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. Data as of 2026-11-05.
| Last close price | $208.00 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +22.39% |
| Total return over period | +82.88% |
| Annualized volatility | 47.02% |
| Period volatility | 81.27% |
| Period T-bill | 12.39% |
| Sharpe ratio | 0.87 |
| Sortino ratio | 1.31 |
| Max drawdown | -54.69% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.12% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $70.30 – $293.69 |
| Trading days analyzed | 753 |
Over the last 3.0 years, Illumina, Inc. (ILMN) has posted an annualized return of +22.39% with annual volatility of 47.02%, a Sharpe ratio of 0.87. 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.
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Is it part of the S&P 500?
Yes, Illumina, Inc. (ILMN) is of the S&P 500.
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