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ILMN vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ILMN and BRK-B is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ILMN vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Illumina, Inc. (ILMN) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
305.98%
1,318.92%
ILMN
BRK-B

Key characteristics

Sharpe Ratio

ILMN:

-0.86

BRK-B:

1.58

Sortino Ratio

ILMN:

-1.18

BRK-B:

2.22

Omega Ratio

ILMN:

0.87

BRK-B:

1.31

Calmar Ratio

ILMN:

-0.42

BRK-B:

3.40

Martin Ratio

ILMN:

-1.60

BRK-B:

8.72

Ulcer Index

ILMN:

22.57%

BRK-B:

3.43%

Daily Std Dev

ILMN:

42.10%

BRK-B:

18.92%

Max Drawdown

ILMN:

-96.14%

BRK-B:

-53.86%

Current Drawdown

ILMN:

-84.85%

BRK-B:

-1.26%

Fundamentals

Market Cap

ILMN:

$12.28B

BRK-B:

$1.15T

EPS

ILMN:

-$7.69

BRK-B:

$41.26

PEG Ratio

ILMN:

0.62

BRK-B:

10.06

PS Ratio

ILMN:

2.81

BRK-B:

3.09

PB Ratio

ILMN:

5.09

BRK-B:

1.77

Total Revenue (TTM)

ILMN:

$3.30B

BRK-B:

$311.97B

Gross Profit (TTM)

ILMN:

$2.19B

BRK-B:

$227.52B

EBITDA (TTM)

ILMN:

-$742.00M

BRK-B:

$105.57B

Returns By Period

In the year-to-date period, ILMN achieves a -42.12% return, which is significantly lower than BRK-B's 17.14% return. Over the past 10 years, ILMN has underperformed BRK-B with an annualized return of -8.08%, while BRK-B has yielded a comparatively higher 14.09% annualized return.


ILMN

YTD

-42.12%

1M

-6.62%

6M

-45.51%

1Y

-34.31%

5Y*

-23.83%

10Y*

-8.08%

BRK-B

YTD

17.14%

1M

-0.42%

6M

16.95%

1Y

31.13%

5Y*

23.33%

10Y*

14.09%

*Annualized

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Risk-Adjusted Performance

ILMN vs. BRK-B — Risk-Adjusted Performance Rank

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

ILMN
The Risk-Adjusted Performance Rank of ILMN is 1212
Overall Rank
The Sharpe Ratio Rank of ILMN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ILMN is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ILMN is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ILMN is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ILMN is 66
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
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.

ILMN vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Illumina, Inc. (ILMN) and Berkshire Hathaway Inc. (BRK-B). 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 chart of Sharpe ratio for ILMN, currently valued at -0.86, compared to the broader market-2.00-1.000.001.002.003.00
ILMN: -0.86
BRK-B: 1.58
The chart of Sortino ratio for ILMN, currently valued at -1.18, compared to the broader market-6.00-4.00-2.000.002.004.00
ILMN: -1.18
BRK-B: 2.22
The chart of Omega ratio for ILMN, currently valued at 0.87, compared to the broader market0.501.001.502.00
ILMN: 0.87
BRK-B: 1.31
The chart of Calmar ratio for ILMN, currently valued at -0.42, compared to the broader market0.001.002.003.004.005.00
ILMN: -0.42
BRK-B: 3.40
The chart of Martin ratio for ILMN, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.00
ILMN: -1.60
BRK-B: 8.72

The current ILMN Sharpe Ratio is -0.86, which is lower than the BRK-B Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ILMN and BRK-B, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.86
1.58
ILMN
BRK-B

Dividends

ILMN vs. BRK-B - Dividend Comparison

Neither ILMN nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ILMN vs. BRK-B - Drawdown Comparison

The maximum ILMN drawdown since its inception was -96.14%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ILMN and BRK-B. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-84.85%
-1.26%
ILMN
BRK-B

Volatility

ILMN vs. BRK-B - Volatility Comparison

Illumina, Inc. (ILMN) has a higher volatility of 17.00% compared to Berkshire Hathaway Inc. (BRK-B) at 10.99%. This indicates that ILMN's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.00%
10.99%
ILMN
BRK-B

Financials

ILMN vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Illumina, Inc. and Berkshire Hathaway 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