ILMN vs. SMH

In the year-to-date period, ILMN achieves a -42.12% return, which is significantly lower than SMH's -12.47% return. Over the past 10 years, ILMN has underperformed SMH with an annualized return of -8.08%, while SMH has yielded a comparatively higher 23.77% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Illumina, Inc. (ILMN) and VanEck Vectors Semiconductor ETF (SMH). 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 -0.86, which is lower than the SMH Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of ILMN and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ILMN has not paid dividends to shareholders, while SMH's dividend yield for the trailing twelve months is around 0.51%.

The maximum ILMN drawdown since its inception was -96.14%, which is greater than SMH's maximum drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for ILMN and SMH. For additional features, visit the drawdowns tool.

The current volatility for Illumina, Inc. (ILMN) is 17.00%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 23.93%. This indicates that ILMN experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.