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Relative Intelligence · Life Sciences Tools

How Illumina (ILMN) compares with the whole market and its popular alternatives

Built by QuantCommons' quantitative engine, this page is about relative opportunity, not data on ILMN alone. It places ILMN (Illumina, Inc.) against 20+ popular alternatives, its neighboring categories and the entire market of over 10,000 U.S.-listed stocks and ETFs, and surfaces what has done better on consistent outperformance, return for the risk taken, behavior in real market crashes and diversification. The result is a clearer view of where ILMN stands in the market, and of the alternatives worth a closer look.

Period covered: ILMN's full trading record, from July 2000 through September 2026. The crash tests reach back to 2000 using older funds and the S&P 500. All returns include reinvested dividends. Data as of October 20, 2026.

Data as of October 20, 2026. Full tables and charts read best on a larger screen.

Rank the market against ILMN →Chart ILMN vs. 21 alternatives →
On this page12 sections

Key findings

How much would $10,000 in ILMN have grown?

This chart tracks a hypothetical $10,000 investment in ILMN over the past 26 years, with dividends reinvested, alongside the same amount in the S&P 500, investments that ended ahead of ILMN over the same span and ILMN's popular alternatives, among those that traded for the entire period. A second view covers the past 5 years, the period the better options further down the page are judged on. It shows not only where each investment ended up but also how smooth or uneven the path was.

Choose a period

From the end of September 2000 to the end of September 2026. The scale is logarithmic, so equal steps up the chart are equal percentage gains. Hover over a fund in the key to pick out its line. 490 of the 1,261 stocks and funds worth at least $500 million that traded the whole period ended ahead of ILMN; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$1,000$10,000$100,0002000200420082012201620202024$1,000$10,000$100,0002000200720142021
  • GILD$636,955+6,270% total · +17.3% a year
  • DHR$450,317+4,403% total · +15.8% a year
  • TMO$362,153+3,522% total · +14.8% a year
  • BIO$335,462+3,255% total · +14.5% a year
  • LLY$284,700+2,747% total · +13.7% a year
  • ILMN$124,118+1,141% total · +10.2% a year
  • SPY (S&P 500)$84,332+743% total · +8.5% a year
  • A$59,185+492% total · +7.1% a year
  • WAT$49,371+394% total · +6.3% a year
  • RVTY$37,181+272% total · +5.2% a year
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From the end of September 2021 to the end of September 2026. The scale is logarithmic, so equal steps up the chart are equal percentage gains. Hover over a fund in the key to pick out its line. 3,037 of the 3,628 stocks and funds worth at least $500 million that traded the whole period ended ahead of ILMN; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$1,000$2,000$5,000$10,000$20,000202120222023202420252026$1,000$2,000$5,000$10,000$20,000202120222023202420252026
  • NTRA$37,089+271% total · +30.0% a year
  • SPY (S&P 500)$19,000+90.0% total · +13.7% a year
  • TWST$18,065+80.7% total · +12.6% a year
  • WAT$12,298+23.0% total · +4.2% a year
  • TMO$11,986+19.9% total · +3.7% a year
  • A$11,334+13.3% total · +2.5% a year
  • CDNA$10,257+2.6% total · +0.5% a year
  • QGEN$9,482−5.2% total · −1.1% a year
  • DHR$8,422−15.8% total · −3.4% a year
  • ILMN$6,943−30.6% total · −7.0% a year
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ILMN at a glance

This section summarizes the key facts about the stock, its returns over periods from one to ten years and the risk it has carried, with dividends reinvested throughout. These figures serve as the baseline for every comparison that follows.

The company

Market value
$40B
Industry
Medical - Diagnostics & Research
Price history from
July 2000

Returns

Past 1 year
+169%total return
Past 3 years
+130%+32.1% a year
Past 5 years
−33.3%−7.8% a year
Past 10 years
+93.0%+6.8% a year
Best calendar year
+179%2006
Worst calendar year
−71.3%2002
Losing years
9 of 25full calendar years

Risk

Volatility
46.9%typical yearly swing, 5 years
Sharpe ratio
0.06return per unit of risk, 5 years
Worst decline ever
−96.1%Sep 2000 to Mar 2003
From its all-time high
−47.5%below the peak

ILMN against the whole market

Where ILMN ranks among every stock and fund, and what across the market has done better.

How does ILMN rank among all stocks?

This section ranks ILMN on return, volatility, risk-adjusted return and worst decline against every stock worth at least $300 million with enough history. Where the comparisons with its popular alternatives show how ILMN stacks up against its peers, these rankings show where it stands in the market as a whole.

Ranked against U.S.-listed stocks worth at least $300M that have enough history for each measure, so the count changes from row to row; smaller stocks are left out. Lower volatility and smaller declines rank higher.

MeasureILMNRankStanding
1-year return+169%57 of 3,287top 2%
3-year return+130%703 of 3,017top 23%
5-year return−33.3%2,208 of 2,893bottom 25%
10-year return+93.0%1,370 of 2,202bottom 39%
Volatility, 5 years46.9%1,786 of 2,893bottom 39%
Sharpe ratio, 5 years0.062,218 of 2,893bottom 24%
Worst decline, past 10 years−86.2%1,821 of 2,187bottom 18%

What has beaten ILMN on both return and risk?

Each dot is an investment, placed by how much it earned a year over the past 5 years (higher is better) and how much its price swung, its volatility (further left is calmer). ILMN sits where the dashed lines cross. Anything in the green box above and to the left earned more than ILMN with smaller swings, a better trade-off over this period on both counts. Past results are no promise, but a name in the box is worth a closer look.

Annual return is the annualized total return with dividends reinvested, and volatility the annualized swing in daily prices, both over 5 years. Labeled dots are the strongest picks from the table below and the names called out above, colored by how close they sit to ILMN; faint dots are 89 more of the 2,406 in the green region (the strongest, one per fund family). 3,633 stocks and funds worth at least $500 million were screened. Hover over a dot for its figures.

