CPB vs. DGX
CPB (Campbell Soup Company) and DGX (Quest Diagnostics Incorporated) are both stocks. CPB operates in Packaged Foods (Consumer Defensive), while DGX operates in Diagnostics & Research (Healthcare). Over the past 10 years, CPB returned -7.06%/yr vs 12.00%/yr for DGX. At a 0.24 correlation, their price movements are largely independent.
Performance
CPB vs. DGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CPB achieves a -20.34% return, which is significantly lower than DGX's 14.66% return. Over the past 10 years, CPB has underperformed DGX with an annualized return of -7.06%, while DGX has yielded a comparatively higher 12.00% annualized return.
CPB
- 1D
- -0.88%
- 1M
- 3.12%
- YTD
- -20.34%
- 6M
- -26.10%
- 1Y
- -34.01%
- 3Y*
- -19.10%
- 5Y*
- -10.79%
- 10Y*
- -7.06%
DGX
- 1D
- -1.54%
- 1M
- 5.24%
- YTD
- 14.66%
- 6M
- 9.44%
- 1Y
- 15.16%
- 3Y*
- 15.88%
- 5Y*
- 11.27%
- 10Y*
- 12.00%
CPB vs. DGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPB Campbell Soup Company | -20.34% | -30.47% | 0.09% | -21.45% | 34.84% | -7.19% | 0.72% | 55.19% | -29.12% | -18.30% |
DGX Quest Diagnostics Incorporated | 14.66% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
Correlation
The correlation between CPB and DGX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 1996 | 0.24 |
Fundamentals
CPB:
$6.43B
DGX:
$22.09B
CPB:
$2.03
DGX:
$9.10
CPB:
10.57
DGX:
21.67
CPB:
0.65
DGX:
1.97
CPB:
1.60
DGX:
3.00
CPB:
$9.93B
DGX:
$11.28B
CPB:
$2.86B
DGX:
$3.75B
CPB:
$1.42B
DGX:
$1.98B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CPB vs. DGX — Risk / Return Rank
CPB
DGX
CPB vs. DGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Soup Company (CPB) and Quest Diagnostics Incorporated (DGX). 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.
| CPB | DGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.14 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 1.32 | -2.20 |
| Martin ratioReturn relative to average drawdown | -1.65 | 2.74 | -4.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CPB | DGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.18 | 0.67 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | 0.52 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.28 | 0.51 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.53 | -0.28 |
Drawdowns
CPB vs. DGX - Drawdown Comparison
The maximum CPB drawdown since its inception was -64.65%, which is greater than DGX's maximum drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for CPB and DGX.
Loading charts...
Drawdown Indicators
| CPB | DGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.65% | -49.46% | -15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -38.53% | -11.55% | -26.98% |
Max Drawdown (3Y)Largest decline over 3 years | -58.07% | -16.57% | -41.50% |
Max Drawdown (5Y)Largest decline over 5 years | -60.04% | -28.62% | -31.42% |
Max Drawdown (10Y)Largest decline over 10 years | -60.04% | -36.60% | -23.44% |
Current DrawdownCurrent decline from peak | -57.06% | -6.53% | -50.53% |
Average DrawdownAverage peak-to-trough decline | -22.18% | -11.90% | -10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.66% | 5.54% | +15.12% |
Volatility
CPB vs. DGX - Volatility Comparison
Campbell Soup Company (CPB) has a higher volatility of 6.45% compared to Quest Diagnostics Incorporated (DGX) at 5.45%. This indicates that CPB's price experiences larger fluctuations and is considered to be riskier than DGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CPB | DGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 5.45% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 21.92% | 16.64% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.98% | 22.79% | +6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.10% | 21.76% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.53% | 23.78% | +1.75% |
Dividends
CPB vs. DGX - Dividend Comparison
CPB's dividend yield for the trailing twelve months is around 7.26%, more than DGX's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPB Campbell Soup Company | 7.26% | 5.60% | 3.53% | 3.42% | 2.61% | 3.41% | 2.90% | 2.83% | 4.24% | 2.91% | 2.13% | 2.37% |
DGX Quest Diagnostics Incorporated | 1.65% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
Financials
CPB vs. DGX - Financials Comparison
This section allows you to compare key financial metrics between Campbell Soup Company and Quest Diagnostics Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CPB vs. DGX - Profitability Comparison
CPB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Campbell Soup Company reported a gross profit of 650.00M and revenue of 2.37B. Therefore, the gross margin over that period was 27.5%.
DGX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported a gross profit of 942.00M and revenue of 2.90B. Therefore, the gross margin over that period was 32.5%.
CPB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Campbell Soup Company reported an operating income of 239.00M and revenue of 2.37B, resulting in an operating margin of 10.1%.
DGX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported an operating income of 399.00M and revenue of 2.90B, resulting in an operating margin of 13.8%.
CPB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Campbell Soup Company reported a net income of 124.00M and revenue of 2.37B, resulting in a net margin of 5.2%.
DGX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported a net income of 252.00M and revenue of 2.90B, resulting in a net margin of 8.7%.
Frequently Asked Questions
CPB and DGX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPB has higher volatility (6.45%) compared to DGX (5.45%). In terms of maximum drawdown, CPB dropped -64.65% vs DGX's -49.46%.
DGX currently has the higher Sharpe Ratio (0.67 vs -1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CPB and DGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer