Thermo Fisher Scientific (TMO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Thermo Fisher Scientific, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $704.15 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +18.20% |
| Total return over period | +64.68% |
| Annualized volatility | 27.85% |
| Period volatility | 48.11% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.09 |
| Sortino ratio | 1.68 |
| Max drawdown | -37.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.59% |
| Correlation with the S&P 500 | 0.41 |
| Period range | $388.84 – $704.15 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Thermo Fisher Scientific (TMO) has posted an annualized return of +18.20% with annual volatility of 27.85%, a Sharpe ratio of 1.09. Its worst stretch (max drawdown from a peak) was -37.28%. Its correlation with the S&P 500 is 0.41, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how TMO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Health Care stocks
Is it part of the S&P 500?
Yes, Thermo Fisher Scientific (TMO) is of the S&P 500.
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