INCY vs. ILMN
Compare and contrast key facts about Incyte Corporation (INCY) and Illumina, Inc. (ILMN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INCY or ILMN.
Key characteristics
| INCY | ILMN | |
|---|---|---|
| YTD Return | 28.17% | 7.92% |
| 1Y Return | 47.48% | 54.13% |
| 3Y Return (Ann) | 7.07% | -26.88% |
| 5Y Return (Ann) | -1.48% | -13.30% |
| 10Y Return (Ann) | 1.47% | -1.82% |
| Sharpe Ratio | 1.74 | 1.52 |
| Sortino Ratio | 2.87 | 2.28 |
| Omega Ratio | 1.33 | 1.25 |
| Calmar Ratio | 0.77 | 0.76 |
| Martin Ratio | 5.03 | 4.44 |
| Ulcer Index | 10.24% | 13.95% |
| Daily Std Dev | 29.60% | 40.69% |
| Max Drawdown | -98.54% | -96.14% |
| Current Drawdown | -47.28% | -71.37% |
Fundamentals
| INCY | ILMN | |
|---|---|---|
| Market Cap | $15.71B | $23.41B |
| EPS | $0.09 | -$9.97 |
| PEG Ratio | 0.69 | 0.71 |
| Total Revenue (TTM) | $4.08B | $4.39B |
| Gross Profit (TTM) | $3.77B | $2.81B |
| EBITDA (TTM) | $157.29M | $1.43B |
Correlation
The correlation between INCY and ILMN is 0.34, 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
INCY vs. ILMN - Performance Comparison
In the year-to-date period, INCY achieves a 28.17% return, which is significantly higher than ILMN's 7.92% return. Over the past 10 years, INCY has outperformed ILMN with an annualized return of 1.47%, while ILMN has yielded a comparatively lower -1.82% 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
INCY vs. ILMN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Incyte Corporation (INCY) and Illumina, Inc. (ILMN). 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
INCY vs. ILMN - Dividend Comparison
Neither INCY nor ILMN has paid dividends to shareholders.
Drawdowns
INCY vs. ILMN - Drawdown Comparison
The maximum INCY drawdown since its inception was -98.54%, roughly equal to the maximum ILMN drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for INCY and ILMN. For additional features, visit the drawdowns tool.
Volatility
INCY vs. ILMN - Volatility Comparison
Incyte Corporation (INCY) has a higher volatility of 12.97% compared to Illumina, Inc. (ILMN) at 8.50%. This indicates that INCY's price experiences larger fluctuations and is considered to be riskier than ILMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
INCY vs. ILMN - Financials Comparison
This section allows you to compare key financial metrics between Incyte Corporation and Illumina, 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