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

Correlation

The correlation between ILMN and PACB is 0.38, 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.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
28.79%
34.00%
ILMN
PACB

Key characteristics

Sharpe Ratio

ILMN:

0.06

PACB:

-0.68

Sortino Ratio

ILMN:

0.36

PACB:

-0.98

Omega Ratio

ILMN:

1.04

PACB:

0.88

Calmar Ratio

ILMN:

0.03

PACB:

-0.82

Martin Ratio

ILMN:

0.15

PACB:

-1.08

Ulcer Index

ILMN:

14.27%

PACB:

73.88%

Daily Std Dev

ILMN:

37.95%

PACB:

117.89%

Max Drawdown

ILMN:

-96.14%

PACB:

-97.65%

Current Drawdown

ILMN:

-73.36%

PACB:

-96.15%

Fundamentals

Market Cap

ILMN:

$22.70B

PACB:

$579.80M

EPS

ILMN:

-$9.96

PACB:

-$1.46

PEG Ratio

ILMN:

0.62

PACB:

-0.17

Total Revenue (TTM)

ILMN:

$4.39B

PACB:

$173.15M

Gross Profit (TTM)

ILMN:

$2.81B

PACB:

$31.38M

EBITDA (TTM)

ILMN:

-$1.05B

PACB:

-$320.47M

Returns By Period

In the year-to-date period, ILMN achieves a 0.42% return, which is significantly higher than PACB's -79.92% return. Over the past 10 years, ILMN has outperformed PACB with an annualized return of -2.69%, while PACB has yielded a comparatively lower -12.48% annualized return.


ILMN

YTD

0.42%

1M

3.30%

6M

28.79%

1Y

-0.29%

5Y*

-15.81%

10Y*

-2.69%

PACB

YTD

-79.92%

1M

14.53%

6M

34.01%

1Y

-80.10%

5Y*

-17.95%

10Y*

-12.48%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ILMN, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.06-0.68
The chart of Sortino ratio for ILMN, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.36-0.98
The chart of Omega ratio for ILMN, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.88
The chart of Calmar ratio for ILMN, currently valued at 0.03, compared to the broader market0.002.004.006.000.03-0.82
The chart of Martin ratio for ILMN, currently valued at 0.15, compared to the broader market-5.000.005.0010.0015.0020.0025.000.15-1.08
ILMN
PACB

The current ILMN Sharpe Ratio is 0.06, which is higher than the PACB Sharpe Ratio of -0.68. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.06
-0.68
ILMN
PACB

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 -97.65%. Use the drawdown chart below to compare losses from any high point for ILMN and PACB. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-73.36%
-96.15%
ILMN
PACB

Volatility

ILMN vs. PACB - Volatility Comparison

The current volatility for Illumina, Inc. (ILMN) is 11.02%, while Pacific Biosciences of California, Inc. (PACB) has a volatility of 26.23%. This indicates that ILMN experiences smaller price fluctuations and is considered to be less risky than PACB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
11.02%
26.23%
ILMN
PACB

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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