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TMO vs. SRT3.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TMO and SRT3.DE is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

TMO vs. SRT3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thermo Fisher Scientific Inc. (TMO) and Sartorius Aktiengesellschaft (SRT3.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
4,006.99%
75.09%
TMO
SRT3.DE

Key characteristics

Sharpe Ratio

TMO:

-1.04

SRT3.DE:

-0.43

Sortino Ratio

TMO:

-1.49

SRT3.DE:

-0.33

Omega Ratio

TMO:

0.82

SRT3.DE:

0.96

Calmar Ratio

TMO:

-0.71

SRT3.DE:

-0.30

Martin Ratio

TMO:

-2.06

SRT3.DE:

-1.06

Ulcer Index

TMO:

12.57%

SRT3.DE:

20.16%

Daily Std Dev

TMO:

25.06%

SRT3.DE:

50.14%

Max Drawdown

TMO:

-71.16%

SRT3.DE:

-98.30%

Current Drawdown

TMO:

-35.88%

SRT3.DE:

-62.09%

Fundamentals

Market Cap

TMO:

$161.06B

SRT3.DE:

€14.27B

EPS

TMO:

$17.05

SRT3.DE:

€1.38

PE Ratio

TMO:

24.88

SRT3.DE:

164.71

PEG Ratio

TMO:

1.63

SRT3.DE:

3.11

PS Ratio

TMO:

3.75

SRT3.DE:

4.14

PB Ratio

TMO:

3.24

SRT3.DE:

5.86

Total Revenue (TTM)

TMO:

$42.90B

SRT3.DE:

€3.44B

Gross Profit (TTM)

TMO:

$17.91B

SRT3.DE:

€1.56B

EBITDA (TTM)

TMO:

$10.60B

SRT3.DE:

€831.60M

Returns By Period

In the year-to-date period, TMO achieves a -18.38% return, which is significantly lower than SRT3.DE's 5.98% return. Over the past 10 years, TMO has outperformed SRT3.DE with an annualized return of 13.18%, while SRT3.DE has yielded a comparatively lower 4.52% annualized return.


TMO

YTD

-18.38%

1M

-17.09%

6M

-23.35%

1Y

-25.82%

5Y*

4.63%

10Y*

13.18%

SRT3.DE

YTD

5.98%

1M

2.87%

6M

-6.76%

1Y

-21.41%

5Y*

-2.15%

10Y*

4.52%

*Annualized

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Risk-Adjusted Performance

TMO vs. SRT3.DE — 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 66
Overall Rank
The Sharpe Ratio Rank of TMO is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of TMO is 66
Sortino Ratio Rank
The Omega Ratio Rank of TMO is 88
Omega Ratio Rank
The Calmar Ratio Rank of TMO is 99
Calmar Ratio Rank
The Martin Ratio Rank of TMO is 11
Martin Ratio Rank

SRT3.DE
The Risk-Adjusted Performance Rank of SRT3.DE is 2929
Overall Rank
The Sharpe Ratio Rank of SRT3.DE is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of SRT3.DE is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SRT3.DE is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SRT3.DE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SRT3.DE is 2626
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. SRT3.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thermo Fisher Scientific Inc. (TMO) and Sartorius Aktiengesellschaft (SRT3.DE). 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.


The chart of Sharpe ratio for TMO, currently valued at -1.03, compared to the broader market-2.00-1.000.001.002.003.00
TMO: -1.03
SRT3.DE: -0.30
The chart of Sortino ratio for TMO, currently valued at -1.48, compared to the broader market-6.00-4.00-2.000.002.004.00
TMO: -1.48
SRT3.DE: -0.11
The chart of Omega ratio for TMO, currently valued at 0.82, compared to the broader market0.501.001.502.00
TMO: 0.82
SRT3.DE: 0.99
The chart of Calmar ratio for TMO, currently valued at -0.70, compared to the broader market0.001.002.003.004.005.00
TMO: -0.70
SRT3.DE: -0.21
The chart of Martin ratio for TMO, currently valued at -2.02, compared to the broader market-5.000.005.0010.0015.0020.00
TMO: -2.02
SRT3.DE: -0.72

The current TMO Sharpe Ratio is -1.04, which is lower than the SRT3.DE Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of TMO and SRT3.DE, 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 Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-1.03
-0.30
TMO
SRT3.DE

Dividends

TMO vs. SRT3.DE - Dividend Comparison

TMO's dividend yield for the trailing twelve months is around 0.38%, more than SRT3.DE's 0.33% yield.


TTM20242023202220212020201920182017201620152014
TMO
Thermo Fisher Scientific Inc.
0.38%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
SRT3.DE
Sartorius Aktiengesellschaft
0.33%0.34%0.43%0.34%0.12%0.31%0.32%0.47%0.58%0.54%0.11%0.25%

Drawdowns

TMO vs. SRT3.DE - Drawdown Comparison

The maximum TMO drawdown since its inception was -71.16%, smaller than the maximum SRT3.DE drawdown of -98.30%. Use the drawdown chart below to compare losses from any high point for TMO and SRT3.DE. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-35.88%
-62.63%
TMO
SRT3.DE

Volatility

TMO vs. SRT3.DE - Volatility Comparison

The current volatility for Thermo Fisher Scientific Inc. (TMO) is 15.01%, while Sartorius Aktiengesellschaft (SRT3.DE) has a volatility of 20.24%. This indicates that TMO experiences smaller price fluctuations and is considered to be less risky than SRT3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.01%
20.24%
TMO
SRT3.DE

Financials

TMO vs. SRT3.DE - Financials Comparison

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


Please note, different currencies. TMO values in USD, SRT3.DE values in EUR