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PACB vs. ILMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, PACB achieves a -29.95% return, which is significantly lower than ILMN's 25.75% return. Over the past 10 years, PACB has underperformed ILMN with an annualized return of -16.69%, while ILMN has yielded a comparatively higher 2.01% annualized return.


PACB

1D
-0.76%
1M
7.38%
YTD
-29.95%
6M
-28.02%
1Y
10.08%
3Y*
-52.85%
5Y*
-47.38%
10Y*
-16.69%

ILMN

1D
2.20%
1M
14.21%
YTD
25.75%
6M
21.10%
1Y
82.02%
3Y*
-5.62%
5Y*
-18.38%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PACB vs. ILMN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PACB
Pacific Biosciences of California, Inc.
-29.95%2.19%-81.35%19.93%-60.02%-21.13%404.67%-30.54%180.30%-30.53%
ILMN
Illumina, Inc.
25.75%-1.85%-1.34%-31.14%-46.85%2.82%11.53%10.61%37.27%70.64%

Correlation

The correlation between PACB and ILMN is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2010

0.39

The correlation between PACB and ILMN shifts across timeframes, from 0.39 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PACB:

$400.62M

ILMN:

$25.40B

EPS

PACB:

-$0.43

ILMN:

$5.48

PS Ratio

PACB:

2.47

ILMN:

5.85

PB Ratio

PACB:

3.82

ILMN:

8.39

Total Revenue (TTM)

PACB:

$160.03M

ILMN:

$4.39B

Gross Profit (TTM)

PACB:

$59.34M

ILMN:

$2.93B

EBITDA (TTM)

PACB:

-$146.34M

ILMN:

$1.39B

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Return for Risk

PACB vs. ILMN — Risk / Return Rank

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

PACB
PACB Risk / Return Rank: 4848
Overall Rank
PACB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PACB Sortino Ratio Rank: 5252
Sortino Ratio Rank
PACB Omega Ratio Rank: 4848
Omega Ratio Rank
PACB Calmar Ratio Rank: 4747
Calmar Ratio Rank
PACB Martin Ratio Rank: 4747
Martin Ratio Rank

ILMN
ILMN Risk / Return Rank: 8484
Overall Rank
ILMN Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ILMN Sortino Ratio Rank: 8686
Sortino Ratio Rank
ILMN Omega Ratio Rank: 8282
Omega Ratio Rank
ILMN Calmar Ratio Rank: 8585
Calmar Ratio Rank
ILMN Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PACB vs. ILMN - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PACBILMNDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.09

1.31

-0.22

Calmar ratioReturn relative to maximum drawdown

0.17

3.21

-3.04

Martin ratioReturn relative to average drawdown

0.32

7.25

-6.93

PACB vs. ILMN - Sharpe Ratio Comparison

The current PACB Sharpe Ratio is 0.12, which is lower than the ILMN Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of PACB and ILMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PACB vs. ILMN - Drawdown Comparison

The maximum PACB drawdown since its inception was -98.22%, 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.


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Drawdown Indicators


PACBILMNDifference

Max Drawdown

Largest peak-to-trough decline

-98.22%

-96.14%

-2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-58.05%

-25.66%

-32.39%

Max Drawdown (3Y)

Largest decline over 3 years

-93.47%

-64.17%

-29.30%

Max Drawdown (5Y)

Largest decline over 5 years

-97.47%

-86.23%

-11.24%

Max Drawdown (10Y)

Largest decline over 10 years

-98.22%

-86.23%

-11.99%

Current Drawdown

Current decline from peak

-97.44%

-67.70%

-29.74%

Average Drawdown

Average peak-to-trough decline

-70.57%

-40.42%

-30.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.59%

11.36%

+20.23%

Volatility

PACB vs. ILMN - Volatility Comparison

Pacific Biosciences of California, Inc. (PACB) has a higher volatility of 22.24% compared to Illumina, Inc. (ILMN) at 12.28%. 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.


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Volatility by Period


PACBILMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.24%

12.28%

+9.96%

Volatility (6M)

Calculated over the trailing 6-month period

56.24%

29.98%

+26.26%

Volatility (1Y)

Calculated over the trailing 1-year period

87.49%

47.34%

+40.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.44%

45.74%

+48.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.70%

42.20%

+42.50%

Dividends

PACB vs. ILMN - Dividend Comparison

Neither PACB nor ILMN has paid dividends to shareholders.


Tickers have no history of dividend payments

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
37.18M
1.09B
(PACB) Total Revenue
(ILMN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PACB and ILMN have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PACB has higher volatility (22.24%) compared to ILMN (12.28%). In terms of maximum drawdown, PACB dropped -98.22% vs ILMN's -96.14%.

ILMN currently has the higher Sharpe Ratio (1.74 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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