−10.0%0.0%10.0%20.0%30.0%40.0%50.0%60.0%−20.0%0.0%20.0%40.0%60.0%80.0%100%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than ILMNWMT: +20.8% a year, volatility 22.6%BRK-B: +13.4% a year, volatility 17.1%HSBC: +33.1% a year, volatility 25.9%COST: +17.4% a year, volatility 22.9%CSCO: +16.8% a year, volatility 26.1%ORCL: +7.7% a year, volatility 44.3%MFG: +33.6% a year, volatility 30.6%PG: +5.1% a year, volatility 18.3%SGOV: +3.8% a year, volatility 0.3%PGR: +21.3% a year, volatility 25.6%TXN: +9.9% a year, volatility 33.7%TM: +5.0% a year, volatility 27.0%COR: +24.2% a year, volatility 22.8%NEM: +18.6% a year, volatility 39.1%MNST: +17.2% a year, volatility 24.9%TMUS: +6.4% a year, volatility 26.1%RY: +17.3% a year, volatility 18.2%PBR-A: +51.8% a year, volatility 37.5%WPM: +27.5% a year, volatility 36.9%WM: +9.3% a year, volatility 19.2%ESLT: +39.8% a year, volatility 34.6%SONY: +2.9% a year, volatility 29.2%B: +18.9% a year, volatility 37.3%FAST: +15.8% a year, volatility 24.6%JAAA: +5.1% a year, volatility 1.7%EQIX: +6.6% a year, volatility 27.8%HWM: +47.3% a year, volatility 32.5%NTES: +6.6% a year, volatility 41.9%MDLZ: +4.0% a year, volatility 20.2%XLV: +8.4% a year, volatility 15.3%AAPL: +18.5% a year, volatility 28.0%DLR: +6.3% a year, volatility 29.4%FNV: +12.5% a year, volatility 31.3%CHT: +7.7% a year, volatility 13.3%GOOG: +19.0% a year, volatility 32.0%BCH: +25.2% a year, volatility 28.2%XEL: +6.5% a year, volatility 20.9%KR: +12.3% a year, volatility 27.3%MPLX: +23.5% a year, volatility 18.8%PSA: +3.2% a year, volatility 24.1%WCN: +6.1% a year, volatility 20.0%AVGO: +48.3% a year, volatility 44.5%AEE: +7.9% a year, volatility 19.4%EXPD: +12.0% a year, volatility 27.1%AMGN: +19.6% a year, volatility 24.9%EWJ: +9.2% a year, volatility 18.8%VRSN: +7.8% a year, volatility 25.9%VTI: +11.5% a year, volatility 17.5%CHD: +6.1% a year, volatility 21.1%VOO: +12.8% a year, volatility 16.9%MUSA: +26.1% a year, volatility 31.2%AMZN: +9.0% a year, volatility 36.6%CMS: +5.6% a year, volatility 19.0%XLP: +7.2% a year, volatility 13.8%VPL: +9.5% a year, volatility 18.6%CHRW: +9.9% a year, volatility 34.4%FCFS: +20.6% a year, volatility 30.5%NEU: +21.0% a year, volatility 26.8%AZN: +8.7% a year, volatility 35.7%XOM: +27.1% a year, volatility 26.5%PDBC: +11.7% a year, volatility 19.3%QYLD: +8.4% a year, volatility 15.0%JPM: +17.3% a year, volatility 24.3%GSK: +9.5% a year, volatility 24.5%SFM: +23.8% a year, volatility 40.3%ERIE: +6.3% a year, volatility 31.4%NYT: +6.2% a year, volatility 30.6%GEN: +0.4% a year, volatility 32.9%NFG: +9.8% a year, volatility 22.1%VIRT: +20.8% a year, volatility 33.8%USLM: +35.6% a year, volatility 36.1%V: +12.8% a year, volatility 22.9%GE: +36.0% a year, volatility 31.0%FTGC: +12.9% a year, volatility 15.6%DXJ: +26.6% a year, volatility 19.1%LVHI: +17.0% a year, volatility 11.1%FTLS: +10.2% a year, volatility 10.4%CSW: +17.1% a year, volatility 34.4%PTLC: +9.5% a year, volatility 11.8%KO: +14.7% a year, volatility 16.8%BALT: +6.3% a year, volatility 3.3%CVX: +19.5% a year, volatility 25.2%CAT: +31.1% a year, volatility 31.9%BAH: +0.4% a year, volatility 32.6%RLI: +8.1% a year, volatility 23.9%ASML: +17.4% a year, volatility 43.4%NIC: +19.0% a year, volatility 30.1%AOR: +6.4% a year, volatility 10.7%MUFG: +33.2% a year, volatility 29.4%ILMN: −7.8% a year, volatility 46.9%SPY (S&P 500): +12.7% a year, volatility 17.1%TMO: +2.9% a year, volatility 27.8%WAT: +4.5% a year, volatility 33.9%A: +2.6% a year, volatility 30.6%DHR: −3.8% a year, volatility 29.1%QGEN: +0.6% a year, volatility 26.9%LLY: +40.7% a year, volatility 32.8%JNJ: +12.7% a year, volatility 17.9%NVS: +17.1% a year, volatility 20.7%GILD: +22.8% a year, volatility 24.9%MRK: +16.3% a year, volatility 24.8%ALNY: +2.5% a year, volatility 50.9%MPC: +51.2% a year, volatility 33.4%MSFT: +12.5% a year, volatility 28.2%TSM: +31.5% a year, volatility 38.5%QQQ: +14.5% a year, volatility 23.0%GLD: +17.7% a year, volatility 18.9%DELL: +55.2% a year, volatility 54.4%FIX: +77.0% a year, volatility 46.7%DG: −7.4% a year, volatility 37.0%CAH: +42.1% a year, volatility 24.7%ATI: +61.8% a year, volatility 42.9%ILMNSPY (S&P 500)TMOWATADHRQGENLLYJNJGILDALNYMPCMSFTTSMGLDDELLFIXDGCAHATI−20.0%0.0%20.0%40.0%60.0%−20.0%0.0%20.0%40.0%60.0%80.0%100%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than ILMNWMT: +20.8% a year, volatility 22.6%BRK-B: +13.4% a year, volatility 17.1%HSBC: +33.1% a year, volatility 25.9%COST: +17.4% a year, volatility 22.9%CSCO: +16.8% a year, volatility 26.1%ORCL: +7.7% a year, volatility 44.3%MFG: +33.6% a year, volatility 30.6%PG: +5.1% a year, volatility 18.3%SGOV: +3.8% a year, volatility 0.3%PGR: +21.3% a year, volatility 25.6%TXN: +9.9% a year, volatility 33.7%TM: +5.0% a year, volatility 27.0%COR: +24.2% a year, volatility 22.8%NEM: +18.6% a year, volatility 39.1%MNST: +17.2% a year, volatility 24.9%TMUS: +6.4% a year, volatility 26.1%RY: +17.3% a year, volatility 18.2%PBR-A: +51.8% a year, volatility 37.5%WPM: +27.5% a year, volatility 36.9%WM: +9.3% a year, volatility 19.2%ESLT: +39.8% a year, volatility 34.6%SONY: +2.9% a year, volatility 29.2%B: +18.9% a year, volatility 37.3%FAST: +15.8% a year, volatility 24.6%JAAA: +5.1% a year, volatility 1.7%EQIX: +6.6% a year, volatility 27.8%HWM: +47.3% a year, volatility 32.5%NTES: +6.6% a year, volatility 41.9%MDLZ: +4.0% a year, volatility 20.2%XLV: +8.4% a year, volatility 15.3%AAPL: +18.5% a year, volatility 28.0%DLR: +6.3% a year, volatility 29.4%FNV: +12.5% a year, volatility 31.3%CHT: +7.7% a year, volatility 13.3%GOOG: +19.0% a year, volatility 32.0%BCH: +25.2% a year, volatility 28.2%XEL: +6.5% a year, volatility 20.9%KR: +12.3% a year, volatility 27.3%MPLX: +23.5% a year, volatility 18.8%PSA: +3.2% a year, volatility 24.1%WCN: +6.1% a year, volatility 20.0%AVGO: +48.3% a year, volatility 44.5%AEE: +7.9% a year, volatility 19.4%EXPD: +12.0% a year, volatility 27.1%AMGN: +19.6% a year, volatility 24.9%EWJ: +9.2% a year, volatility 18.8%VRSN: +7.8% a year, volatility 25.9%VTI: +11.5% a year, volatility 17.5%CHD: +6.1% a year, volatility 21.1%VOO: +12.8% a year, volatility 16.9%MUSA: +26.1% a year, volatility 31.2%AMZN: +9.0% a year, volatility 36.6%CMS: +5.6% a year, volatility 19.0%XLP: +7.2% a year, volatility 13.8%VPL: +9.5% a year, volatility 18.6%CHRW: +9.9% a year, volatility 34.4%FCFS: +20.6% a year, volatility 30.5%NEU: +21.0% a year, volatility 26.8%AZN: +8.7% a year, volatility 35.7%XOM: +27.1% a year, volatility 26.5%PDBC: +11.7% a year, volatility 19.3%QYLD: +8.4% a year, volatility 15.0%JPM: +17.3% a year, volatility 24.3%GSK: +9.5% a year, volatility 24.5%SFM: +23.8% a year, volatility 40.3%ERIE: +6.3% a year, volatility 31.4%NYT: +6.2% a year, volatility 30.6%GEN: +0.4% a year, volatility 32.9%NFG: +9.8% a year, volatility 22.1%VIRT: +20.8% a year, volatility 33.8%USLM: +35.6% a year, volatility 36.1%V: +12.8% a year, volatility 22.9%GE: +36.0% a year, volatility 31.0%FTGC: +12.9% a year, volatility 15.6%DXJ: +26.6% a year, volatility 19.1%LVHI: +17.0% a year, volatility 11.1%FTLS: +10.2% a year, volatility 10.4%CSW: +17.1% a year, volatility 34.4%PTLC: +9.5% a year, volatility 11.8%KO: +14.7% a year, volatility 16.8%BALT: +6.3% a year, volatility 3.3%CVX: +19.5% a year, volatility 25.2%CAT: +31.1% a year, volatility 31.9%BAH: +0.4% a year, volatility 32.6%RLI: +8.1% a year, volatility 23.9%ASML: +17.4% a year, volatility 43.4%NIC: +19.0% a year, volatility 30.1%AOR: +6.4% a year, volatility 10.7%MUFG: +33.2% a year, volatility 29.4%ILMN: −7.8% a year, volatility 46.9%SPY (S&P 500): +12.7% a year, volatility 17.1%TMO: +2.9% a year, volatility 27.8%WAT: +4.5% a year, volatility 33.9%A: +2.6% a year, volatility 30.6%DHR: −3.8% a year, volatility 29.1%QGEN: +0.6% a year, volatility 26.9%LLY: +40.7% a year, volatility 32.8%JNJ: +12.7% a year, volatility 17.9%NVS: +17.1% a year, volatility 20.7%GILD: +22.8% a year, volatility 24.9%MRK: +16.3% a year, volatility 24.8%ALNY: +2.5% a year, volatility 50.9%MPC: +51.2% a year, volatility 33.4%MSFT: +12.5% a year, volatility 28.2%TSM: +31.5% a year, volatility 38.5%QQQ: +14.5% a year, volatility 23.0%GLD: +17.7% a year, volatility 18.9%DELL: +55.2% a year, volatility 54.4%FIX: +77.0% a year, volatility 46.7%DG: −7.4% a year, volatility 37.0%CAH: +42.1% a year, volatility 24.7%ATI: +61.8% a year, volatility 42.9%ILMNSPY (S&P 500)TMOWATADHRQGENLLYJNJGILDMPCTSMDELLFIXDGCAHATI
  • Popular alternatives
  • Same and neighboring categories, and shared themes
  • The whole market
  • Others in the green region
  • 1 with more than 1.6× ILMN's volatility is in the table only

Is there a better investment than ILMN?

Investments that beat ILMN over the past 5 years on return, volatility, drawdowns, consistency, crash losses or fees, from its popular alternatives out to the whole market.

How this works

The table below lists investments that beat ILMN over the past 5 years on at least one of these measures: a higher annual return with lower volatility, a higher annual return at similar volatility, a similar return with lower volatility, a higher Sharpe ratio with a smaller worst decline, a higher total return in most periods from 3 months to 10 years, or smaller losses in recent market crashes. It checks ILMN's popular alternatives first, then the rest of its own and neighboring categories, then every stock and fund worth at least $500 million, and shows the strongest few in each group. The full list of those with a higher return and lower volatility than ILMN follows the table.

Annual return is the annualized total return with dividends reinvested. Annual return, volatility and the Sharpe ratio cover 5 years; the worst decline covers the past 10 years. Green marks a better figure than ILMN's. "On the frontier" means no other option shown or tested earned more with less volatility. Funds that hold the same thing are shown once. Beyond the popular alternatives, nothing with more than 1.5× ILMN's volatility counts as better.

These figures cover the past 5 years. Green marks a better figure than ILMN's.

Screen the whole market against ILMN for any period in BetterThanSPYOpen these 21 in EasyCompare
InvestmentWhy it is betterPast 5 yearsDownsideLong runFit
Annual return?higher is betterVolatility?lower is calmerSharpe?return per unit of riskWorst decline?past 10 years10Y returntotalCorr. with ILMN?lower diversifies moreExpenseper year
ILMNIllumina, Inc. · this page
−7.8%46.9%0.06−86.2%+93.0%1.00—
SPYState Street SPDR S&P 500 ETF · S&P 500
+12.7%17.1%0.79−33.7%+321%0.470.09%
Popular alternativesbest 6 shownThe investments people most often weigh against ILMN. 10 of 19 passed at least one test.
TMOThermo Fisher Scientific Inc. · Life Sciences Tools
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+2.9%27.8%0.24−40.9%+366%0.56—
WATWaters Corporation · Life Sciences Tools
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+4.5%33.9%0.30−44.3%+182%0.47—
AAgilent Technologies, Inc. · Life Sciences Tools
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+2.6%30.6%0.24−43.2%+306%0.56—
DHRDanaher Corporation · Life Sciences Tools
Higher return, lower volatilitySmaller losses in recent crashes−3.8%29.1%0.01−43.8%+232%0.40—
QGENQiagen N.V. · Life Sciences Tools
Higher return, lower volatilitySmaller losses in recent crashes+0.6%26.9%0.15−41.4%+111%0.46—
TWSTTwist Bioscience Corporation · Life Sciences Tools
Higher return in most periods+3.9%78.3%0.44−94.5%—0.37—
Same and neighboring categories, and shared themesbest 6 shownEverything else in Life Sciences Tools and the categories next to it (Biotechnology, Medical Diagnostics, Contract Research, Pharmaceuticals), plus ILMN's specific themes. 53 of 87 passed at least one test.
LLYEli Lilly and Company · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+40.7%32.8%1.21−34.5%+1,807%0.04—
JNJJohnson & Johnson · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+12.7%17.9%0.76−27.4%+196%0.15—
NVSNovartis AG · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+17.1%20.7%0.87−26.8%+226%0.09—
GILDGilead Sciences, Inc. · Biotechnology
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+22.8%24.9%0.95−30.5%+200%0.21—
MRKMerck & Co., Inc. · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+16.3%24.8%0.74−43.4%+241%0.20—
ALNYAlnylam Pharmaceuticals, Inc. · Biotechnology
Higher return, similar volatilityHigher Sharpe, smaller worst decline+2.5%50.9%0.29−58.2%+514%0.06—
The whole marketbest 8 shownEvery other stock and fund worth at least $500 million. 2,724 of 3,527 passed at least one test.
MPCMarathon Petroleum Corporation · Oil & Gas
On the frontierHigher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+51.2%33.4%1.41−79.7%+1,387%0.18—
MSFTMicrosoft Corporation · Software
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+12.5%28.2%0.56−37.1%+946%0.26—
TSMTaiwan Semiconductor Manufacturing Company Limited · Semiconductors
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+31.5%38.5%0.91−56.6%+1,505%0.29—
QQQInvesco QQQ Trust, Series 1 · US Large-Cap Growth
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+14.5%23.0%0.71−35.1%+553%0.460.18%
GLDSPDR Gold Shares · Gold
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+17.7%18.9%0.96−26.4%+213%0.020.40%
DELLDell Technologies Inc. · Computer Hardware
Higher Sharpe, smaller worst declineHigher return in most periods+55.2%54.4%1.08−59.6%+3,701%0.23—
FIXComfort Systems USA, Inc. · Engineering & Construction
On the frontierHigher return, similar volatilityHigher Sharpe, smaller worst decline+77.0%46.7%1.46−49.7%+5,305%0.30—
DGDollar General Corporation · Discount Retail
Similar return, lower volatilitySmaller losses in recent crashes−7.4%37.0%-0.01−72.6%+127%0.05—
What these numbers mean for ILMN
Annual return
ILMN lost 7.8% a year over the past 5 years with dividends reinvested, against 12.7% a year for the S&P 500. At that pace, $10,000 became about $6,670. Annual return is the steady yearly rate that would produce the same total result, so investments held over the same span compare fairly. Guide: What is performance and return? →
Volatility
ILMN's volatility over the past 5 years was 46.9%, 2.7 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, ILMN's return lands within 46.9% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump. Guide: Understanding and measuring risk (volatility) →
Sharpe ratio
ILMN's Sharpe ratio over the past 5 years was 0.06, against 0.79 for the S&P 500, so ILMN earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings. Guide: Balancing reward with risk (Sharpe ratio) →
Worst decline
ILMN's worst fall from a peak to a low over the past 10 years was 86.2%, against 33.7% for the S&P 500. Losses and gains are not symmetric: climbing back from a 86.2% fall takes a 626% gain. Guide: Market crash risk and tail risk →
Correlation
Over the past 5 years, ILMN's monthly returns had a correlation of 0.47 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They often move together: some diversification next to an index fund, but not a cushion. In the table, the correlation column measures each option against ILMN instead: the lower it is, the more that option would diversify a ILMN holding. Guide: Correlation and diversification →
Show all 2,406 stocks and funds worth at least $500 million that earned more than ILMN with less volatility

Out of 3,633 tested over 5 years. The strongest 100 are listed, best first, with funds that hold the same thing listed once.

