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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-14.20%
24.90%
PACB
ILMN

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

YTD

-84.00%

1M

-20.71%

6M

-18.23%

1Y

-81.31%

5Y (annualized)

-21.39%

10Y (annualized)

-13.73%

ILMN

YTD

-3.48%

1M

-10.49%

6M

23.84%

1Y

42.49%

5Y (annualized)

-15.70%

10Y (annualized)

-3.20%

Fundamentals


PACBILMN
Market Cap$670.58M$20.74B
EPS-$1.31-$9.97
PEG Ratio-0.170.63
Total Revenue (TTM)$133.18M$4.39B
Gross Profit (TTM)$19.12M$2.81B
EBITDA (TTM)-$206.13M-$1.05B

Key characteristics


PACBILMN
Sharpe Ratio-0.681.01
Sortino Ratio-0.981.70
Omega Ratio0.881.19
Calmar Ratio-0.810.50
Martin Ratio-1.142.94
Ulcer Index69.69%14.00%
Daily Std Dev116.57%40.64%
Max Drawdown-97.65%-96.14%
Current Drawdown-96.93%-74.39%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for PACB, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.681.01
The chart of Sortino ratio for PACB, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.00-0.981.70
The chart of Omega ratio for PACB, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.19
The chart of Calmar ratio for PACB, currently valued at -0.81, compared to the broader market0.002.004.006.00-0.810.50
The chart of Martin ratio for PACB, currently valued at -1.14, compared to the broader market-10.000.0010.0020.0030.00-1.142.94
PACB
ILMN

The current PACB Sharpe Ratio is -0.68, which is lower than the ILMN Sharpe Ratio of 1.01. 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.68
1.01
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%JuneJulyAugustSeptemberOctoberNovember
-96.93%
-74.39%
PACB
ILMN

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.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
32.98%
10.16%
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