ILMN vs. CRL
ILMN (Illumina, Inc.) and CRL (Charles River Laboratories International, Inc.) are both stocks. Both operate in the Diagnostics & Research industry within the Healthcare sector. Over the past 10 years, ILMN returned 2.36%/yr vs 10.32%/yr for CRL. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
ILMN vs. CRL - Performance Comparison
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Returns By Period
In the year-to-date period, ILMN achieves a 56.37% return, which is significantly higher than CRL's 16.56% return. Over the past 10 years, ILMN has underperformed CRL with an annualized return of 2.36%, while CRL has yielded a comparatively higher 10.32% annualized return.
ILMN
- 1D
- 0.00%
- 1M
- 8.70%
- 6M
- 41.63%
- YTD
- 56.37%
- 1Y
- 116.67%
- 3Y*
- 3.66%
- 5Y*
- -15.72%
- 10Y*
- 2.36%
- ALL TIME*
- 10.71%
CRL
- 1D
- -0.90%
- 1M
- 0.79%
- 6M
- 10.47%
- YTD
- 16.56%
- 1Y
- 39.30%
- 3Y*
- 3.57%
- 5Y*
- -10.59%
- 10Y*
- 10.32%
- ALL TIME*
- 9.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $194.16M | $189.82M | $176.81M | |
ILMN Illumina, Inc. | $380.44M | $366.37M | $326.09M |
ILMN vs. CRL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ILMN Illumina, Inc. | 56.37% | -1.85% | -1.34% | -31.14% | -46.85% | 2.82% | 11.53% | 10.61% | 37.27% | 70.64% |
CRL Charles River Laboratories International, Inc. | 16.56% | 8.06% | -21.91% | 8.49% | -42.17% | 50.80% | 63.56% | 34.97% | 3.41% | 43.65% |
Correlation
The correlation between ILMN and CRL is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.39 |
The correlation between ILMN and CRL shifts across timeframes, from 0.39 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ILMN:
$31.03B
CRL:
$11.20B
ILMN:
$3.14
CRL:
-$3.75
ILMN:
7.03
CRL:
2.84
ILMN:
10.10
CRL:
3.87
ILMN:
$4.49B
CRL:
$4.03B
ILMN:
$3.00B
CRL:
$1.00B
ILMN:
$1.20B
CRL:
$737.05M
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Return for Risk
ILMN vs. CRL — Risk / Return Rank
ILMN
CRL
ILMN vs. CRL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Illumina, Inc. (ILMN) and Charles River Laboratories International, Inc. (CRL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ILMN | CRL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.18 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 1.10 | +2.81 |
| Martin ratioReturn relative to average drawdown | 9.85 | 2.29 | +7.55 |
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Drawdowns
ILMN vs. CRL - Drawdown Comparison
The maximum ILMN drawdown since its inception was -96.14%, which is greater than CRL's maximum drawdown of -78.23%. Use the drawdown chart below to compare losses from any high point for ILMN and CRL.
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Drawdown Indicators
| ILMN | CRL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.14% | -78.23% | -17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -25.66% | -33.88% | +8.22% |
Max Drawdown (3Y)Largest decline over 3 years | -61.49% | -63.52% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -86.23% | -78.23% | -8.00% |
Max Drawdown (10Y)Largest decline over 10 years | -86.23% | -78.23% | -8.00% |
Current DrawdownCurrent decline from peak | -59.83% | -49.27% | -10.56% |
Average DrawdownAverage peak-to-trough decline | -40.52% | -25.88% | -14.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.24% | 16.27% | -6.03% |
Volatility
ILMN vs. CRL - Volatility Comparison
Illumina, Inc. (ILMN) and Charles River Laboratories International, Inc. (CRL) have volatilities of 10.62% and 11.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ILMN | CRL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 11.10% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 30.48% | 36.71% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.88% | 45.59% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.02% | 43.28% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.22% | 37.99% | +4.23% |
Dividends
ILMN vs. CRL - Dividend Comparison
Neither ILMN nor CRL has paid dividends to shareholders.
Financials
ILMN vs. CRL - Financials Comparison
This section allows you to compare key financial metrics between Illumina, Inc. and Charles River Laboratories International, 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.
Total Revenue: Total amount of money received from sales and other business activities
ILMN vs. CRL - Profitability Comparison
ILMN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Illumina, Inc. reported a gross profit of 770.00M and revenue of 1.16B. Therefore, the gross margin over that period was 66.4%.
CRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Charles River Laboratories International, Inc. reported a gross profit of 0.00 and revenue of 995.83M. Therefore, the gross margin over that period was 0.0%.
ILMN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Illumina, Inc. reported an operating income of 245.00M and revenue of 1.16B, resulting in an operating margin of 21.1%.
CRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Charles River Laboratories International, Inc. reported an operating income of 119.90M and revenue of 995.83M, resulting in an operating margin of 12.0%.
ILMN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Illumina, Inc. reported a net income of -134.00M and revenue of 1.16B, resulting in a net margin of -11.6%.
CRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Charles River Laboratories International, Inc. reported a net income of -14.84M and revenue of 995.83M, resulting in a net margin of -1.5%.
Frequently Asked Questions
ILMN and CRL have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRL has higher volatility (11.10%) compared to ILMN (10.62%). In terms of maximum drawdown, ILMN dropped -96.14% vs CRL's -78.23%.
ILMN currently has the higher Sharpe Ratio (2.10 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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