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

Performance

TMO vs. STRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thermo Fisher Scientific Inc. (TMO) and Sterling Infrastructure, Inc. (STRL). 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 STRL's 180.50% return. Over the past 10 years, TMO has underperformed STRL with an annualized return of 12.54%, while STRL has yielded a comparatively higher 67.37% annualized return.


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%

STRL

1D
2.44%
1M
0.55%
YTD
180.50%
6M
172.57%
1Y
320.41%
3Y*
152.83%
5Y*
104.12%
10Y*
67.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMO vs. STRL - 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%
STRL
Sterling Infrastructure, Inc.
180.50%81.79%91.57%168.08%24.71%41.32%32.17%29.29%-33.11%92.43%

Correlation

The correlation between TMO and STRL is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.14

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

0.19

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

0.17

Correlation (All Time)
Calculated using the full available price history since Aug 18, 1995

0.17

Fundamentals

Market Cap

TMO:

$175.06B

STRL:

$26.66B

EPS

TMO:

$18.22

STRL:

$11.19

PE Ratio

TMO:

25.76

STRL:

76.77

PS Ratio

TMO:

3.91

STRL:

9.22

PB Ratio

TMO:

3.37

STRL:

22.41

Total Revenue (TTM)

TMO:

$45.20B

STRL:

$2.88B

Gross Profit (TTM)

TMO:

$17.81B

STRL:

$664.66M

EBITDA (TTM)

TMO:

$11.16B

STRL:

$429.99M

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Return for Risk

TMO vs. STRL — 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

STRL
STRL Risk / Return Rank: 9797
Overall Rank
STRL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STRL Sortino Ratio Rank: 9696
Sortino Ratio Rank
STRL Omega Ratio Rank: 9595
Omega Ratio Rank
STRL Calmar Ratio Rank: 9898
Calmar Ratio Rank
STRL Martin Ratio Rank: 9898
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. STRL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thermo Fisher Scientific Inc. (TMO) and Sterling Infrastructure, Inc. (STRL). 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.


TMOSTRLDifference
Sharpe ratioReturn per unit of total volatility

-3.49

Sortino ratioReturn per unit of downside risk

-3.17

Omega ratioGain probability vs. loss probability

1.10

1.54

-0.44

Calmar ratioReturn relative to maximum drawdown

0.43

10.41

-9.98

Martin ratioReturn relative to average drawdown

0.93

28.52

-27.59

TMO vs. STRL - Sharpe Ratio Comparison

The current TMO Sharpe Ratio is 0.43, which is lower than the STRL Sharpe Ratio of 3.92. The chart below compares the historical Sharpe Ratios of TMO and STRL, 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. STRL - Drawdown Comparison

The maximum TMO drawdown since its inception was -71.16%, smaller than the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for TMO and STRL.


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Drawdown Indicators


TMOSTRLDifference

Max Drawdown

Largest peak-to-trough decline

-71.16%

-92.51%

+21.35%

Max Drawdown (1Y)

Largest decline over 1 year

-31.38%

-31.02%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-37.28%

-47.67%

+10.39%

Max Drawdown (5Y)

Largest decline over 5 years

-40.95%

-47.67%

+6.72%

Max Drawdown (10Y)

Largest decline over 10 years

-40.95%

-59.60%

+18.65%

Current Drawdown

Current decline from peak

-28.80%

-13.56%

-15.24%

Average Drawdown

Average peak-to-trough decline

-18.11%

-46.29%

+28.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.43%

11.30%

+3.13%

Volatility

TMO vs. STRL - Volatility Comparison

The current volatility for Thermo Fisher Scientific Inc. (TMO) is 10.57%, while Sterling Infrastructure, Inc. (STRL) has a volatility of 27.60%. This indicates that TMO experiences smaller price fluctuations and is considered to be less risky than STRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMOSTRLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.57%

27.60%

-17.03%

Volatility (6M)

Calculated over the trailing 6-month period

22.27%

65.26%

-42.99%

Volatility (1Y)

Calculated over the trailing 1-year period

31.48%

82.41%

-50.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.20%

57.29%

-30.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

53.58%

-27.20%

Dividends

TMO vs. STRL - Dividend Comparison

TMO's dividend yield for the trailing twelve months is around 0.37%, while STRL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
STRL
Sterling Infrastructure, 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.
0.37%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. STRL - Financials Comparison

This section allows you to compare key financial metrics between Thermo Fisher Scientific Inc. and Sterling Infrastructure, 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
11.01B
825.68M
(TMO) Total Revenue
(STRL) Total Revenue
Values in USD except per share items

TMO vs. STRL - Profitability Comparison

The chart below illustrates the profitability comparison between Thermo Fisher Scientific Inc. and Sterling Infrastructure, Inc. 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%
23.5%
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%.

STRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sterling Infrastructure, Inc. reported a gross profit of 194.30M and revenue of 825.68M. Therefore, the gross margin over that period was 23.5%.

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%.

STRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sterling Infrastructure, Inc. reported an operating income of 2.36M and revenue of 825.68M, resulting in an operating margin of 0.3%.

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%.

STRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sterling Infrastructure, Inc. reported a net income of 95.97M and revenue of 825.68M, resulting in a net margin of 11.6%.


Frequently Asked Questions


TMO and STRL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STRL has higher volatility (27.60%) compared to TMO (10.57%). In terms of maximum drawdown, TMO dropped -71.16% vs STRL's -92.51%.

STRL currently has the higher Sharpe Ratio (3.92 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 STRL

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