#InvestmentFound inAnnual returnVolatilitySharpeWorst decline10Y returnCorr. with ILMNExpense
1
MPCMarathon Petroleum Corporation · Oil & Gas
Whole market+51.2%33.4%1.41−79.7%+1,387%0.18—
2
MSFTMicrosoft Corporation · Software
Whole market+12.5%28.2%0.56−37.1%+946%0.26—
3
TSMTaiwan Semiconductor Manufacturing Company Limited · Semiconductors
Whole market+31.5%38.5%0.91−56.6%+1,505%0.29—
4
WMTWalmart Inc. · Discount Retail
Whole market+20.8%22.6%0.96−25.7%+508%0.14—
5
BRK-BBerkshire Hathaway Inc. · Insurance
Whole market+13.4%17.1%0.82−29.6%+274%0.13—
6
HSBCHSBC Holdings plc · Banks
Whole market+33.1%25.9%1.24−62.3%+319%-0.03—
7
COSTCostco Wholesale Corporation · Discount Retail
Whole market+17.4%22.9%0.82−31.4%+685%0.16—
8
QQQInvesco QQQ Trust, Series 1 · US Large-Cap Growth
Whole market+14.5%23.0%0.71−35.1%+553%0.460.18%
9
CSCOCisco Systems, Inc. · Communications Equipment
Whole market+16.8%26.1%0.73−42.0%+374%0.49—
10
ORCLOracle Corporation · Enterprise Software
Whole market+7.7%44.3%0.38−64.6%+300%0.22—
11
MFGMizuho Financial Group, Inc. · Banks
Whole market+33.6%30.6%1.10−45.7%+345%0.17—
12
GLDSPDR Gold Shares · Gold
Whole market+17.7%18.9%0.96−26.4%+213%0.020.40%
13
PGThe Procter & Gamble Company · Household & Personal Products
Whole market+5.1%18.3%0.37−23.8%+145%0.00—
14
SGOViShares 0-3 Month Treasury Bond ETF · Treasury Bonds
Whole market+3.8%0.3%13.25−0.3%—0.010.09%
15
PGRThe Progressive Corporation · Property & Casualty Insurance
Whole market+21.3%25.6%0.89−30.3%+816%-0.26—
16
TXNTexas Instruments Incorporated · Semiconductors
Whole market+9.9%33.7%0.45−33.4%+424%0.31—
17
TMToyota Motor Corporation · Automobiles
Whole market+5.0%27.0%0.32−36.8%+129%0.11—
18
CORCencora, Inc. · Health Care Distribution
Whole market+24.2%22.8%1.07−32.4%+406%0.17—
19
NEMNewmont Corporation · Gold Mining
Whole market+18.6%39.1%0.63−62.4%+304%0.09—
20
MNSTMonster Beverage Corporation · Food & Beverages
Whole market+17.2%24.9%0.77−30.4%+285%0.10—
21
TMUST-Mobile US, Inc. · Telecommunications
Whole market+6.4%26.1%0.37−44.0%+253%-0.11—
22
RYRoyal Bank of Canada · Banks
Whole market+17.3%18.2%0.97−40.0%+352%0.29—
23
PBR-APetróleo Brasileiro S.A. - Petrobras · Integrated Oil & Gas
Whole market+51.8%37.5%1.31−71.7%+768%0.03—
24
LLYEli Lilly and Company · Pharmaceuticals
Same or nearby category+40.7%32.8%1.21−34.5%+1,807%0.04—
25
WPMWheaton Precious Metals Corp. · Metals & Mining
Whole market+27.5%36.9%0.85−46.7%+510%0.02—
26
WMWaste Management, Inc. · Environmental Services
Whole market+9.3%19.2%0.56−30.1%+344%-0.04—
27
ESLTElbit Systems Ltd. · Aerospace & Defense
Whole market+39.8%34.6%1.15−35.4%+765%0.07—
28
SONYSony Group Corporation · Consumer Electronics
Whole market+2.9%29.2%0.24−50.6%+309%0.18—
29
BBarrick Mining Corporation · Gold Mining
Whole market+18.9%37.3%0.65−53.9%+194%0.09—
30
FASTFastenal Company · Industrial Distribution
Whole market+15.8%24.6%0.72−30.7%+576%0.23—
31
JAAAJanus Henderson AAA CLO ETF · CLO Bonds
Whole market+5.1%1.7%2.98−2.6%—0.180.20%
32
EQIXEquinix, Inc. · Data Center REITs
Whole market+6.6%27.8%0.37−41.8%+226%0.16—
33
HWMHowmet Aerospace Inc. · Aerospace & Defense
Whole market+47.3%32.5%1.36−68.9%+1,028%0.14—
34
CAHCardinal Health, Inc. · Health Care Distribution
Whole market+42.1%24.7%1.55−46.1%+349%0.18—
35
NTESNetEase, Inc. · Entertainment
Whole market+6.6%41.9%0.36−57.4%+184%-0.12—
36
MDLZMondelez International, Inc. · Packaged Foods
Whole market+4.0%20.2%0.29−29.8%+93.4%0.04—
37
XLVState Street Health Care Select Sector SPDR ETF · Health Care Equity
Whole market+8.4%15.3%0.60−28.4%+202%0.360.08%
38
AAPLApple Inc. · Computer Hardware
Whole market+18.5%28.0%0.75−38.5%+1,168%0.38—
39
DLRDigital Realty Trust, Inc. · Data Center REITs
Whole market+6.3%29.4%0.35−48.5%+154%0.10—
40
FNVFranco-Nevada Corporation · Gold Mining
Whole market+12.5%31.3%0.53−37.1%+303%0.03—
41
CHTChunghwa Telecom Co., Ltd. · Integrated Telecommunications
Whole market+7.7%13.3%0.63−23.8%+101%0.10—
42
GOOGAlphabet Inc. · Internet Services
Whole market+19.0%32.0%0.71−44.6%+752%0.35—
43
BCHBanco de Chile · Banks
Whole market+25.2%28.2%0.94−58.4%+180%0.07—
44
XELXcel Energy Inc. · Electric Utilities
Whole market+6.5%20.9%0.41−34.4%+156%0.04—
45
KRThe Kroger Co. · Grocery Stores
Whole market+12.3%27.3%0.56−43.8%+151%0.13—
46
JNJJohnson & Johnson · Pharmaceuticals
Same or nearby category+12.7%17.9%0.76−27.4%+196%0.15—
47
MPLXMPLX Lp · Oil & Gas Midstream
Whole market+23.5%18.8%1.22−75.2%+350%0.14—
48
PSAPublic Storage · Self-Storage REITs
Whole market+3.2%24.1%0.25−37.9%+107%0.32—
49
WCNWaste Connections, Inc. · Environmental Services
Whole market+6.1%20.0%0.40−31.6%+270%0.12—
50
NVSNovartis AG · Pharmaceuticals
Same or nearby category+17.1%20.7%0.87−26.8%+226%0.09—
51
AVGOBroadcom Inc. · Semiconductors
Whole market+48.3%44.5%1.11−48.3%+2,380%0.29—
52
GILDGilead Sciences, Inc. · Biotechnology
Same or nearby category+22.8%24.9%0.95−30.5%+200%0.21—
53
AEEAmeren Corporation · Electric Utilities
Whole market+7.9%19.4%0.49−29.1%+192%0.00—
54
EXPDExpeditors International of Washington, Inc. · Freight & Logistics
Whole market+12.0%27.1%0.56−35.6%+349%0.27—
55
MRKMerck & Co., Inc. · Pharmaceuticals
Same or nearby category+16.3%24.8%0.74−43.4%+241%0.20—
56
AMGNAmgen Inc. · Biotechnology
Same or nearby category+19.6%24.9%0.85−24.9%+266%0.17—
57
EWJiShares MSCI Japan ETF · International Equity
Whole market+9.2%18.8%0.57−33.1%+132%0.380.49%
58
VRSNVeriSign, Inc. · Internet Services
Whole market+7.8%25.9%0.42−38.9%+308%0.11—
59
VTIVanguard Morningstar Total Stock Market ETF · US Total Market
Whole market+11.5%17.5%0.71−35.0%+302%0.490.03%
60
CHDChurch & Dwight Co., Inc. · Household & Personal Products
Whole market+6.1%21.1%0.39−31.7%+154%-0.03—
61
VOOVanguard S&P 500 ETF · US Large-Cap Equity
Whole market+12.8%16.9%0.80−34.0%+324%0.470.03%
62
MUSAMurphy USA Inc. · Convenience Stores
Whole market+26.1%31.2%0.90−35.5%+706%-0.06—
63
AMZNAmazon.com, Inc. · E-Commerce
Whole market+9.0%36.6%0.42−56.1%+548%0.35—
64
CMSCMS Energy Corporation · Electric Utilities
Whole market+5.6%19.0%0.38−29.6%+123%-0.05—
65
XLPState Street Consumer Staples Select Sector SPDR ETF · Consumer Staples
Whole market+7.2%13.8%0.57−24.5%+121%0.170.08%
66
VPLVanguard FTSE Pacific ETF · International Equity
Whole market+9.5%18.6%0.58−33.9%+141%0.380.07%
67
CHRWC.H. Robinson Worldwide, Inc. · Freight & Logistics
Whole market+9.9%34.4%0.45−40.6%+157%0.24—
68
FCFSFirstCash Holdings, Inc · Consumer Finance
Whole market+20.6%30.5%0.77−50.2%+422%0.12—
69
NEUNewMarket Corporation · Specialty Chemicals
Whole market+21.0%26.8%0.85−40.7%+165%0.11—
70
AZNAstraZeneca PLC · Pharmaceuticals
Same or nearby category+8.7%35.7%0.41−28.7%+257%0.15—
71
XOMExxonmobil Holdings Corporation · Integrated Oil & Gas
Whole market+27.1%26.5%1.04−61.0%+214%0.11—
72
PDBCInvesco Optimum Yield Diversified Commodity Strategy No K-1 ETF · Broad Commodities
Whole market+11.7%19.3%0.67−40.7%+153%0.070.74%
73
QYLDGlobal X - Nasdaq 100 Covered Call ETF · Equity Income
Whole market+8.4%15.0%0.62−24.7%+156%0.520.60%
74
JPMJPMorgan Chase & Co. · Banks
Whole market+17.3%24.3%0.78−43.6%+537%0.27—
75
GSKGSK plc · Pharmaceuticals
Same or nearby category+9.5%24.5%0.49−37.6%+95.1%0.02—
76
SFMSprouts Farmers Market, Inc. · Grocery Stores
Whole market+23.8%40.3%0.74−65.2%+202%0.02—
77
ERIEErie Indemnity Company · Property & Casualty Insurance
Whole market+6.3%31.4%0.35−60.9%+200%0.05—
78
NYTThe New York Times Company · Media
Whole market+6.2%30.6%0.35−49.9%+559%0.19—
79
GENGen Digital Inc. · Cybersecurity
Whole market+0.4%32.9%0.18−48.4%+107%0.14—
80
NFGNational Fuel Gas Company · Oil & Gas
Whole market+9.8%22.1%0.53−44.3%+113%-0.04—
81
VIRTVirtu Financial, Inc. · Capital Markets
Whole market+20.8%33.8%0.73−56.2%+545%0.25—
82
USLMUnited States Lime & Minerals, Inc. · Construction Materials
Whole market+35.6%36.1%1.03−45.9%+803%0.14—
83
VVisa Inc. · Payment Processing
Whole market+12.8%22.9%0.64−36.4%+429%0.20—
84
GEGE Aerospace · Aerospace & Defense
Whole market+36.0%31.0%1.15−80.9%+139%0.28—
85
FTGCFirst Trust Global Tactical Commodity Strategy Fund · Alternatives
Whole market+12.9%15.6%0.86−35.9%+139%0.100.98%
86
DXJWisdomTree Japan Hedged Equity Fund · International Equity
Whole market+26.6%19.1%1.34−39.1%+428%0.200.48%
87
LVHIFranklin International Low Volatility High Dividend Index ETF · International Equity
Whole market+17.0%11.1%1.48−32.4%+194%0.200.40%
88
FTLSFirst Trust Long/Short Equity ETF · Broad Market
Whole market+10.2%10.4%0.99−20.6%+158%0.400.95%
89
CSWCSW Industrials, Inc. · Industrial Products
Whole market+17.1%34.4%0.63−46.2%+867%0.29—
90
PTLCPacer Trendpilot US Large Cap ETF · Broad Market
Whole market+9.5%11.8%0.83−26.6%+188%0.360.60%
91
KOThe Coca-Cola Company · Food & Beverages
Whole market+14.7%16.8%0.91−37.0%+204%0.10—
92
BALTInnovator Defined Wealth Shield ETF · Crypto
Whole market+6.3%3.3%1.85−4.9%—0.330.69%
93
CVXChevron Corporation · Integrated Oil & Gas
Whole market+19.5%25.2%0.84−55.8%+238%0.21—
94
CATCaterpillar Inc. · Industrial Machinery
Whole market+31.1%31.9%1.01−43.4%+936%0.44—
95
BAHBooz Allen Hamilton Holding Corporation · Business Services
Whole market+0.4%32.6%0.18−66.6%+197%0.10—
96
RLIRLI Corp. · Property & Casualty Insurance
Whole market+8.1%23.9%0.45−43.5%+206%-0.04—
97
ASMLASML Holding N.V. · Semiconductor Equipment
Whole market+17.4%43.4%0.59−56.9%+1,628%0.34—
98
NICNicolet Bankshares, Inc. · Banks - Regional
Whole market+19.0%30.1%0.73−44.3%+344%0.19—
99
AORiShares Core 60/40 Balanced Allocation ETF · Multi-Asset
Whole market+6.4%10.7%0.64−23.0%+118%0.410.20%
100
MUFGMitsubishi UFJ Financial Group, Inc. · Banks
Whole market+33.2%29.4%1.13−54.9%+483%0.09—

