratio0.310.43
Martin Ratio1.861.72
Ulcer Index5.02%7.87%
Daily Std Dev20.25%34.44%
Max Drawdown-71.16%-96.66%
Current Drawdown-22.58%-18.82%

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Correlation

-0.50.00.51.00.3

The correlation between TMO and NXST is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

TMO vs. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thermo Fisher Scientific Inc. (TMO) and Nexstar Media Group, Inc. (NXST). 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 0.44, compared to the broader market-4.00-2.000.002.004.000.440.39
The chart of Sortino ratio for TMO, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.770.77
The chart of Omega ratio for TMO, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.10
The chart of Calmar ratio for TMO, currently valued at 0.30, compared to the broader market0.002.004.006.000.300.43
The chart of Martin ratio for TMO, currently valued at 1.73, compared to the broader market0.0010.0020.0030.001.731.72
TMO
NXST

The current TMO Sharpe Ratio is 0.46, which is comparable to the NXST Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of TMO and NXST, 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 Ratio0.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.44
0.39
TMO
NXST

Dividends

TMO vs. NXST - Dividend Comparison

TMO's dividend yield for the trailing twelve months is around 0.30%, less than NXST's 4.21% yield.


TTM20232022202120202019201820172016201520142013
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%
NXST
Nexstar Media Group, Inc.
4.21%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%

Drawdowns

TMO vs. NXST - Drawdown Comparison

The maximum TMO drawdown since its inception was -71.16%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for TMO and NXST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-22.58%
-18.82%
TMO
NXST

Volatility

TMO vs. NXST - Volatility Comparison

The current volatility for Thermo Fisher Scientific Inc. (TMO) is 5.94%, while Nexstar Media Group, Inc. (NXST) has a volatility of 15.66%. This indicates that TMO experiences smaller price fluctuations and is considered to be less risky than NXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.94%
15.66%
TMO
NXST

Financials

TMO vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between Thermo Fisher Scientific Inc. and Nexstar Media Group, 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