ILMN vs. TTD
Compare and contrast key facts about Illumina, Inc. (ILMN) and The Trade Desk, Inc. (TTD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILMN or TTD.
Key characteristics
| ILMN | TTD | |
|---|---|---|
| YTD Return | 7.92% | 76.83% |
| 1Y Return | 54.13% | 88.16% |
| 3Y Return (Ann) | -26.88% | 8.27% |
| 5Y Return (Ann) | -13.30% | 41.05% |
| Sharpe Ratio | 1.52 | 2.40 |
| Sortino Ratio | 2.28 | 3.08 |
| Omega Ratio | 1.25 | 1.42 |
| Calmar Ratio | 0.76 | 2.34 |
| Martin Ratio | 4.44 | 15.97 |
| Ulcer Index | 13.95% | 6.29% |
| Daily Std Dev | 40.69% | 41.81% |
| Max Drawdown | -96.14% | -64.27% |
| Current Drawdown | -71.37% | -3.98% |
Fundamentals
| ILMN | TTD | |
|---|---|---|
| Market Cap | $23.41B | $64.76B |
| EPS | -$9.97 | $0.62 |
| PEG Ratio | 0.71 | 2.77 |
| Total Revenue (TTM) | $4.39B | $2.31B |
| Gross Profit (TTM) | $2.81B | $1.87B |
| EBITDA (TTM) | $1.43B | $442.16M |
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.
Performance
ILMN vs. TTD - Performance Comparison
In the year-to-date period, ILMN achieves a 7.92% return, which is significantly lower than TTD's 76.83% 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. 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.
Dividends
ILMN vs. TTD - Dividend Comparison
Neither ILMN nor TTD has paid dividends to shareholders.
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.
Volatility
ILMN vs. TTD - Volatility Comparison
The current volatility for Illumina, Inc. (ILMN) is 8.50%, while The Trade Desk, Inc. (TTD) has a volatility of 11.25%. This indicates that ILMN experiences smaller price fluctuations and is considered to be less risky than TTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities