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CRL vs. ILMN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRL and ILMN is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

CRL vs. ILMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Charles River Laboratories International, Inc. (CRL) and Illumina, Inc. (ILMN). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
560.86%
603.32%
CRL
ILMN

Key characteristics

Sharpe Ratio

CRL:

-0.61

ILMN:

-0.03

Sortino Ratio

CRL:

-0.74

ILMN:

0.23

Omega Ratio

CRL:

0.91

ILMN:

1.03

Calmar Ratio

CRL:

-0.37

ILMN:

-0.02

Martin Ratio

CRL:

-1.08

ILMN:

-0.09

Ulcer Index

CRL:

21.00%

ILMN:

14.25%

Daily Std Dev

CRL:

36.99%

ILMN:

37.96%

Max Drawdown

CRL:

-69.81%

ILMN:

-96.14%

Current Drawdown

CRL:

-60.26%

ILMN:

-73.75%

Fundamentals

Market Cap

CRL:

$9.68B

ILMN:

$22.70B

EPS

CRL:

$8.00

ILMN:

-$9.96

PEG Ratio

CRL:

2.44

ILMN:

0.62

Total Revenue (TTM)

CRL:

$4.06B

ILMN:

$4.39B

Gross Profit (TTM)

CRL:

$1.37B

ILMN:

$2.81B

EBITDA (TTM)

CRL:

$990.36M

ILMN:

-$1.05B

Returns By Period

In the year-to-date period, CRL achieves a -22.95% return, which is significantly lower than ILMN's -1.07% return. Over the past 10 years, CRL has outperformed ILMN with an annualized return of 11.06%, while ILMN has yielded a comparatively lower -3.14% annualized return.


CRL

YTD

-22.95%

1M

-2.12%

6M

-13.11%

1Y

-21.36%

5Y*

3.74%

10Y*

11.06%

ILMN

YTD

-1.07%

1M

-0.74%

6M

27.25%

1Y

0.62%

5Y*

-16.07%

10Y*

-3.14%

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Risk-Adjusted Performance

CRL vs. ILMN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Charles River Laboratories International, Inc. (CRL) and Illumina, Inc. (ILMN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CRL, currently valued at -0.61, compared to the broader market-4.00-2.000.002.00-0.61-0.03
The chart of Sortino ratio for CRL, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.740.23
The chart of Omega ratio for CRL, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.03
The chart of Calmar ratio for CRL, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.37-0.02
The chart of Martin ratio for CRL, currently valued at -1.08, compared to the broader market0.0010.0020.00-1.08-0.09
CRL
ILMN

The current CRL Sharpe Ratio is -0.61, which is lower than the ILMN Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of CRL and ILMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.61
-0.03
CRL
ILMN

Dividends

CRL vs. ILMN - Dividend Comparison

Neither CRL nor ILMN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRL vs. ILMN - Drawdown Comparison

The maximum CRL drawdown since its inception was -69.81%, smaller than the maximum ILMN drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for CRL and ILMN. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-60.26%
-73.75%
CRL
ILMN

Volatility

CRL vs. ILMN - Volatility Comparison

The current volatility for Charles River Laboratories International, Inc. (CRL) is 9.83%, while Illumina, Inc. (ILMN) has a volatility of 11.23%. This indicates that CRL experiences smaller price fluctuations and is considered to be less risky than ILMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.83%
11.23%
CRL
ILMN

Financials

CRL vs. ILMN - Financials Comparison

This section allows you to compare key financial metrics between Charles River Laboratories International, Inc. and Illumina, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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