TMO vs. ^SP500TR

In the year-to-date period, TMO achieves a -22.10% return, which is significantly lower than ^SP500TR's 1.09% return. Both investments have delivered pretty close results over the past 10 years, with TMO having a 12.40% annualized return and ^SP500TR not far ahead at 12.79%.

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This table presents a comparison of risk-adjusted performance metrics for Thermo Fisher Scientific Inc. (TMO) and S&P 500 Total Return (^SP500TR). 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 current TMO Sharpe Ratio is -1.20, which is lower than the ^SP500TR Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TMO and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum TMO drawdown since its inception was -71.16%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for TMO and ^SP500TR. For additional features, visit the drawdowns tool.

Thermo Fisher Scientific Inc. (TMO) has a higher volatility of 11.29% compared to S&P 500 Total Return (^SP500TR) at 6.12%. This indicates that TMO's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.