ILMN against its popular alternatives

The investments people most often weigh against ILMN, compared period by period and year by year.

How do ILMN's risk and return compare with its alternatives?

This map plots each investment's annual return over the past 5 years against its volatility, the size of its typical price swings. Investments toward the upper left earned more for a smoother ride, and those toward the lower right earned less for a rougher one. The dashed lines cross at ILMN, which divides the map into what did better or worse on each measure.

Green points earned more than ILMN with less volatility; red points earned less with more. Hover over a point for its figures. Total returns with dividends reinvested, annualized.

10.0%20.0%30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%−40.0%−30.0%−20.0%−10.0%0.0%10.0%20.0%30.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilityILMN: −7.8% a year, volatility 46.9%SPY (S&P 500): 12.7% a year, volatility 17.1%RVTY: −2.2% a year, volatility 35.1%TMO: 2.9% a year, volatility 27.8%A: 2.6% a year, volatility 30.6%DHR: −3.8% a year, volatility 29.1%WAT: 4.5% a year, volatility 33.9%BRKR: −6.3% a year, volatility 44.3%QGEN: 0.6% a year, volatility 26.9%CRSP: −12.7% a year, volatility 60.9%TXG: −15.1% a year, volatility 70.8%PACB: −40.0% a year, volatility 97.0%NTLA: −38.0% a year, volatility 78.0%SOPH: −17.1% a year, volatility 81.6%CDNA: −0.8% a year, volatility 79.5%TWST: 3.9% a year, volatility 78.3%NTRA: 29.3% a year, volatility 57.6%GH: 8.8% a year, volatility 67.9%TECH: −10.2% a year, volatility 39.4%BIO: −13.9% a year, volatility 37.9%AVTR: −15.5% a year, volatility 41.0%ILMNSPY (S&P 500)RVTYTMODHRWATBRKRQGENCRSPTXGPACBNTLASOPHCDNATWSTNTRAGHTECHBIO0.0%20.0%40.0%60.0%80.0%100%−40.0%−20.0%0.0%20.0%40.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilityILMN: −7.8% a year, volatility 46.9%SPY (S&P 500): 12.7% a year, volatility 17.1%RVTY: −2.2% a year, volatility 35.1%TMO: 2.9% a year, volatility 27.8%A: 2.6% a year, volatility 30.6%DHR: −3.8% a year, volatility 29.1%WAT: 4.5% a year, volatility 33.9%BRKR: −6.3% a year, volatility 44.3%QGEN: 0.6% a year, volatility 26.9%CRSP: −12.7% a year, volatility 60.9%TXG: −15.1% a year, volatility 70.8%PACB: −40.0% a year, volatility 97.0%NTLA: −38.0% a year, volatility 78.0%SOPH: −17.1% a year, volatility 81.6%CDNA: −0.8% a year, volatility 79.5%TWST: 3.9% a year, volatility 78.3%NTRA: 29.3% a year, volatility 57.6%GH: 8.8% a year, volatility 67.9%TECH: −10.2% a year, volatility 39.4%BIO: −13.9% a year, volatility 37.9%AVTR: −15.5% a year, volatility 41.0%ILMNSPY (S&P 500)RVTYTMOADHRBRKRQGENCRSPTXGPACBNTLASOPHCDNATWSTNTRAGHTECHBIOAVTR
All figures
InvestmentAnnual returnVolatility
NTRA Natera, Inc.+29.3%57.6%
SPY S&P 500State Street SPDR S&P 500 ETF+12.7%17.1%
GH Guardant Health, Inc.+8.8%67.9%
WAT Waters Corporation+4.5%33.9%
TWST Twist Bioscience Corporation+3.9%78.3%
TMO Thermo Fisher Scientific Inc.+2.9%27.8%
A Agilent Technologies, Inc.+2.6%30.6%
QGEN Qiagen N.V.+0.6%26.9%
CDNA CareDx, Inc−0.8%79.5%
RVTY Revvity, Inc.−2.2%35.1%
DHR Danaher Corporation−3.8%29.1%
BRKR Bruker Corporation−6.3%44.3%
ILMN This pageIllumina, Inc.−7.8%46.9%
TECH Bio-Techne Corporation−10.2%39.4%
CRSP CRISPR Therapeutics AG−12.7%60.9%
BIO Bio-Rad Laboratories, Inc.−13.9%37.9%
TXG 10x Genomics, Inc.−15.1%70.8%
AVTR Avantor, Inc.−15.5%41.0%
SOPH SOPHiA GENETICS S.A.−17.1%81.6%
NTLA Intellia Therapeutics, Inc.−38.0%78.0%
PACB Pacific Biosciences of California, Inc.−40.0%97.0%
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Has ILMN consistently beaten its popular alternatives?

