ILMN vs. JNJ
Compare and contrast key facts about Illumina, Inc. (ILMN) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILMN or JNJ.
Key characteristics
| ILMN | JNJ | |
|---|---|---|
| YTD Return | -11.63% | -7.75% |
| 1Y Return | -39.18% | -9.59% |
| 3Y Return (Ann) | -32.16% | -1.45% |
| 5Y Return (Ann) | -17.05% | 3.09% |
| 10Y Return (Ann) | -1.23% | 6.63% |
| Sharpe Ratio | -0.97 | -0.64 |
| Daily Std Dev | 41.27% | 15.04% |
| Max Drawdown | -96.14% | -50.68% |
| Current Drawdown | -76.55% | -18.33% |
Fundamentals
| ILMN | JNJ | |
|---|---|---|
| Market Cap | $19.47B | $352.17B |
| EPS | -$7.34 | $7.42 |
| PE Ratio | 91.22 | 19.70 |
| PEG Ratio | 4.30 | 0.89 |
| Revenue (TTM) | $4.50B | $85.65B |
| Gross Profit (TTM) | $3.15B | $63.95B |
| EBITDA (TTM) | $338.00M | $30.67B |
Correlation
The correlation between ILMN and JNJ is 0.24, 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.
Performance
ILMN vs. JNJ - Performance Comparison
In the year-to-date period, ILMN achieves a -11.63% return, which is significantly lower than JNJ's -7.75% return. Over the past 10 years, ILMN has underperformed JNJ with an annualized return of -1.23%, while JNJ has yielded a comparatively higher 6.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
ILMN vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Illumina, Inc. (ILMN) and Johnson & Johnson (JNJ). 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.
Dividends
ILMN vs. JNJ - Dividend Comparison
ILMN has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 3.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILMN Illumina, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ Johnson & Johnson | 3.29% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
ILMN vs. JNJ - Drawdown Comparison
The maximum ILMN drawdown since its inception was -96.14%, which is greater than JNJ's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ILMN and JNJ. For additional features, visit the drawdowns tool.
Volatility
ILMN vs. JNJ - Volatility Comparison
Illumina, Inc. (ILMN) has a higher volatility of 9.99% compared to Johnson & Johnson (JNJ) at 4.50%. This indicates that ILMN's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ILMN vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Illumina, Inc. and Johnson & Johnson. 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