DGX vs. ^SP500TR
Compare and contrast key facts about Quest Diagnostics Incorporated (DGX) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGX or ^SP500TR.
Correlation
The correlation between DGX and ^SP500TR is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DGX vs. ^SP500TR - Performance Comparison
Key characteristics
DGX:
0.77
^SP500TR:
2.20
DGX:
1.35
^SP500TR:
2.91
DGX:
1.15
^SP500TR:
1.40
DGX:
0.62
^SP500TR:
3.35
DGX:
4.06
^SP500TR:
13.96
DGX:
3.80%
^SP500TR:
2.03%
DGX:
19.98%
^SP500TR:
12.88%
DGX:
-49.46%
^SP500TR:
-55.25%
DGX:
-7.29%
^SP500TR:
-1.40%
Returns By Period
In the year-to-date period, DGX achieves a 0.72% return, which is significantly lower than ^SP500TR's 2.01% return. Over the past 10 years, DGX has underperformed ^SP500TR with an annualized return of 10.38%, while ^SP500TR has yielded a comparatively higher 13.50% annualized return.
DGX
0.72%
0.28%
4.58%
16.46%
9.48%
10.38%
^SP500TR
2.01%
2.30%
9.66%
25.61%
14.31%
13.50%
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Risk-Adjusted Performance
DGX vs. ^SP500TR — Risk-Adjusted Performance Rank
DGX
^SP500TR
DGX vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
DGX vs. ^SP500TR - Drawdown Comparison
The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for DGX and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
DGX vs. ^SP500TR - Volatility Comparison
Quest Diagnostics Incorporated (DGX) and S&P 500 Total Return (^SP500TR) have volatilities of 4.93% and 5.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.