This section compares ILMN with the investments people most often weigh against it, checking each one over eight periods from one month to ten years. Counting how often an alternative earned more than ILMN helps separate lasting outperformance from a single strong stretch.

A green cell means the alternative earned more than ILMN over that period. "Qualified" marks those that did so in at least 3 of 5 short-term periods and 2 of 3 long-term periods.

InvestmentPeriods outperformed Short termLong termRisk · 5 yearsFund
1M3M6MYTD1Y3Y5Y10YVolatilitylower is calmerSharpehigher is betterWorst declinepast 10 yearsExpenseAssetsOverlapsame sectors
ILMN Illumina, Inc. (this page)—+12.2%+45.1%+102%+99.4%+169%+130%−33.3%+93.0%46.9%0.06−86.2%—$40B—
CDNA QualifiedCareDx, Inc5/5 short3/3 longAll-weather+27.4%+80.3%+225%+262%+355%+1,203%−3.8%+1,634%79.5%0.39−94.9%—$3.6B—
TWST QualifiedTwist Bioscience Corporation4/5 short2/3 long−13.9%+63.2%+131%+341%+336%+752%+21.2%—78.3%0.44−94.5%—$9.4B—
NTRA Medical - Diagnostics & ResearchNatera, Inc.1/5 short3/3 long+9.5%+54.6%+95.4%+77.4%+115%+896%+261%+3,841%57.6%0.74−77.7%—$59B—
RVTY Medical - Diagnostics & ResearchRevvity, Inc.1/5 short2/3 long+8.6%+46.6%+67.8%+59.3%+64.0%+54.6%−10.6%+203%35.1%0.11−59.0%—$17B—
TMO Medical - Diagnostics & ResearchThermo Fisher Scientific Inc.0/5 short2/3 long+4.3%+30.7%+30.9%+16.3%+26.8%+49.5%+15.1%+366%27.8%0.24−40.9%—$254B—
A Medical - Diagnostics & ResearchAgilent Technologies, Inc.0/5 short2/3 long+7.1%+33.1%+43.6%+26.4%+22.0%+62.1%+13.8%+306%30.6%0.24−43.2%—$49B—
DHR Medical - Diagnostics & ResearchDanaher Corporation0/5 short2/3 long+4.0%+11.6%+15.0%−2.2%+8.3%+10.8%−17.6%+232%29.1%0.01−43.8%—$157B—
WAT Medical - Diagnostics & ResearchWaters Corporation0/5 short2/3 long+4.5%+23.9%+31.9%+15.9%+29.0%+74.6%+24.4%+182%33.9%0.30−44.3%—$43B—
BRKR Medical - DevicesBruker Corporation0/5 short2/3 long−9.2%−0.3%+36.3%+16.6%+47.4%−5.0%−27.7%+171%44.3%0.08−68.7%—$8.5B—
QGEN Medical - Diagnostics & ResearchQiagen N.V.0/5 short2/3 long+9.2%+20.8%+20.2%+8.7%+6.3%+45.9%+3.0%+111%26.9%0.15−41.4%—$10B—
GH Medical - Diagnostics & ResearchGuardant Health, Inc.0/5 short2/3 long−6.5%+9.8%+78.5%+59.8%+132%+534%+52.8%—67.9%0.46−91.0%—$22B—
CRSP BiotechnologyCRISPR Therapeutics AG0/5 short1/3 long−14.5%+6.2%−13.5%−7.2%−32.6%+29.2%−49.3%+258%60.9%0.08−85.1%—$4.8B—
TECH BiotechnologyBio-Techne Corporation0/5 short1/3 long+0.2%+1.4%+20.2%+22.2%+16.7%+15.1%−41.4%+191%39.4%-0.08−67.2%—$11B—
BIO Medical - DevicesBio-Rad Laboratories, Inc.0/5 short1/3 long−6.0%+17.4%+16.9%+16.1%+10.1%+14.1%−52.5%+115%37.9%-0.21−73.8%—$9.5B—
TXG Biotechnology10x Genomics, Inc.4/5 short0/3 long−9.7%+65.3%+191%+330%+444%+81.2%−55.8%—70.8%0.12−96.5%—$9.3B—
GRAL Medical - Diagnostics & ResearchGRAIL Inc.3/5 short0/3 long+15.5%+80.9%+143%+40.3%+35.7%—————−62.9%—$5.6B—
PACB Medical - DevicesPacific Biosciences of California, Inc.1/5 short0/3 long+44.1%+44.1%+12.6%+6.5%−1.0%−73.5%−92.2%−77.9%97.0%-0.04−98.2%—$609M—
AVTR Medical - Instruments & SuppliesAvantor, Inc.1/5 short0/3 long+10.1%+55.9%+95.5%+45.0%+9.5%−19.1%−56.9%—41.0%-0.20−83.2%—$11B—
NTLA BiotechnologyIntellia Therapeutics, Inc.0/5 short0/3 long−3.1%+8.4%−22.2%+28.6%−57.7%−55.6%−90.8%−5.0%78.0%-0.22−96.5%—$1.7B—
SOPH Medical - Healthcare Information ServicesSOPHiA GENETICS S.A.0/5 short0/3 long−15.9%+9.5%+33.5%+48.4%+65.4%+128%−60.9%—81.6%0.17−91.3%—$590M—
TEM Medical - Healthcare Information ServicesTempus AI, Inc.0/5 short0/3 long−14.5%+37.9%+17.6%+7.0%−27.8%—————−59.8%—$12B—
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How did ILMN do year by year?

This table shows each investment's total return in every full calendar year since 2001, along with where ILMN ranked among its popular alternatives each year. Annual results reveal how consistently each one kept pace with ILMN and how far its good and bad years diverged, detail that multiyear averages tend to smooth over.

Newest year first. Green marks a year in which the fund came out ahead of ILMN; gray means the two finished within a fraction of a point. The rank row places ILMN among the alternatives that traded the full year; dark green is the top quarter and red the bottom quarter.

