Illumina, Inc. (ILMN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Illumina, Inc., a component of the S&P 500 in the Health Care sector. Data as of 2026-09-21.
| Last close price | $239.62 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +23.18% |
| Total return over period | +85.99% |
| Annualized volatility | 44.92% |
| Period volatility | 77.50% |
| Sharpe ratio | 0.95 |
| Sortino ratio | 1.49 |
| Max drawdown | -54.69% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.59% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $70.30 – $245.18 |
| Trading days analyzed | 750 |
Over the last 3.0 years, Illumina, Inc. (ILMN) has posted an annualized return of +23.18% with annual volatility of 44.92%, a Sharpe ratio of 0.95. Its worst stretch (max drawdown from a peak) was -54.69%. Its correlation with the S&P 500 is 0.36, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ILMN would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with ILMN →
Other Health Care stocks
Is it part of the S&P 500?
Yes, Illumina, Inc. (ILMN) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio