Thermo Fisher Scientific (TMO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Thermo Fisher Scientific, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $576.55 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +2.00% |
| Total return over period | +6.10% |
| Annualized volatility | 27.61% |
| Sharpe ratio | -0.06 |
| Sortino ratio | -0.09 |
| Max drawdown | -37.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.66% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $388.84 – $638.18 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Thermo Fisher Scientific (TMO) has posted an annualized return of +2.00% with annual volatility of 27.61%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -37.28%. Its correlation with the S&P 500 is 0.43, 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 S&P 500 stocks, try the optimizer.
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