TMO vs. ORLY
TMO (Thermo Fisher Scientific Inc.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. TMO operates in Diagnostics & Research (Healthcare), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, TMO returned 14.21%/yr vs 16.66%/yr for ORLY. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
TMO vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, TMO achieves a -0.69% return, which is significantly higher than ORLY's -2.04% return. Over the past 10 years, TMO has underperformed ORLY with an annualized return of 14.21%, while ORLY has yielded a comparatively higher 16.66% annualized return.
TMO
- 1D
- -0.43%
- 1M
- 9.72%
- 6M
- -0.55%
- YTD
- -0.69%
- 1Y
- 24.48%
- 3Y*
- 2.03%
- 5Y*
- 1.52%
- 10Y*
- 14.21%
- ALL TIME*
- 12.29%
ORLY
- 1D
- 2.28%
- 1M
- -1.00%
- 6M
- -9.21%
- YTD
- -2.04%
- 1Y
- -9.86%
- 3Y*
- 12.91%
- 5Y*
- 17.29%
- 10Y*
- 16.66%
- ALL TIME*
- 20.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $784.40M | $786.22M | $708.48M | |
| $1.57B | $1.22B | $1.19B |
TMO vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMO Thermo Fisher Scientific Inc. | -0.69% | 11.78% | -1.72% | -3.36% | -17.29% | 43.54% | 43.72% | 45.55% | 18.21% | 35.03% |
ORLY O'Reilly Automotive, Inc. | -2.04% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between TMO and ORLY is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993 | 0.26 |
The correlation between TMO and ORLY shifts across timeframes, from 0.15 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TMO:
$213.42B
ORLY:
$74.05B
TMO:
$18.62
ORLY:
$3.14
TMO:
30.84
ORLY:
28.42
TMO:
4.64
ORLY:
4.06
TMO:
$46.34B
ORLY:
$18.57B
TMO:
$18.71B
ORLY:
$9.59B
TMO:
$10.94B
ORLY:
$4.04B
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Return for Risk
TMO vs. ORLY — Risk / Return Rank
TMO
ORLY
TMO vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thermo Fisher Scientific Inc. (TMO) and O'Reilly Automotive, Inc. (ORLY). 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.
| TMO | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.96 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | -0.39 | +1.14 |
| Martin ratioReturn relative to average drawdown | 1.46 | -0.72 | +2.18 |
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Drawdowns
TMO vs. ORLY - Drawdown Comparison
The maximum TMO drawdown since its inception was -71.16%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for TMO and ORLY.
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Drawdown Indicators
| TMO | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.16% | -65.42% | -5.74% |
Max Drawdown (1Y)Largest decline over 1 year | -31.38% | -23.27% | -8.11% |
Max Drawdown (3Y)Largest decline over 3 years | -37.28% | -23.27% | -14.01% |
Max Drawdown (5Y)Largest decline over 5 years | -40.95% | -23.27% | -17.68% |
Max Drawdown (10Y)Largest decline over 10 years | -40.95% | -42.00% | +1.05% |
Current DrawdownCurrent decline from peak | -12.79% | -17.13% | +4.34% |
Average DrawdownAverage peak-to-trough decline | -18.12% | -10.81% | -7.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.94% | 12.71% | +3.23% |
Volatility
TMO vs. ORLY - Volatility Comparison
The current volatility for Thermo Fisher Scientific Inc. (TMO) is 10.24%, while O'Reilly Automotive, Inc. (ORLY) has a volatility of 12.91%. This indicates that TMO experiences smaller price fluctuations and is considered to be less risky than ORLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMO | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 12.91% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 24.17% | 21.47% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.65% | 25.53% | +5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.64% | 23.32% | +4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.57% | 26.81% | -0.24% |
Dividends
TMO vs. ORLY - Dividend Comparison
TMO's dividend yield for the trailing twelve months is around 0.31%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMO Thermo Fisher Scientific Inc. | 0.31% | 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. ORLY - Financials Comparison
This section allows you to compare key financial metrics between Thermo Fisher Scientific Inc. and O'Reilly Automotive, 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.
Total Revenue: Total amount of money received from sales and other business activities
TMO vs. ORLY - Profitability Comparison
TMO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Thermo Fisher Scientific Inc. reported a gross profit of 4.94B and revenue of 11.99B. Therefore, the gross margin over that period was 41.2%.
ORLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.52B and revenue of 4.89B. Therefore, the gross margin over that period was 51.5%.
TMO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Thermo Fisher Scientific Inc. reported an operating income of 2.09B and revenue of 11.99B, resulting in an operating margin of 17.4%.
ORLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, O'Reilly Automotive, Inc. reported an operating income of 985.75M and revenue of 4.89B, resulting in an operating margin of 20.2%.
TMO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Thermo Fisher Scientific Inc. reported a net income of 1.74B and revenue of 11.99B, resulting in a net margin of 14.5%.
ORLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, O'Reilly Automotive, Inc. reported a net income of 715.06M and revenue of 4.89B, resulting in a net margin of 14.6%.
Frequently Asked Questions
TMO and ORLY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORLY has higher volatility (12.91%) compared to TMO (10.24%). In terms of maximum drawdown, TMO dropped -71.16% vs ORLY's -65.42%.
TMO currently has the higher Sharpe Ratio (0.76 vs -0.36), 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.
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