PACB vs. ILMN
Compare and contrast key facts about Pacific Biosciences of California, Inc. (PACB) and Illumina, Inc. (ILMN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PACB or ILMN.
Performance
PACB vs. ILMN - Performance Comparison
Returns By Period
In the year-to-date period, PACB achieves a -84.00% return, which is significantly lower than ILMN's -3.48% return. Over the past 10 years, PACB has underperformed ILMN with an annualized return of -13.73%, while ILMN has yielded a comparatively higher -3.20% annualized return.
PACB
-84.00%
-20.71%
-18.23%
-81.31%
-21.39%
-13.73%
ILMN
-3.48%
-10.49%
23.84%
42.49%
-15.70%
-3.20%
Fundamentals
PACB | ILMN | |
---|---|---|
Market Cap | $670.58M | $20.74B |
EPS | -$1.31 | -$9.97 |
PEG Ratio | -0.17 | 0.63 |
Total Revenue (TTM) | $133.18M | $4.39B |
Gross Profit (TTM) | $19.12M | $2.81B |
EBITDA (TTM) | -$206.13M | -$1.05B |
Key characteristics
PACB | ILMN | |
---|---|---|
Sharpe Ratio | -0.68 | 1.01 |
Sortino Ratio | -0.98 | 1.70 |
Omega Ratio | 0.88 | 1.19 |
Calmar Ratio | -0.81 | 0.50 |
Martin Ratio | -1.14 | 2.94 |
Ulcer Index | 69.69% | 14.00% |
Daily Std Dev | 116.57% | 40.64% |
Max Drawdown | -97.65% | -96.14% |
Current Drawdown | -96.93% | -74.39% |
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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.
Risk-Adjusted Performance
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.
Dividends
PACB vs. ILMN - Dividend Comparison
Neither PACB nor ILMN has paid dividends to shareholders.
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.
Volatility
PACB vs. ILMN - Volatility Comparison
Pacific Biosciences of California, Inc. (PACB) has a higher volatility of 32.98% compared to Illumina, Inc. (ILMN) at 10.16%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities