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Correlation Analysis

Illumina Inc vs Walmart Inc. Common Stock

ILMN vs WMT

-0.587

Moderate inverse

When one moves up, the other tends to move down.

ILMN logo

Illumina Inc

ILMN

Illumina provides tools and services to analyze genetic material with life science and clinical lab applications. The company generates over 90% of its revenue from sequencing instruments, consumables, and services. Illumina's high-throughput technology enables whole genome sequencing in humans and other large organisms. Its lower throughput tools enable applications that require smaller data outputs, such as viral and cancer tumor screening. Illumina also sells microarrays (9% of 2024 sales) that enable lower-cost, focused genetic screening with primarily consumer and agricultural applications.

Market cap 19.5B · 8,650 employees

WMT logo

Walmart Inc. Common Stock

WMT

Since its founding in 1962, Walmart has become the world's largest retailer, operating over 10,700 stores globally (including 4,600 namesake locations on its home turf and another 600 Sam's Club outlets) and growing its e-commerce presence, attracting 270 million customers weekly. In aggregate, the firm posted more than $680 billion in fiscal 2025 sales. Its core operations span three reporting segments: Walmart US (68% of fiscal 2025 sales), Walmart International (18%), and Sam's Club (14%). Within the US, nearly 60% of its $465 billion in fiscal 2025 revenue came from its grocery offerings, with another quarter from general merchandise. Internationally, Walmart's operations are concentrated in Mexico, though it also has budding exposure to India.

Market cap 1T

Apr 9, 2021 — Apr 7, 2026Daily1,254 data pointsStockStockConsumer

Time Series

Relative Performance

Green: ILMNGray: WMT36 of 1,254 points (sampled)

Who Moves First

ILMN leads WMT by 6 days

ILMN tends to move before WMT.

After testing 13 timing shifts, the strongest relationship was -0.589 (they moved in opposite directions).

Do They Crash Together?

Correlation by Market Regime

How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.

Both Rising

+0.344

13 periods · Return correlation when both series rose

Both Falling

+0.003

6 periods · Return correlation when both series fell

Diverging

-0.354

16 periods · Return correlation when series moved apart

R-Squared

34.5%

Share of variance in one series explained by the other.

Trend Agreement

57.0%

How often both series moved in the same direction period-to-period.

Overlap Quality

1,254

Deep shared window — 1,254 usable pairs.

Significance

p < 0.001

95% CI: [-0.622, -0.550]

Scatter

XY Regression

4110020030040050052034.7406080100120140141Illumina IncWalmart Inc. Common StockData pointsFit (r = -0.587)

Pipeline

Data quality details

Pipeline Summary

1,254 paired data points survived the daily window.

Raw input

1,254

1,254

Normalized

1,254

1,254

Prepared

1,254

1,254

Aligned

1,254

1,254

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

0

A: 0 / B: 0

Series A

ILMN logo

Illumina Inc

ILMN

Market cap 19.5B · 8,650 employees

Stock · 1,254 raw → 1,254 prepared

Series B

WMT logo

Walmart Inc. Common Stock

WMT

Market cap 1T

Stock · 1,254 raw → 1,254 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

9

Estimated crossover points between normalized spreads.

Slope

-0.1265

Linear regression slope.

Intercept

92.3466

Linear regression intercept.

Related Extremes

Highest and Lowest Correlated

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