InvestmentYears ahead of ILMN2025202420232022202120202019201820172016201520142013201220112010200920082007200620052004200320022001
ILMN This pageIllumina, Inc.—−1.8%−1.3%−31.1%−46.9%+2.8%+11.5%+10.6%+37.3%+70.7%−33.3%+4.0%+66.9%+99.0%+82.4%−51.9%+106%+17.8%−12.1%+50.8%+179%+48.6%+34.4%+109%−71.3%−26.9%
Rank among alternativesTop quarter in 12 of 2514 of 2210 of 2020 of 2011 of 2013 of 1917 of 1912 of 174 of 152 of 1511 of 139 of 121 of 112 of 111 of 1110 of 111 of 109 of 102 of 103 of 101 of 101 of 102 of 103 of 108 of 105 of 10
SPY S&P 500State Street SPDR S&P 500 ETF12 of 25+17.7%+24.9%+26.2%−18.2%+28.7%+18.3%+31.2%−4.6%+21.7%+12.0%+1.2%+13.5%+32.3%+16.0%+1.9%+15.1%+26.4%−36.8%+5.1%+15.9%+4.8%+10.7%+28.2%−21.6%−11.7%
CDNA CareDx, Inc5 of 11−12.0%+78.4%+5.2%−74.9%−37.2%+236%−14.2%+243%+172%−57.8%−11.7%——————————————
TWST Twist Bioscience Corporation3 of 7−31.7%+26.1%+54.8%−69.2%−45.2%+573%−9.0%——————————————————
NTRA Natera, Inc.7 of 10+44.7%+153%+55.9%−57.0%−6.2%+195%+141%+55.3%−23.2%+8.4%———————————————
RVTY Revvity, Inc.10 of 25−13.1%+2.4%−21.9%−30.1%+40.4%+48.2%+24.0%+7.8%+40.8%−2.1%+23.2%+6.8%+31.0%+60.4%−21.6%+27.1%+50.6%−45.9%+18.4%−4.5%+6.2%+33.9%+112%−75.7%−32.7%
TMO Thermo Fisher Scientific Inc.12 of 25+11.8%−1.7%−3.4%−17.3%+43.5%+43.7%+45.6%+18.2%+35.0%−0.1%+13.8%+13.1%+75.8%+43.2%−18.8%+16.1%+40.0%−40.9%+27.4%+50.3%−0.2%+19.8%+25.3%−15.7%+5.6%
A Agilent Technologies, Inc.10 of 25+1.9%−2.7%−6.4%−5.5%+35.5%+39.8%+27.5%+1.7%+48.3%+10.2%+3.5%+0.8%+41.1%+18.4%−15.7%+33.4%+98.7%−57.4%+5.4%+11.1%+38.1%−17.6%+62.8%−37.0%−47.9%
DHR Danaher Corporation13 of 25+0.4%−0.4%−1.2%−19.0%+48.6%+45.4%+49.5%+11.8%+20.0%+73.2%+9.3%+11.6%+38.3%+19.1%−0.1%+25.7%+33.0%−35.4%+21.3%+30.1%−2.7%+25.3%+39.7%+9.1%−11.7%
WAT Waters Corporation13 of 25+2.4%+12.7%−3.9%−8.1%+50.6%+5.9%+23.9%−2.4%+43.8%−0.1%+19.4%+12.7%+14.8%+17.6%−4.7%+25.4%+69.1%−53.6%+61.5%+29.5%−19.2%+41.1%+52.3%−43.8%−53.6%
BRKR Bruker Corporation9 of 25−19.3%−20.0%+7.8%−18.3%+55.3%+6.6%+71.8%−12.8%+62.7%−12.2%+23.7%−0.8%+29.8%+22.7%−25.2%+37.7%+199%−69.7%+77.1%+54.5%+20.7%−11.5%−6.4%−70.3%−30.6%
QGEN Qiagen N.V.11 of 25+12.5%+2.6%−12.9%−10.3%+5.2%+56.4%−1.9%+11.4%+10.7%+1.3%+17.8%−1.5%+31.2%+31.4%−29.3%−12.4%+27.1%−16.5%+39.1%+28.8%+7.3%−8.5%+131%−72.1%−46.3%
GH Guardant Health, Inc.5 of 7+234%+12.9%−0.5%−72.8%−22.4%+64.9%+108%——————————————————
CRSP CRISPR Therapeutics AG4 of 9+33.2%−37.1%+54.0%−46.4%−50.5%+151%+113%+21.7%+15.9%————————————————
TECH Bio-Techne Corporation10 of 25−17.9%−6.3%−6.5%−35.7%+63.4%+45.4%+52.7%+12.6%+27.5%+15.8%−1.3%−1.1%+40.9%+1.9%+5.5%−2.5%+8.0%−1.9%+19.2%−1.2%+44.3%+2.8%+32.5%−22.4%+2.0%
BIO Bio-Rad Laboratories, Inc.12 of 25−7.8%+1.7%−23.2%−44.4%+29.6%+57.5%+59.4%−2.7%+30.9%+31.5%+15.0%−2.5%+17.7%+9.4%−7.5%+7.7%+28.1%−27.3%+25.6%+26.1%+14.1%−0.5%+49.0%+22.3%+99.1%
TXG 10x Genomics, Inc.4 of 6+13.6%−74.3%+53.6%−75.5%+5.2%+85.7%———————————————————
GRAL GRAIL Inc.1 of 1+379%————————————————————————
PACB Pacific Biosciences of California, Inc.6 of 15+2.2%−81.3%+19.9%−60.0%−21.1%+405%−30.5%+180%−30.5%−71.1%+67.5%+49.9%+208%−39.3%−82.4%——————————
AVTR Avantor, Inc.3 of 6−45.6%−7.7%+8.3%−50.0%+49.7%+55.1%———————————————————
NTLA Intellia Therapeutics, Inc.3 of 9−22.9%−61.8%−12.6%−70.5%+117%+271%+7.5%−29.0%+46.6%————————————————
SOPH SOPHiA GENETICS S.A.2 of 4+52.1%−34.8%+129%−85.4%—————————————————————
TEM Tempus AI, Inc.1 of 1+74.9%————————————————————————
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Risk and diversification

How ILMN has fallen, how it held up in crashes beside the S&P 500 and its popular alternatives, and what moves independently of it.

What were ILMN's worst declines?

A drawdown is the decline from a peak to the lowest point before a new high. This section presents ILMN's five deepest drawdowns since it began trading in 2000, alongside the S&P 500's return over the same dates, and how long each took to recover. Together, these figures show how much an investor could have lost and how long it took to get back to even.

Green means ILMN fell less than the S&P 500 over the same dates. Based on daily closing prices with dividends reinvested.

DuringILMN fellS&P 500, same datesPeakLowTime to the lowBack at the peakTime to recover
Dot-com bust−96.1%−43.1%Sep 2000Mar 20032.5 yearsJul 20074.3 years
2022 bear market−86.2%+17.2%Aug 2021Apr 20253.7 yearsNot yet—
2011 euro debt crisis−66.7%−7.7%Jul 2011Dec 20115 monthsJul 201319 months
2008 financial crisis−57.9%−38.6%Aug 2008Nov 20083 monthsAug 201021 months
2015 China and oil sell-off−49.2%+8.5%Jul 2015Dec 201617 monthsJan 201813 months

How did ILMN do in stock market crashes?

This section measures how far ILMN, the S&P 500 and each alternative fell from peak to trough during every major market crash since 2000. A smaller decline means an investment held up better, and comparing results across crashes shows whether that resilience was consistent or a one-off.

Note: ILMN began trading on July 28, 2000, so its row reads "Not yet trading" for the dot-com bust. The older alternatives and the S&P 500 show how those crashes played out.

Newest crash first. Each figure is the fund's deepest fall within the crash window; green means a smaller fall than ILMN.

InvestmentHeld up better2023 regional bank crisisMar 20232022 bear marketJan 2022Covid crashFeb 2020Late-2018 sell-offSep 2018February 2018 volatility shockFeb 20182015 China and oil sell-offAug 20152011 euro debt crisisJul 20112010 flash crashMay 20102008 financial crisisOct 2007Dot-com bustMar 2000
ILMN This pageIllumina, Inc.—−6.7%−58.2%−31.0%−25.8%−5.3%−36.1%−48.7%−1.9%−57.9%Not yet trading
SPY S&P 500State Street SPDR S&P 500 ETF6 of 9−3.4%−24.5%−33.7%−19.3%−6.5%−12.8%−17.9%−1.5%−55.2%−47.5%
CDNA CareDx, Inc1 of 6−10.8%−65.3%−50.6%−33.7%−2.9%−42.7%————
TWST Twist Bioscience Corporation0 of 3−12.7%−66.0%−43.9%———————
NTRA Natera, Inc.1 of 6−6.2%−68.0%−57.0%−51.1%−11.2%−61.5%————
RVTY Revvity, Inc.5 of 9−3.2%−38.1%−29.3%−26.1%−7.7%−23.6%−31.2%−3.4%−62.6%−91.6%
TMO Thermo Fisher Scientific Inc.7 of 9−2.4%−19.8%−24.8%−17.2%−8.7%−14.7%−24.4%−3.6%−53.9%−41.8%
A Agilent Technologies, Inc.6 of 9−3.7%−25.3%−25.8%−16.1%−8.7%−17.6%−37.3%−4.2%−67.6%−92.4%
DHR Danaher Corporation8 of 9−3.2%−22.8%−25.9%−13.4%−9.8%−14.0%−21.8%−0.6%−45.7%−33.7%
WAT Waters Corporation6 of 9−1.6%−26.3%−25.3%−14.7%−9.7%−16.6%−26.4%−3.4%−60.7%−80.1%
BRKR Bruker Corporation5 of 9−2.5%−38.0%−36.2%−24.1%−13.4%−19.9%−39.0%−5.5%−80.2%—
QGEN Qiagen N.V.7 of 9−0.4%−21.3%−12.4%−14.0%−7.0%−27.8%−25.9%−2.6%−45.1%−92.1%
GH Guardant Health, Inc.0 of 3−13.4%−70.6%−33.5%———————
CRSP CRISPR Therapeutics AG1 of 5−9.8%−41.0%−42.0%−51.1%−16.3%—————
TECH Bio-Techne Corporation8 of 9−3.6%−39.6%−23.5%−34.8%−4.5%−24.9%−18.8%−0.4%−43.8%−69.6%
BIO Bio-Rad Laboratories, Inc.7 of 9−1.9%−45.3%−21.8%−29.7%−8.0%−18.1%−25.4%−0.5%−50.9%−29.1%
TXG 10x Genomics, Inc.0 of 3−8.1%−81.1%−43.1%———————
PACB Pacific Biosciences of California, Inc.1 of 7−6.7%−79.3%−47.4%−28.1%−10.0%−34.7%−75.2%———
AVTR Avantor, Inc.2 of 3−6.2%−50.5%−53.9%———————
NTLA Intellia Therapeutics, Inc.0 of 5−11.0%−66.1%−38.3%−60.4%−9.6%—————
SOPH SOPHiA GENETICS S.A.1 of 20.0%−84.4%————————
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How closely does ILMN move with the S&P 500?

