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

Correlation

The correlation between CRL and ILMN is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

CRL:

-0.70

ILMN:

-0.58

Sortino Ratio

CRL:

-0.87

ILMN:

-0.67

Omega Ratio

CRL:

0.87

ILMN:

0.92

Calmar Ratio

CRL:

-0.50

ILMN:

-0.30

Martin Ratio

CRL:

-1.43

ILMN:

-1.02

Ulcer Index

CRL:

27.54%

ILMN:

25.15%

Daily Std Dev

CRL:

53.84%

ILMN:

43.17%

Max Drawdown

CRL:

-78.23%

ILMN:

-96.14%

Current Drawdown

CRL:

-69.24%

ILMN:

-83.62%

Fundamentals

Market Cap

CRL:

$6.92B

ILMN:

$13.24B

EPS

CRL:

-$0.62

ILMN:

-$6.08

PEG Ratio

CRL:

0.12

ILMN:

0.62

PS Ratio

CRL:

1.72

ILMN:

3.05

PB Ratio

CRL:

2.14

ILMN:

5.41

Total Revenue (TTM)

CRL:

$4.02B

ILMN:

$4.34B

Gross Profit (TTM)

CRL:

$1.28B

ILMN:

$2.88B

EBITDA (TTM)

CRL:

$546.00M

ILMN:

-$465.00M

Returns By Period

In the year-to-date period, CRL achieves a -23.63% return, which is significantly higher than ILMN's -37.42% return. Over the past 10 years, CRL has outperformed ILMN with an annualized return of 6.90%, while ILMN has yielded a comparatively lower -8.21% annualized return.


CRL

YTD

-23.63%

1M

32.93%

6M

-24.91%

1Y

-36.39%

5Y*

-3.89%

10Y*

6.90%

ILMN

YTD

-37.42%

1M

17.44%

6M

-38.08%

1Y

-22.61%

5Y*

-24.29%

10Y*

-8.21%

*Annualized

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Risk-Adjusted Performance

CRL vs. ILMN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRL
The Risk-Adjusted Performance Rank of CRL is 1313
Overall Rank
The Sharpe Ratio Rank of CRL is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of CRL is 1414
Sortino Ratio Rank
The Omega Ratio Rank of CRL is 1212
Omega Ratio Rank
The Calmar Ratio Rank of CRL is 1818
Calmar Ratio Rank
The Martin Ratio Rank of CRL is 88
Martin Ratio Rank

ILMN
The Risk-Adjusted Performance Rank of ILMN is 2323
Overall Rank
The Sharpe Ratio Rank of ILMN is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ILMN is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ILMN is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ILMN is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ILMN is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CRL Sharpe Ratio is -0.70, which is comparable to the ILMN Sharpe Ratio of -0.58. 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.


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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 -78.23%, 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.


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Volatility

CRL vs. ILMN - Volatility Comparison

Charles River Laboratories International, Inc. (CRL) has a higher volatility of 19.98% compared to Illumina, Inc. (ILMN) at 13.97%. This indicates that CRL's price experiences larger fluctuations and is considered to be riskier than ILMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


600.00M700.00M800.00M900.00M1.00B1.10B1.20B20212022202320242025
984.17M
1.04B
(CRL) Total Revenue
(ILMN) Total Revenue
Values in USD except per share items

CRL vs. ILMN - Profitability Comparison

The chart below illustrates the profitability comparison between Charles River Laboratories International, Inc. and Illumina, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20212022202320242025
32.3%
65.6%
(CRL) Gross Margin
(ILMN) Gross Margin
CRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Charles River Laboratories International, Inc. reported a gross profit of 317.73M and revenue of 984.17M. Therefore, the gross margin over that period was 32.3%.

ILMN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Illumina, Inc. reported a gross profit of 683.00M and revenue of 1.04B. Therefore, the gross margin over that period was 65.6%.

CRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Charles River Laboratories International, Inc. reported an operating income of 74.67M and revenue of 984.17M, resulting in an operating margin of 7.6%.

ILMN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Illumina, Inc. reported an operating income of 164.00M and revenue of 1.04B, resulting in an operating margin of 15.8%.

CRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Charles River Laboratories International, Inc. reported a net income of 25.47M and revenue of 984.17M, resulting in a net margin of 2.6%.

ILMN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Illumina, Inc. reported a net income of 131.00M and revenue of 1.04B, resulting in a net margin of 12.6%.