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

Correlation

The correlation between TMO and ORLY is 0.27, 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.


-0.50.00.51.00.3

Performance

TMO vs. ORLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thermo Fisher Scientific Inc. (TMO) and O'Reilly Automotive, Inc. (ORLY). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
4.04%
17.18%
TMO
ORLY

Key characteristics

Sharpe Ratio

TMO:

0.20

ORLY:

1.15

Sortino Ratio

TMO:

0.42

ORLY:

1.67

Omega Ratio

TMO:

1.05

ORLY:

1.22

Calmar Ratio

TMO:

0.16

ORLY:

1.20

Martin Ratio

TMO:

0.50

ORLY:

3.04

Ulcer Index

TMO:

7.91%

ORLY:

7.12%

Daily Std Dev

TMO:

19.94%

ORLY:

18.88%

Max Drawdown

TMO:

-71.16%

ORLY:

-65.42%

Current Drawdown

TMO:

-15.17%

ORLY:

-5.18%

Fundamentals

Market Cap

TMO:

$210.94B

ORLY:

$69.51B

EPS

TMO:

$15.94

ORLY:

$40.46

PE Ratio

TMO:

34.60

ORLY:

29.76

PEG Ratio

TMO:

2.15

ORLY:

1.90

Total Revenue (TTM)

TMO:

$31.48B

ORLY:

$12.61B

Gross Profit (TTM)

TMO:

$12.89B

ORLY:

$6.45B

EBITDA (TTM)

TMO:

$8.44B

ORLY:

$2.74B

Returns By Period

In the year-to-date period, TMO achieves a 7.97% return, which is significantly higher than ORLY's 1.60% return. Over the past 10 years, TMO has underperformed ORLY with an annualized return of 16.57%, while ORLY has yielded a comparatively higher 20.79% annualized return.


TMO

YTD

7.97%

1M

6.22%

6M

4.04%

1Y

4.45%

5Y*

10.92%

10Y*

16.57%

ORLY

YTD

1.60%

1M

-3.32%

6M

17.18%

1Y

21.42%

5Y*

22.36%

10Y*

20.79%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TMO vs. ORLY — 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 5050
Overall Rank
The Sharpe Ratio Rank of TMO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of TMO is 4444
Sortino Ratio Rank
The Omega Ratio Rank of TMO is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TMO is 5555
Calmar Ratio Rank
The Martin Ratio Rank of TMO is 5353
Martin Ratio Rank

ORLY
The Risk-Adjusted Performance Rank of ORLY is 7777
Overall Rank
The Sharpe Ratio Rank of ORLY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ORLY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ORLY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ORLY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ORLY is 7373
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. ORLY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TMO, currently valued at 0.20, compared to the broader market-2.000.002.000.201.15
The chart of Sortino ratio for TMO, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.421.67
The chart of Omega ratio for TMO, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.22
The chart of Calmar ratio for TMO, currently valued at 0.16, compared to the broader market0.002.004.006.000.161.20
The chart of Martin ratio for TMO, currently valued at 0.50, compared to the broader market-10.000.0010.0020.0030.000.503.04
TMO
ORLY

The current TMO Sharpe Ratio is 0.20, which is lower than the ORLY Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of TMO and ORLY, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.20
1.15
TMO
ORLY

Dividends

TMO vs. ORLY - Dividend Comparison

TMO's dividend yield for the trailing twelve months is around 0.28%, while ORLY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TMO
Thermo Fisher Scientific Inc.
0.28%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
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%

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.17%
-5.18%
TMO
ORLY

Volatility

TMO vs. ORLY - Volatility Comparison

Thermo Fisher Scientific Inc. (TMO) has a higher volatility of 5.26% compared to O'Reilly Automotive, Inc. (ORLY) at 4.30%. This indicates that TMO's price experiences larger fluctuations and is considered to be riskier than ORLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.26%
4.30%
TMO
ORLY

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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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