ILMN vs. PEP
Compare and contrast key facts about Illumina, Inc. (ILMN) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILMN or PEP.
Key characteristics
| ILMN | PEP | |
|---|---|---|
| YTD Return | 11.85% | -1.03% |
| 1Y Return | 58.32% | 1.47% |
| 3Y Return (Ann) | -26.06% | 3.21% |
| 5Y Return (Ann) | -12.22% | 7.30% |
| 10Y Return (Ann) | -1.47% | 8.44% |
| Sharpe Ratio | 1.09 | 0.12 |
| Sortino Ratio | 1.75 | 0.29 |
| Omega Ratio | 1.20 | 1.03 |
| Calmar Ratio | 0.55 | 0.13 |
| Martin Ratio | 3.27 | 0.41 |
| Ulcer Index | 13.94% | 4.70% |
| Daily Std Dev | 41.09% | 15.86% |
| Max Drawdown | -96.14% | -40.41% |
| Current Drawdown | -70.33% | -12.42% |
Fundamentals
| ILMN | PEP | |
|---|---|---|
| Market Cap | $24.03B | $225.36B |
| EPS | -$9.97 | $6.79 |
| PEG Ratio | 0.71 | 1.95 |
| Total Revenue (TTM) | $4.39B | $91.92B |
| Gross Profit (TTM) | $2.81B | $50.43B |
| EBITDA (TTM) | $1.43B | $17.69B |
Correlation
The correlation between ILMN and PEP is 0.19, 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. PEP - Performance Comparison
In the year-to-date period, ILMN achieves a 11.85% return, which is significantly higher than PEP's -1.03% return. Over the past 10 years, ILMN has underperformed PEP with an annualized return of -1.47%, while PEP has yielded a comparatively higher 8.44% 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. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Illumina, Inc. (ILMN) and PepsiCo, Inc. (PEP). 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. PEP - Dividend Comparison
ILMN has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 3.20%.
| 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% |
PEP PepsiCo, Inc. | 3.20% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
ILMN vs. PEP - Drawdown Comparison
The maximum ILMN drawdown since its inception was -96.14%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for ILMN and PEP. For additional features, visit the drawdowns tool.
Volatility
ILMN vs. PEP - Volatility Comparison
Illumina, Inc. (ILMN) has a higher volatility of 8.40% compared to PepsiCo, Inc. (PEP) at 3.22%. This indicates that ILMN's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ILMN vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between Illumina, Inc. and PepsiCo, 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.
Total Revenue: Total amount of money received from sales and other business activities