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

Correlation

The correlation between PACB and ILMN is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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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Key characteristics

Sharpe Ratio

PACB:

-0.44

ILMN:

-0.47

Sortino Ratio

PACB:

-0.32

ILMN:

-0.61

Omega Ratio

PACB:

0.97

ILMN:

0.93

Calmar Ratio

PACB:

-0.55

ILMN:

-0.28

Martin Ratio

PACB:

-1.53

ILMN:

-0.96

Ulcer Index

PACB:

34.99%

ILMN:

25.44%

Daily Std Dev

PACB:

107.85%

ILMN:

43.11%

Max Drawdown

PACB:

-98.01%

ILMN:

-96.14%

Current Drawdown

PACB:

-98.01%

ILMN:

-83.51%

Fundamentals

Market Cap

PACB:

$306.09M

ILMN:

$13.13B

EPS

PACB:

-$2.74

ILMN:

-$6.08

PEG Ratio

PACB:

-0.17

ILMN:

0.62

PS Ratio

PACB:

2.01

ILMN:

3.03

PB Ratio

PACB:

3.39

ILMN:

5.59

Total Revenue (TTM)

PACB:

$152.36M

ILMN:

$4.34B

Gross Profit (TTM)

PACB:

$24.63M

ILMN:

$2.88B

EBITDA (TTM)

PACB:

-$581.59M

ILMN:

-$465.00M

Returns By Period

In the year-to-date period, PACB achieves a -44.26% return, which is significantly lower than ILMN's -36.98% return. Over the past 10 years, PACB has underperformed ILMN with an annualized return of -15.87%, while ILMN has yielded a comparatively higher -8.26% annualized return.


PACB

YTD

-44.26%

1M

-12.82%

6M

-40.70%

1Y

-46.88%

3Y*

-43.35%

5Y*

-22.80%

10Y*

-15.87%

ILMN

YTD

-36.98%

1M

18.27%

6M

-37.62%

1Y

-20.24%

3Y*

-29.16%

5Y*

-24.35%

10Y*

-8.26%

*Annualized

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Illumina, Inc.

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 2121
Overall Rank
The Sharpe Ratio Rank of PACB is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PACB is 2727
Sortino Ratio Rank
The Omega Ratio Rank of PACB is 2929
Omega Ratio Rank
The Calmar Ratio Rank of PACB is 1616
Calmar Ratio Rank
The Martin Ratio Rank of PACB is 55
Martin Ratio Rank

ILMN
The Risk-Adjusted Performance Rank of ILMN is 2525
Overall Rank
The Sharpe Ratio Rank of ILMN is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ILMN is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ILMN is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ILMN is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ILMN is 2727
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.


The current PACB Sharpe Ratio is -0.44, which is comparable to the ILMN Sharpe Ratio of -0.47. 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.


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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 -98.01%, 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.


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Volatility

PACB vs. ILMN - Volatility Comparison

Pacific Biosciences of California, Inc. (PACB) has a higher volatility of 14.72% compared to Illumina, Inc. (ILMN) at 13.49%. 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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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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
37.15M
1.04B
(PACB) Total Revenue
(ILMN) Total Revenue
Values in USD except per share items