It happens, I realized how much of a factor this is when I had the same issue after building my RIMS tube. I had been brewing for years and all of my thermometers were off by different amounts. My two handheld ones differed by 6 degrees. The dial ones mounted to my boil kettle and HLT were both off.
I bought a scientific glass thermometer, 18" I believe, from Amazon for around $10. I used this to calibrate all of my thermometers and the sensor for the RIMS tube. I had to adjust it by 4.3 degrees. For my handhelds I sharpied how much they were off at 150 degrees. Not to long after this a got a thermapen. But for consistence, it helps if all of your temp measurements are the same.