Upside capture measures how much of the S&P 500's gains an investment kept in the months the market rose, and downside capture how much of its losses it took in the months the market fell. An investment that captures more of the gains than the losses has compounded ahead of the market over time. This section compares ILMN with its popular alternatives on both measures, and on beta (how strongly each has moved with the market), over the past 10 years.

Monthly total returns over the past 10 years, measured against SPY. 100% capture or a beta of 1.00 means moving in line with the S&P 500. Green marks a better figure than ILMN's: more upside, less downside or a higher capture ratio. Sorted by capture ratio.

InvestmentUpside captureDownside captureCapture ratioBeta
ILMN This pageIllumina, Inc.120%200%0.601.19
NTRA Natera, Inc.169%82%2.061.40
CDNA CareDx, Inc186%161%1.161.56
DHR Danaher Corporation84%84%1.010.75
TMO Thermo Fisher Scientific Inc.104%104%1.000.81
A Agilent Technologies, Inc.120%141%0.851.13
WAT Waters Corporation107%139%0.771.01
RVTY Revvity, Inc.111%146%0.761.10
BRKR Bruker Corporation121%160%0.751.27
QGEN Qiagen N.V.62%83%0.750.45
TECH Bio-Techne Corporation120%162%0.741.23
BIO Bio-Rad Laboratories, Inc.104%146%0.710.99
NTLA Intellia Therapeutics, Inc.139%283%0.492.00
PACB Pacific Biosciences of California, Inc.76%234%0.331.70
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What diversifies ILMN?

Correlation measures how closely two investments move together, on a scale from 1 (in lockstep) through 0 (unrelated) to -1 (in opposite directions). This section lists large ETFs and stocks whose returns have had a low correlation with ILMN's. Because such investments tend not to fall at the same time, pairing ILMN with them can reduce a portfolio's overall swings.

Only ETFs with at least $1.0B in assets and stocks worth at least $10B, with a correlation below 0.5 over the past 5 years and a positive return, are included, ranked by Sharpe ratio; funds that hold the same thing are shown once. The year columns are the years in which ILMN lost money. The last two columns show a portfolio that is 80% ILMN and 20% the other investment, rebalanced monthly.

ETFs

InvestmentCorrelation5Y returnSharpe20252024202320222016201120082002200180/20 mix volatility80/20 mix annual return
ILMN Illumina, Inc. (this page)1.00−33.3%0.06−1.8%−1.3%−31.1%−46.9%−33.3%−51.9%−12.1%−71.3%−26.9%46.8%−7.0%
LVHI InternationalFranklin International Low Volatility High Dividend Index ETF0.20+119%1.48+27.1%+15.9%+17.4%+3.8%—————37.8%−1.0%
DXJ InternationalWisdomTree Japan Hedged Equity Fund0.20+225%1.34+32.8%+29.8%+42.0%+6.0%+1.1%−16.1%−20.8%——38.0%+0.6%
EMLP Broad MarketFirst Trust North American Energy Infrastructure Fund0.14+101%1.04+9.7%+33.4%+8.0%+10.4%+29.8%————38.0%−1.2%
HDV Dividend & IncomeiShares Core High Dividend ETF0.26+83.3%1.00+11.9%+14.1%+1.8%+7.1%+15.9%————38.3%−1.9%
SMH TechnologyVanEck Semiconductor ETF0.38+323%0.97+49.2%+39.1%+73.4%−33.5%+35.6%+6.8%−44.7%−47.0%−14.6%40.6%+2.3%
DBEF InternationalXtrackers MSCI EAFE Hedged Equity ETF0.35+85.0%0.96+23.1%+13.4%+20.1%−5.1%+6.3%————38.3%−1.7%
GLD CommoditiesSPDR Gold Shares0.02+126%0.96+63.7%+26.7%+12.7%−0.8%+8.0%+9.6%+4.9%——37.6%−0.5%
SPMO Broad MarketInvesco S&P 500 Momentum ETF0.38+136%0.93+26.6%+45.8%+17.6%−10.4%+7.4%————39.2%−0.4%

Stocks

InvestmentCorrelation5Y returnSharpe20252024202320222016201120082002200180/20 mix volatility80/20 mix annual return
ILMN Illumina, Inc. (this page)1.00−33.3%0.06−1.8%−1.3%−31.1%−46.9%−33.3%−51.9%−12.1%−71.3%−26.9%46.8%−7.0%
CAH Medical - DistributionCardinal Health, Inc.0.18+479%1.55+76.3%+19.0%+34.1%+54.1%−17.5%+8.1%−39.6%−8.3%−2.5%38.8%+2.6%
CLS Hardware, Equipment & PartsCelestica Inc.0.31+3,143%1.47+220%+215%+160%+1.3%+7.4%−24.4%−20.5%−65.1%−25.6%42.5%+12.9%
FIX Engineering & ConstructionComfort Systems USA, Inc.0.30+1,636%1.46+121%+107%+79.6%+17.0%+18.3%−17.0%−15.2%−9.4%+73.7%41.0%+9.7%
MCK Medical - DistributionMcKesson Corporation-0.06+413%1.44+44.5%+23.7%+24.1%+51.8%−28.3%+11.8%−40.4%−27.2%+4.9%37.4%+2.5%
MPC Oil & Gas Refining & MarketingMarathon Petroleum Corporation0.18+690%1.41+19.2%−4.0%+30.4%+86.6%+0.7%————39.1%+4.4%
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Common questions

What was ILMN's worst drawdown?

ILMN's deepest decline since it began trading in 2000 was 96.1%, from September 2000 to March 2003. It took about four years from the low to climb back to its old high.

What were ILMN's best and worst years?

Over 25 full calendar years, ILMN's best year was 2006, when it returned 179%. Its worst was 2002, with a return of -71.3%.

Is there a better investment than ILMN?

Among ILMN's popular alternatives, TMO, WAT and A earned more than ILMN with less volatility over the past 5 years. TMO returned 2.9% a year at 27.8% volatility, against a loss of 7.8% a year at 46.9%. Looking beyond its popular alternatives, LLY (pharmaceuticals) and JNJ (pharmaceuticals) earned more than ILMN with less volatility over the past 5 years. LLY returned 40.7% a year at 32.8% volatility, against a loss of 7.8% a year at 46.9%.

Is ILMN more volatile than the S&P 500?

Yes. ILMN's volatility over the past 5 years was 46.9%, 2.7 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, ILMN's return lands within 46.9% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump.

What is ILMN's Sharpe ratio?

ILMN's Sharpe ratio over the past 5 years was 0.06, against 0.79 for the S&P 500, so ILMN earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings.

How correlated is ILMN with the S&P 500?

Over the past 5 years, ILMN's monthly returns had a correlation of 0.47 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They often move together: some diversification next to an index fund, but not a cushion. In the table, the correlation column measures each option against ILMN instead: the lower it is, the more that option would diversify a ILMN holding.

What are the best alternatives to ILMN?

Of the 21 popular alternatives we compared, two outperformed ILMN in at least 3 of 5 short-term and 2 of 3 long-term timeframes, with dividends reinvested: CDNA and TWST.

Did ILMN outperform the S&P 500?

ILMN finished ahead of the S&P 500 (SPY) in 13 of 25 full calendar years. In 2025, it returned -1.8%, against +17.7% for the index.

How did ILMN do in stock market crashes?

ILMN fell less than the S&P 500 (SPY) in two of the nine major crashes it has traded through, and further in six. The clearest case was the 2022 bear market, when ILMN fell 58.2% and the S&P 500 fell 24.5%.

What diversifies ILMN?

These had a low correlation with ILMN over the past 5 years and still earned a positive 5-year return: among large ETFs, LVHI (correlation 0.20), DXJ (correlation 0.20) and EMLP (correlation 0.14); among large stocks, CAH (correlation 0.18), CLS (correlation 0.31) and FIX (correlation 0.30). A correlation near zero means the two have moved largely independently.

How we measure

More research

Popular alternatives to ILMN

Other stocks and ETFs