ILMN vs. QQQ
Compare and contrast key facts about Illumina, Inc. (ILMN) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILMN or QQQ.
Key characteristics
| ILMN | QQQ | |
|---|---|---|
| YTD Return | 8.99% | 25.79% |
| 1Y Return | 63.55% | 36.91% |
| 3Y Return (Ann) | -26.67% | 9.89% |
| 5Y Return (Ann) | -12.69% | 21.42% |
| 10Y Return (Ann) | -1.72% | 18.39% |
| Sharpe Ratio | 1.32 | 2.11 |
| Sortino Ratio | 2.04 | 2.78 |
| Omega Ratio | 1.23 | 1.38 |
| Calmar Ratio | 0.66 | 2.69 |
| Martin Ratio | 3.89 | 9.81 |
| Ulcer Index | 13.94% | 3.72% |
| Daily Std Dev | 41.10% | 17.32% |
| Max Drawdown | -96.14% | -82.98% |
| Current Drawdown | -71.09% | -0.24% |
Correlation
The correlation between ILMN and QQQ is 0.45, 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. QQQ - Performance Comparison
In the year-to-date period, ILMN achieves a 8.99% return, which is significantly lower than QQQ's 25.79% return. Over the past 10 years, ILMN has underperformed QQQ with an annualized return of -1.72%, while QQQ has yielded a comparatively higher 18.39% 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. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Illumina, Inc. (ILMN) and Invesco QQQ (QQQ). 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. QQQ - Dividend Comparison
ILMN has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.59%.
| 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% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
ILMN vs. QQQ - Drawdown Comparison
The maximum ILMN drawdown since its inception was -96.14%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ILMN and QQQ. For additional features, visit the drawdowns tool.
Volatility
ILMN vs. QQQ - Volatility Comparison
Illumina, Inc. (ILMN) has a higher volatility of 8.50% compared to Invesco QQQ (QQQ) at 5.14%. This indicates that ILMN's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.