CRL vs. DGX
CRL (Charles River Laboratories International, Inc.) and DGX (Quest Diagnostics Incorporated) are both stocks. Both operate in the Diagnostics & Research industry within the Healthcare sector. Over the past 10 years, CRL returned 10.32%/yr vs 12.79%/yr for DGX. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
CRL vs. DGX - Performance Comparison
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Returns By Period
In the year-to-date period, CRL achieves a 16.56% return, which is significantly lower than DGX's 36.03% return. Over the past 10 years, CRL has underperformed DGX with an annualized return of 10.32%, while DGX has yielded a comparatively higher 12.79% annualized return.
CRL
- 1D
- -0.90%
- 1M
- 0.79%
- 6M
- 10.47%
- YTD
- 16.56%
- 1Y
- 39.30%
- 3Y*
- 3.57%
- 5Y*
- -10.59%
- 10Y*
- 10.32%
- ALL TIME*
- 9.96%
DGX
- 1D
- -0.55%
- 1M
- 8.45%
- 6M
- 25.64%
- YTD
- 36.03%
- 1Y
- 38.78%
- 3Y*
- 22.45%
- 5Y*
- 12.61%
- 10Y*
- 12.79%
- ALL TIME*
- 16.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $194.16M | $189.82M | $176.81M | |
| $320.44M | $243.98M | $192.25M |
CRL vs. DGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRL Charles River Laboratories International, Inc. | 16.56% | 8.06% | -21.91% | 8.49% | -42.17% | 50.80% | 63.56% | 34.97% | 3.41% | 43.65% |
DGX Quest Diagnostics Incorporated | 36.03% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
Correlation
The correlation between CRL and DGX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2000 | 0.33 |
The correlation between CRL and DGX shifts across timeframes, from 0.19 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CRL:
$11.20B
DGX:
$25.72B
CRL:
-$3.75
DGX:
$9.46
CRL:
2.84
DGX:
2.26
CRL:
3.87
DGX:
3.47
CRL:
$4.03B
DGX:
$11.56B
CRL:
$1.00B
DGX:
$3.83B
CRL:
$737.05M
DGX:
$2.01B
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Return for Risk
CRL vs. DGX — Risk / Return Rank
CRL
DGX
CRL vs. DGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Charles River Laboratories International, Inc. (CRL) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CRL | DGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.62 | -2.52 |
| Martin ratioReturn relative to average drawdown | 2.29 | 7.81 | -5.51 |
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Drawdowns
CRL vs. DGX - Drawdown Comparison
The maximum CRL drawdown since its inception was -78.23%, which is greater than DGX's maximum drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for CRL and DGX.
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Drawdown Indicators
| CRL | DGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.23% | -49.46% | -28.77% |
Max Drawdown (1Y)Largest decline over 1 year | -33.88% | -11.55% | -22.33% |
Max Drawdown (3Y)Largest decline over 3 years | -63.52% | -12.44% | -51.08% |
Max Drawdown (5Y)Largest decline over 5 years | -78.23% | -28.62% | -49.61% |
Max Drawdown (10Y)Largest decline over 10 years | -78.23% | -36.60% | -41.63% |
Current DrawdownCurrent decline from peak | -49.27% | -1.24% | -48.03% |
Average DrawdownAverage peak-to-trough decline | -25.88% | -11.85% | -14.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.27% | 5.35% | +10.92% |
Volatility
CRL vs. DGX - Volatility Comparison
Charles River Laboratories International, Inc. (CRL) has a higher volatility of 11.10% compared to Quest Diagnostics Incorporated (DGX) at 10.20%. This indicates that CRL'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.
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Volatility by Period
| CRL | DGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.10% | 10.20% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 36.71% | 18.50% | +18.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.59% | 23.82% | +21.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.28% | 22.35% | +20.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.99% | 23.99% | +14.00% |
Dividends
CRL vs. DGX - Dividend Comparison
CRL has not paid dividends to shareholders, while DGX's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRL Charles River Laboratories International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGX Quest Diagnostics Incorporated | 1.42% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
Financials
CRL vs. DGX - Financials Comparison
This section allows you to compare key financial metrics between Charles River Laboratories International, Inc. 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
CRL vs. DGX - Profitability Comparison
CRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Charles River Laboratories International, Inc. reported a gross profit of 0.00 and revenue of 995.83M. Therefore, the gross margin over that period was 0.0%.
DGX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Quest Diagnostics Incorporated reported a gross profit of 1.03B and revenue of 3.04B. Therefore, the gross margin over that period was 33.8%.
CRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Charles River Laboratories International, Inc. reported an operating income of 119.90M and revenue of 995.83M, resulting in an operating margin of 12.0%.
DGX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Quest Diagnostics Incorporated reported an operating income of 459.00M and revenue of 3.04B, resulting in an operating margin of 15.1%.
CRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Charles River Laboratories International, Inc. reported a net income of -14.84M and revenue of 995.83M, resulting in a net margin of -1.5%.
DGX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Quest Diagnostics Incorporated reported a net income of 320.00M and revenue of 3.04B, resulting in a net margin of 10.5%.
Frequently Asked Questions
CRL and DGX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRL has higher volatility (11.10%) compared to DGX (10.20%). In terms of maximum drawdown, CRL dropped -78.23% vs DGX's -49.46%.
DGX currently has the higher Sharpe Ratio (1.76 vs 0.82), 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.
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