INCY vs. ILMN

In the year-to-date period, INCY achieves a -14.61% return, which is significantly higher than ILMN's -43.31% return. Over the past 10 years, INCY has outperformed ILMN with an annualized return of -5.78%, while ILMN has yielded a comparatively lower -8.98% annualized return.

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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.

The current INCY Sharpe Ratio is 0.30, which is higher than the ILMN Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of INCY and ILMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither INCY nor ILMN has paid dividends to shareholders.

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.

The current volatility for Incyte Corporation (INCY) is 11.18%, while Illumina, Inc. (ILMN) has a volatility of 13.74%. This indicates that INCY experiences smaller price fluctuations and is considered to be less risky than ILMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.