Thermo Fisher Scientific Inc. (TMO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Thermo Fisher Scientific Inc. (TMO): 1Y return 22.0%, Sharpe ratio 0.77, volatility 30.9%, max drawdown -31.4%. A Stock in the Equity asset class. Compare TMO with other assets and invest through your own broker with pfolio.
Thermo Fisher Scientific Inc. (TMO) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
TMO Performance
- MTD
- Return: 5.4%, Sharpe: 6.38, Volatility: 23.6%, Max Drawdown: -2.5%
- YTD
- Return: -8.6%, Sharpe: -0.36, Volatility: 31.6%, Max Drawdown: -31.4%
- 1Y
- Return: 22.0%, Sharpe: 0.77, Volatility: 30.9%, Max Drawdown: -31.4%
- 5Y
- Return: 4.2%, Sharpe: 0.16, Volatility: 26.8%, Max Drawdown: -41.0%
- 10Y
- Return: 251.3%, Sharpe: 0.60, Volatility: 25.9%, Max Drawdown: -41.0%
Frequently Asked Questions
- What is Thermo Fisher Scientific Inc. (TMO)?
- Thermo Fisher Scientific Inc. (TMO) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does TMO compare to other assets?
- You can compare TMO with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TMO through pfolio?
- pfolio helps you build diversified portfolios that may include TMO. You invest through your own broker — pfolio provides the analytics.