Thermo Fisher Scientific Inc

10-Year Study

TMO.US · Healthcare · US · Common Stock

Executive Summary: Thermo Fisher Scientific Inc has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 39.1% and an annualized volatility of 52.1%.

1Y CAGR
+31.4%
3Y CAGR
+0.8%
5Y CAGR
+2.2%
10Y CAGR
+13.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
39.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +45.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.1-9.9-5.75.0————————-11.0%
202514.9-11.5-5.8-13.8-6.10.815.35.4-1.517.04.1-1.911.8%
20241.55.82.0-2.1-0.1-2.610.90.30.6-11.7-3.1-1.7-1.7%
20233.6-5.06.5-3.7-8.42.75.21.5-9.1-12.111.57.1-3.4%
2022-12.9-6.48.6-6.42.6-4.210.1-8.9-6.91.39.0-1.6-17.3%
20219.4-11.71.53.0-0.27.57.02.83.010.8-0.05.543.5%
2020-3.6-7.1-2.418.04.33.814.23.63.07.2-1.70.243.7%
20199.85.75.51.4-3.810.1-5.43.41.53.74.03.545.5%
201818.0-6.9-0.91.9-1.0-0.513.21.92.2-4.36.8-10.318.2%
20178.03.5-2.57.64.51.10.66.61.22.4-0.6-1.435.0%
2016———1.95.2-2.57.5-4.24.6-7.6-4.70.8-0.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 52.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.8% of variance. Idiosyncratic stock-specific factors contribute 7.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110187.868720587658
2016-05-0110718.978828196352
2016-06-0110446.08747798385
2016-07-0111229.405008574136
2016-08-0110759.27219293189
2016-09-0111256.492313768422
2016-10-0110405.140707333681
2016-11-019915.420234383962
2016-12-019995.810942080647
2017-01-0110795.616081916773
2017-02-0111170.373414220145
2017-03-0110891.586890644534
2017-04-0111723.350839771801
2017-05-0112252.326488059369
2017-06-0112382.165503362137
2017-07-0112457.394304333242
2017-08-0113281.360942879255
2017-09-0113438.0839815362
2017-10-0113766.93591830393
2017-11-0113690.937550366707
2017-12-0113496.955854444395
2018-01-0115930.079759081978
2018-02-0114826.179506576893
2018-03-0114687.098427614967
2018-04-0114963.823092526634
2018-05-0114815.855693125732
2018-06-0114747.059310380877
2018-07-0116697.05488174079
2018-08-0117022.40746683239
2018-09-0117389.06982586006
2018-10-0116646.002099611007
2018-11-0117778.768373411316
2018-12-0115954.77124258929
2019-01-0117514.67622284917
2019-02-0118505.653413174696
2019-03-0119528.785434565754
2019-04-0119794.909939140005
2019-05-0119047.921671054544
2019-06-0120966.82076089981
2019-07-0119824.5213827199
2019-08-0120494.198636044646
2019-09-0120808.044488451913
2019-10-0121573.162980466608
2019-11-0122428.27899124041
2019-12-0123222.164784672346
2020-01-0122387.262069496253
2020-02-0120786.787842003545
2020-03-0120287.82530539466
2020-04-0123941.918022241938
2020-05-0124979.91865822369
2020-06-0125937.58666703451
2020-07-0129632.01630901163
2020-08-0130707.914488041944
2020-09-0131621.709919718196
2020-10-0133884.90472615758
2020-11-0133301.914188927236
2020-12-0133374.79072860568
2021-01-0136521.81141543693
2021-02-0132249.829025452338
2021-03-0132720.1288226061
2021-04-0133713.10253100411
2021-05-0133660.76471724222
2021-06-0136188.167835295244
2021-07-0138737.6270329999
2021-08-0139809.350674242305
2021-09-0141003.43546309781
2021-10-0145434.420552374846
2021-11-0145417.19241642576
2021-12-0147906.022805318426
2022-01-0141735.76555214978
2022-02-0139057.723330511595
2022-03-0142430.82246380494
2022-04-0139720.393088998244
2022-05-0140772.81221549617
