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

Correlation

The correlation between ILMN and TTD is 0.43, 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.


-0.50.00.51.00.4

Performance

ILMN vs. TTD - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
-21.64%
4,053.16%
ILMN
TTD

Key characteristics

Sharpe Ratio

ILMN:

0.06

TTD:

1.56

Sortino Ratio

ILMN:

0.36

TTD:

2.25

Omega Ratio

ILMN:

1.04

TTD:

1.30

Calmar Ratio

ILMN:

0.03

TTD:

1.53

Martin Ratio

ILMN:

0.15

TTD:

10.58

Ulcer Index

ILMN:

14.27%

TTD:

6.21%

Daily Std Dev

ILMN:

37.95%

TTD:

42.18%

Max Drawdown

ILMN:

-96.14%

TTD:

-64.27%

Current Drawdown

ILMN:

-73.36%

TTD:

-10.39%

Fundamentals

Market Cap

ILMN:

$22.70B

TTD:

$66.64B

EPS

ILMN:

-$9.96

TTD:

$0.62

PEG Ratio

ILMN:

0.62

TTD:

2.66

Total Revenue (TTM)

ILMN:

$4.39B

TTD:

$2.31B

Gross Profit (TTM)

ILMN:

$2.81B

TTD:

$1.87B

EBITDA (TTM)

ILMN:

-$1.05B

TTD:

$439.45M

Returns By Period

In the year-to-date period, ILMN achieves a 0.42% return, which is significantly lower than TTD's 73.72% return.


ILMN

YTD

0.42%

1M

3.30%

6M

28.79%

1Y

-0.29%

5Y*

-15.81%

10Y*

-2.69%

TTD

YTD

73.72%

1M

-1.84%

6M

27.94%

1Y

70.24%

5Y*

36.10%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ILMN vs. TTD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Illumina, Inc. (ILMN) and The Trade Desk, Inc. (TTD). 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-4.00-2.000.002.000.061.56
The chart of Sortino ratio for ILMN, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.362.25
The chart of Omega ratio for ILMN, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.30
The chart of Calmar ratio for ILMN, currently valued at 0.03, compared to the broader market0.002.004.006.000.031.53
The chart of Martin ratio for ILMN, currently valued at 0.15, compared to the broader market-5.000.005.0010.0015.0020.0025.000.1510.58
ILMN
TTD

The current ILMN Sharpe Ratio is 0.06, which is lower than the TTD Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of ILMN and TTD, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.06
1.56
ILMN
TTD

Dividends

ILMN vs. TTD - Dividend Comparison

Neither ILMN nor TTD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ILMN vs. TTD - Drawdown Comparison

The maximum ILMN drawdown since its inception was -96.14%, which is greater than TTD's maximum drawdown of -64.27%. Use the drawdown chart below to compare losses from any high point for ILMN and TTD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.36%
-10.39%
ILMN
TTD

Volatility

ILMN vs. TTD - Volatility Comparison

Illumina, Inc. (ILMN) has a higher volatility of 11.02% compared to The Trade Desk, Inc. (TTD) at 10.45%. This indicates that ILMN's price experiences larger fluctuations and is considered to be riskier than TTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.02%
10.45%
ILMN
TTD

Financials

ILMN vs. TTD - Financials Comparison

This section allows you to compare key financial metrics between Illumina, Inc. and The Trade Desk, 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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