PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DHR vs. TMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DHR and TMO is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

DHR vs. TMO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-1.92%
4.88%
DHR
TMO

Key characteristics

Sharpe Ratio

DHR:

0.30

TMO:

0.20

Sortino Ratio

DHR:

0.60

TMO:

0.43

Omega Ratio

DHR:

1.07

TMO:

1.05

Calmar Ratio

DHR:

0.29

TMO:

0.17

Martin Ratio

DHR:

0.80

TMO:

0.51

Ulcer Index

DHR:

8.27%

TMO:

7.94%

Daily Std Dev

DHR:

22.25%

TMO:

19.94%

Max Drawdown

DHR:

-65.35%

TMO:

-71.16%

Current Drawdown

DHR:

-17.98%

TMO:

-15.48%

Fundamentals

Market Cap

DHR:

$174.72B

TMO:

$214.85B

EPS

DHR:

$5.22

TMO:

$15.89

PE Ratio

DHR:

45.66

TMO:

35.22

PEG Ratio

DHR:

3.18

TMO:

2.13

Total Revenue (TTM)

DHR:

$17.34B

TMO:

$31.48B

Gross Profit (TTM)

DHR:

$10.32B

TMO:

$12.89B

EBITDA (TTM)

DHR:

$5.33B

TMO:

$8.44B

Returns By Period

In the year-to-date period, DHR achieves a 3.84% return, which is significantly lower than TMO's 7.58% return. Over the past 10 years, DHR has outperformed TMO with an annualized return of 21.54%, while TMO has yielded a comparatively lower 16.53% annualized return.


DHR

YTD

3.84%

1M

5.52%

6M

-1.92%

1Y

3.61%

5Y*

10.99%

10Y*

21.54%

TMO

YTD

7.58%

1M

8.42%

6M

4.88%

1Y

3.08%

5Y*

10.83%

10Y*

16.53%

*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

DHR vs. TMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DHR
The Risk-Adjusted Performance Rank of DHR is 5353
Overall Rank
The Sharpe Ratio Rank of DHR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 4848
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 5656
Martin Ratio Rank

TMO
The Risk-Adjusted Performance Rank of TMO is 4949
Overall Rank
The Sharpe Ratio Rank of TMO is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of TMO is 4444
Sortino Ratio Rank
The Omega Ratio Rank of TMO is 4242
Omega Ratio Rank
The Calmar Ratio Rank of TMO is 5454
Calmar Ratio Rank
The Martin Ratio Rank of TMO is 5252
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.

DHR vs. TMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Danaher Corporation (DHR) and Thermo Fisher Scientific Inc. (TMO). 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 DHR, currently valued at 0.30, compared to the broader market-2.000.002.004.000.300.20
The chart of Sortino ratio for DHR, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.600.43
The chart of Omega ratio for DHR, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.05
The chart of Calmar ratio for DHR, currently valued at 0.29, compared to the broader market0.002.004.006.000.290.17
The chart of Martin ratio for DHR, currently valued at 0.80, compared to the broader market-10.000.0010.0020.000.800.51
DHR
TMO

The current DHR Sharpe Ratio is 0.30, which is higher than the TMO Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of DHR and TMO, 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.30
0.20
DHR
TMO

Dividends

DHR vs. TMO - Dividend Comparison

DHR's dividend yield for the trailing twelve months is around 0.45%, more than TMO's 0.28% yield.


TTM20242023202220212020201920182017201620152014
DHR
Danaher Corporation
0.45%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%
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%

Drawdowns

DHR vs. TMO - Drawdown Comparison

The maximum DHR drawdown since its inception was -65.35%, smaller than the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for DHR and TMO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-17.98%
-15.48%
DHR
TMO

Volatility

DHR vs. TMO - Volatility Comparison

Danaher Corporation (DHR) and Thermo Fisher Scientific Inc. (TMO) have volatilities of 5.28% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
5.28%
5.29%
DHR
TMO

Financials

DHR vs. TMO - Financials Comparison

This section allows you to compare key financial metrics between Danaher Corporation and Thermo Fisher Scientific 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab