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 | 11.55% | 1.52% |
| 1Y Return | 45.19% | 8.80% |
| 3Y Return (Ann) | -26.82% | 1.39% |
| 5Y Return (Ann) | -11.96% | 6.06% |
| 10Y Return (Ann) | -1.90% | 6.52% |
| Sharpe Ratio | 0.96 | 0.44 |
| Sortino Ratio | 1.60 | 0.76 |
| Omega Ratio | 1.18 | 1.09 |
| Calmar Ratio | 0.49 | 0.38 |
| Martin Ratio | 2.86 | 1.31 |
| Ulcer Index | 14.09% | 5.08% |
| Daily Std Dev | 41.98% | 15.07% |
| Max Drawdown | -96.14% | -38.78% |
| Current Drawdown | -70.41% | -10.12% |
Fundamentals
| ILMN | JNJ | |
|---|---|---|
| Market Cap | $23.96B | $374.31B |
| EPS | -$9.72 | $6.05 |
| PEG Ratio | 0.73 | 0.93 |
| Total Revenue (TTM) | $4.39B | $87.70B |
| Gross Profit (TTM) | $2.81B | $60.74B |
| EBITDA (TTM) | $1.43B | $31.96B |
Correlation
The correlation between ILMN and JNJ is 0.23, 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 11.55% return, which is significantly higher than JNJ's 1.52% return. Over the past 10 years, ILMN has underperformed JNJ with an annualized return of -1.90%, while JNJ has yielded a comparatively higher 6.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 3.13%.
| 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 | 3.13% | 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 -38.78%. 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 8.46% compared to Johnson & Johnson (JNJ) at 4.03%. 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