DGX vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about Quest Diagnostics Incorporated (DGX) and S&P 500 Total Return (^SP500TR).

Performance

DGX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quest Diagnostics Incorporated (DGX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

DGX vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGX Quest Diagnostics Incorporated	14.63%	17.20%	11.77%	-10.05%	-7.80%	47.86%	14.11%	31.13%	-13.84%	9.16%
^SP500TR S&P 500 Total Return	-3.53%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, DGX achieves a 14.63% return, which is significantly higher than ^SP500TR's -3.53% return. Over the past 10 years, DGX has underperformed ^SP500TR with an annualized return of 12.81%, while ^SP500TR has yielded a comparatively higher 14.22% annualized return.

DGX

• 1D: 0.17%
• 1M: -4.96%
• YTD: 14.63%
• 6M: 10.42%
• 1Y: 20.09%
• 3Y*: 13.82%
• 5Y*: 11.03%
• 10Y*: 12.81%

^SP500TR

• 1D: 0.12%
• 1M: -3.32%
• YTD: -3.53%
• 6M: -1.37%
• 1Y: 17.55%
• 3Y*: 18.50%
• 5Y*: 11.99%
• 10Y*: 14.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DGX vs. ^SP500TR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGX

DGX Risk / Return Rank: 68
DGX Sharpe Ratio Rank: 69
DGX Sortino Ratio Rank: 65
DGX Omega Ratio Rank: 62
DGX Calmar Ratio Rank: 74
DGX Martin Ratio Rank: 72

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGX vs. ^SP500TR - Risk-Adjusted Trends 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.

	DGX	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	0.86	0.96	-0.10
Sortino ratio Return per unit of downside risk	1.45	1.48	-0.03
Omega ratio Gain probability vs. loss probability	1.18	1.23	-0.05
Calmar ratio Return relative to maximum drawdown	1.95	1.51	+0.44
Martin ratio Return relative to average drawdown	4.32	7.14	-2.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGX vs. ^SP500TR - Sharpe Ratio Comparison

The current DGX Sharpe Ratio is 0.86, which is comparable to the ^SP500TR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of DGX and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGX	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	0.96	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.71	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.79	-0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.62	-0.09

Correlation

The correlation between DGX and ^SP500TR is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	DGX	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-49.46%	-55.25%	+5.79%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-8.89%	-0.92%
Max Drawdown (5Y) Largest decline over 5 years	-28.62%	-24.49%	-4.13%
Max Drawdown (10Y) Largest decline over 10 years	-36.60%	-33.79%	-2.81%
Current Drawdown Current decline from peak	-6.55%	-5.44%	-1.11%
Average Drawdown Average peak-to-trough decline	-11.92%	-8.20%	-3.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.43%	2.57%	+1.86%

Volatility

DGX vs. ^SP500TR - Volatility Comparison

The current volatility for Quest Diagnostics Incorporated (DGX) is 4.49%, while S&P 500 Total Return (^SP500TR) has a volatility of 5.30%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGX	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	5.30%	-0.81%
Volatility (6M) Calculated over the trailing 6-month period	15.95%	9.55%	+6.40%
Volatility (1Y) Calculated over the trailing 1-year period	23.52%	18.32%	+5.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.64%	16.90%	+4.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.62%	18.04%	+5.58%