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ILMN vs. PACB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ILMN and PACB is 0.52, 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.


Performance

ILMN vs. PACB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Illumina, Inc. (ILMN) and Pacific Biosciences of California, Inc. (PACB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ILMN:

-0.56

PACB:

-0.43

Sortino Ratio

ILMN:

-0.70

PACB:

-0.26

Omega Ratio

ILMN:

0.92

PACB:

0.97

Calmar Ratio

ILMN:

-0.31

PACB:

-0.52

Martin Ratio

ILMN:

-1.04

PACB:

-1.46

Ulcer Index

ILMN:

25.61%

PACB:

35.18%

Daily Std Dev

ILMN:

43.42%

PACB:

107.80%

Max Drawdown

ILMN:

-96.14%

PACB:

-98.08%

Current Drawdown

ILMN:

-84.45%

PACB:

-98.08%

Fundamentals

Market Cap

ILMN:

$13.33B

PACB:

$306.09M

EPS

ILMN:

-$6.08

PACB:

-$2.74

PEG Ratio

ILMN:

0.62

PACB:

-0.17

PS Ratio

ILMN:

3.07

PACB:

2.01

PB Ratio

ILMN:

5.55

PACB:

3.34

Total Revenue (TTM)

ILMN:

$4.34B

PACB:

$152.36M

Gross Profit (TTM)

ILMN:

$2.88B

PACB:

$24.63M

EBITDA (TTM)

ILMN:

-$465.00M

PACB:

-$581.59M

Returns By Period

In the year-to-date period, ILMN achieves a -40.60% return, which is significantly higher than PACB's -46.38% return. Over the past 10 years, ILMN has outperformed PACB with an annualized return of -8.80%, while PACB has yielded a comparatively lower -16.19% annualized return.


ILMN

YTD

-40.60%

1M

10.24%

6M

-39.73%

1Y

-24.18%

3Y*

-30.54%

5Y*

-25.47%

10Y*

-8.80%

PACB

YTD

-46.38%

1M

-13.93%

6M

-42.95%

1Y

-46.38%

3Y*

-44.08%

5Y*

-22.55%

10Y*

-16.19%

*Annualized

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Illumina, Inc.

Risk-Adjusted Performance

ILMN vs. PACB — 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 2323
Overall Rank
The Sharpe Ratio Rank of ILMN is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ILMN is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ILMN is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ILMN is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ILMN is 2424
Martin Ratio Rank

PACB
The Risk-Adjusted Performance Rank of PACB is 2222
Overall Rank
The Sharpe Ratio Rank of PACB is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PACB is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PACB is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PACB is 1717
Calmar Ratio Rank
The Martin Ratio Rank of PACB is 77
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. PACB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Illumina, Inc. (ILMN) and Pacific Biosciences of California, Inc. (PACB). 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 current ILMN Sharpe Ratio is -0.56, which is comparable to the PACB Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of ILMN and PACB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ILMN vs. PACB - Dividend Comparison

Neither ILMN nor PACB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ILMN vs. PACB - Drawdown Comparison

The maximum ILMN drawdown since its inception was -96.14%, roughly equal to the maximum PACB drawdown of -98.08%. Use the drawdown chart below to compare losses from any high point for ILMN and PACB. For additional features, visit the drawdowns tool.


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Volatility

ILMN vs. PACB - Volatility Comparison

Illumina, Inc. (ILMN) and Pacific Biosciences of California, Inc. (PACB) have volatilities of 14.76% and 14.70%, 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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Financials

ILMN vs. PACB - Financials Comparison

This section allows you to compare key financial metrics between Illumina, Inc. and Pacific Biosciences of California, 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
1.04B
37.15M
(ILMN) Total Revenue
(PACB) Total Revenue
Values in USD except per share items