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

Correlation

The correlation between PACB and ILMN is 0.38, 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.


-0.50.00.51.00.4

Performance

PACB vs. ILMN - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
14.57%
-22.34%
PACB
ILMN

Key characteristics

Sharpe Ratio

PACB:

-0.61

ILMN:

-0.70

Sortino Ratio

PACB:

-0.64

ILMN:

-0.87

Omega Ratio

PACB:

0.92

ILMN:

0.90

Calmar Ratio

PACB:

-0.75

ILMN:

-0.34

Martin Ratio

PACB:

-1.13

ILMN:

-1.86

Ulcer Index

PACB:

64.80%

ILMN:

14.81%

Daily Std Dev

PACB:

120.40%

ILMN:

39.42%

Max Drawdown

PACB:

-97.65%

ILMN:

-96.14%

Current Drawdown

PACB:

-96.54%

ILMN:

-79.83%

Fundamentals

Market Cap

PACB:

$520.94M

ILMN:

$16.32B

EPS

PACB:

-$1.58

ILMN:

-$7.69

PEG Ratio

PACB:

-0.17

ILMN:

0.62

Total Revenue (TTM)

PACB:

$154.01M

ILMN:

$4.37B

Gross Profit (TTM)

PACB:

$30.43M

ILMN:

$2.86B

EBITDA (TTM)

PACB:

-$381.83M

ILMN:

-$725.00M

Returns By Period

In the year-to-date period, PACB achieves a -3.28% return, which is significantly higher than ILMN's -22.92% return. Over the past 10 years, PACB has underperformed ILMN with an annualized return of -12.69%, while ILMN has yielded a comparatively higher -6.32% annualized return.


PACB

YTD

-3.28%

1M

7.93%

6M

14.56%

1Y

-66.54%

5Y*

-15.89%

10Y*

-12.69%

ILMN

YTD

-22.92%

1M

-24.64%

6M

-22.33%

1Y

-24.40%

5Y*

-18.65%

10Y*

-6.32%

*Annualized

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Risk-Adjusted Performance

PACB vs. ILMN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PACB
The Risk-Adjusted Performance Rank of PACB is 1515
Overall Rank
The Sharpe Ratio Rank of PACB is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of PACB is 1717
Sortino Ratio Rank
The Omega Ratio Rank of PACB is 1818
Omega Ratio Rank
The Calmar Ratio Rank of PACB is 66
Calmar Ratio Rank
The Martin Ratio Rank of PACB is 1818
Martin Ratio Rank

ILMN
The Risk-Adjusted Performance Rank of ILMN is 1313
Overall Rank
The Sharpe Ratio Rank of ILMN is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ILMN is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ILMN is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ILMN is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ILMN is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PACB vs. ILMN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Biosciences of California, Inc. (PACB) 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.


Sharpe ratio
The chart of Sharpe ratio for PACB, currently valued at -0.61, compared to the broader market-2.000.002.00-0.61-0.70
The chart of Sortino ratio for PACB, currently valued at -0.64, compared to the broader market-4.00-2.000.002.004.006.00-0.64-0.87
The chart of Omega ratio for PACB, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.90
The chart of Calmar ratio for PACB, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.75-0.34
The chart of Martin ratio for PACB, currently valued at -1.13, compared to the broader market0.0010.0020.0030.00-1.13-1.86
PACB
ILMN

The current PACB Sharpe Ratio is -0.61, which is comparable to the ILMN Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of PACB 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.61
-0.70
PACB
ILMN

Dividends

PACB vs. ILMN - Dividend Comparison

Neither PACB nor ILMN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PACB vs. ILMN - Drawdown Comparison

The maximum PACB drawdown since its inception was -97.65%, roughly equal to the maximum ILMN drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for PACB and ILMN. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%SeptemberOctoberNovemberDecember2025February
-96.54%
-79.83%
PACB
ILMN

Volatility

PACB vs. ILMN - Volatility Comparison

Pacific Biosciences of California, Inc. (PACB) has a higher volatility of 36.36% compared to Illumina, Inc. (ILMN) at 14.77%. This indicates that PACB'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.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
36.36%
14.77%
PACB
ILMN

Financials

PACB vs. ILMN - Financials Comparison

This section allows you to compare key financial metrics between Pacific Biosciences of California, Inc. 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.


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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