Thermo Fisher Scientific Inc. (TMO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Thermo Fisher Scientific Inc. (TMO): 1Y return 26.6%, Sharpe ratio 0.94, volatility 28.4%, 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: -1.9%, Sharpe: -1.53, Volatility: 35.7%, Max Drawdown: -3.7%
- YTD
- Return: 14.6%, Sharpe: 0.70, Volatility: 31.0%, Max Drawdown: -31.4%
- 1Y
- Return: 26.6%, Sharpe: 0.94, Volatility: 28.4%, Max Drawdown: -31.4%
- 5Y
- Return: 16.6%, Sharpe: 0.24, Volatility: 27.2%, Max Drawdown: -41.0%
- 10Y
- Return: 343.0%, Sharpe: 0.68, Volatility: 26.2%, 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.