2022-06-0139050.76818755364
2022-07-0143013.49355814368
2022-08-0139197.399734862396
2022-09-0136476.174642332866
2022-10-0136963.78243615861
2022-11-0140289.99606504438
2022-12-0139625.42416933958
2023-01-0141038.639521764955
2023-02-0138982.85753282639
2023-03-0141500.0747786769
2023-04-0139954.18172525297
2023-05-0136610.384217197934
2023-06-0137592.30810557297
2023-07-0139531.18851631845
2023-08-0140139.29162086775
2023-09-0136494.76767063695
2023-10-0132067.833698030634
2023-11-0135744.2075565668
2023-12-0138295.71409280397
2024-01-0138886.603581535615
2024-02-0141137.637777897166
2024-03-0141961.02361118572
2024-04-0141059.29440873298
2024-05-0141005.86758511338
2024-06-0139951.58262172589
2024-07-0144310.852781839385
2024-08-0144435.84207324244
2024-09-0144717.09701916222
2024-10-0139494.06054023601
2024-11-0138287.52473867393
2024-12-0137635.94836060456
2025-01-0143244.11351602804
2025-02-0138267.516600196985
2025-03-0136029.22602058714
2025-04-0131062.176108900167
2025-05-0129166.587306963927
2025-06-0129388.162438882722
2025-07-0133897.93322958964
2025-08-0135712.858819673034
2025-09-0135186.31129823792
2025-10-0141161.93606220071
2025-11-0142862.41946034751
2025-12-0142068.45168985517
2026-01-0142007.46518809832
2026-02-0137832.92846366845
2026-03-0135685.401024250066
2026-04-0137461.93910547278
Annual Return Matrix
YearAnnual Return
20170.3502612176891551
20180.1821014615925829
20190.4554997017245632
20200.43719549999208107
20210.435395451461452
2022-0.1728508891174233
2023-0.033556992875409586
2024-0.017228187222219415
20250.1177731270853355
2026-0.10950040705903241
Total Factor Risk
0.520684888804223
VTI.US Exposure
0.1808219273786407
VEA.US Exposure
0.017023849115740775
VWO.US Exposure
-0.002364071276358655
QQQ.US Exposure
-0.047271264026745294
VTV.US Exposure
-0.012105459268347303
IJR.US Exposure
-0.0008058191781015892
QUAL.US Exposure
0.12652469174379086
SHV.US Exposure
0.6081316725063384
TLT.US Exposure
0.004867936303396069
LQD.US Exposure
0.06343507357829188
HYG.US Exposure
-0.002392647974675804
GLD.US Exposure
-0.001002076446191868
USO.US Exposure
-0.00012073623737514094
VNQ.US Exposure
-0.005960808840781728
BTC-USD.CC Exposure
-0.001144104250990071
CPER.US Exposure
0.009077005754524331
VIX.INDX Exposure
-0.01039907569870584
UUP.US Exposure
-0.0010521943347150727
TIP.US Exposure
-0.0006011819212206156
Idiosyncratic Exposure
0.07533728307348597
Value Score
38.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →27.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.35%
Market Cap$182.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$476
Avg Yield on Cost
0.79%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$63.890.64%Solid
2021$75.50.76%Solid
2022$87.120.87%Solid
2023$101.641.02%Solid
2024$113.261.13%Solid
2026$34.120.34%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
19.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Thermo Fisher Scientific Inc a high-risk investment?

Thermo Fisher Scientific Inc (TMO.US) has an annualized volatility of 52.1% and experienced a maximum drawdown of 39.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of TMO.US?

Over the past 10 years, TMO.US has generated a Compound Annual Growth Rate (CAGR) of 13.4%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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