ILMN vs. JNJ
ILMN (Illumina, Inc.) and JNJ (Johnson & Johnson) are both stocks. Both are in the Healthcare sector — ILMN in Diagnostics & Research, JNJ in Drug Manufacturers - General. Over the past 10 years, ILMN returned 2.36%/yr vs 10.44%/yr for JNJ. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
ILMN vs. JNJ - 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 JNJ's 25.25% return. Over the past 10 years, ILMN has underperformed JNJ with an annualized return of 2.36%, while JNJ has yielded a comparatively higher 10.44% 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%
JNJ
- 1D
- 0.21%
- 1M
- -2.54%
- 6M
- 14.06%
- YTD
- 25.25%
- 1Y
- 57.03%
- 3Y*
- 18.33%
- 5Y*
- 11.37%
- 10Y*
- 10.44%
- ALL TIME*
- 12.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ILMN Illumina, Inc. | $380.44M | $366.37M | $326.09M |
| $2.09B | $2.09B | $1.99B |
ILMN vs. JNJ - 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% |
JNJ Johnson & Johnson | 25.25% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between ILMN and JNJ is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.23 |
The correlation between ILMN and JNJ shifts across timeframes, from 0.05 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ILMN:
$31.03B
JNJ:
$617.78B
ILMN:
$3.14
JNJ:
$8.63
ILMN:
65.26
JNJ:
29.71
ILMN:
30.63
JNJ:
0.99
ILMN:
7.03
JNJ:
6.38
ILMN:
10.10
JNJ:
7.36
ILMN:
$4.49B
JNJ:
$97.93B
ILMN:
$3.00B
JNJ:
$68.99B
ILMN:
$1.20B
JNJ:
$31.92B
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Return for Risk
ILMN vs. JNJ — Risk / Return Rank
ILMN
JNJ
ILMN vs. JNJ - Risk-Adjusted Trends 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.
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 | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.56 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 5.46 | -1.55 |
| Martin ratioReturn relative to average drawdown | 9.85 | 15.18 | -5.33 |
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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 -50.67%. Use the drawdown chart below to compare losses from any high point for ILMN and JNJ.
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Drawdown Indicators
| ILMN | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.14% | -50.67% | -45.47% |
Max Drawdown (1Y)Largest decline over 1 year | -25.66% | -10.96% | -14.70% |
Max Drawdown (3Y)Largest decline over 3 years | -61.49% | -15.72% | -45.77% |
Max Drawdown (5Y)Largest decline over 5 years | -86.23% | -18.41% | -67.82% |
Max Drawdown (10Y)Largest decline over 10 years | -86.23% | -27.37% | -58.86% |
Current DrawdownCurrent decline from peak | -59.83% | -4.07% | -55.76% |
Average DrawdownAverage peak-to-trough decline | -40.52% | -11.88% | -28.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.24% | 3.93% | +6.31% |
Volatility
ILMN vs. JNJ - Volatility Comparison
Illumina, Inc. (ILMN) has a higher volatility of 10.62% compared to Johnson & Johnson (JNJ) at 8.48%. 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.
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Volatility by Period
| ILMN | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 8.48% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 30.48% | 15.03% | +15.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.88% | 18.44% | +29.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.02% | 17.46% | +28.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.22% | 18.75% | +23.47% |
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 2.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.04% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
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
ILMN vs. JNJ - 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%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.
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%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.
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%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.
Frequently Asked Questions
ILMN and JNJ have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ILMN has higher volatility (10.62%) compared to JNJ (8.48%). In terms of maximum drawdown, ILMN dropped -96.14% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.26 vs 2.10), 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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