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DGX vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DGX and ABBV is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

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Performance

DGX vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quest Diagnostics Incorporated (DGX) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
11.94%
-8.79%
DGX
ABBV

Key characteristics

Sharpe Ratio

DGX:

1.50

ABBV:

0.62

Sortino Ratio

DGX:

2.40

ABBV:

0.94

Omega Ratio

DGX:

1.28

ABBV:

1.14

Calmar Ratio

DGX:

1.37

ABBV:

0.82

Martin Ratio

DGX:

9.24

ABBV:

2.05

Ulcer Index

DGX:

3.43%

ABBV:

7.66%

Daily Std Dev

DGX:

21.20%

ABBV:

25.28%

Max Drawdown

DGX:

-49.46%

ABBV:

-45.09%

Current Drawdown

DGX:

-3.57%

ABBV:

-6.93%

Fundamentals

Market Cap

DGX:

$18.94B

ABBV:

$356.70B

EPS

DGX:

$7.69

ABBV:

$2.38

PE Ratio

DGX:

22.19

ABBV:

84.72

PEG Ratio

DGX:

1.52

ABBV:

0.43

Total Revenue (TTM)

DGX:

$7.51B

ABBV:

$44.02B

Gross Profit (TTM)

DGX:

$2.45B

ABBV:

$33.24B

EBITDA (TTM)

DGX:

$1.46B

ABBV:

$12.60B

Returns By Period

In the year-to-date period, DGX achieves a 13.66% return, which is significantly lower than ABBV's 14.54% return. Over the past 10 years, DGX has underperformed ABBV with an annualized return of 10.65%, while ABBV has yielded a comparatively higher 18.20% annualized return.


DGX

YTD

13.66%

1M

-2.50%

6M

13.27%

1Y

31.61%

5Y*

21.02%

10Y*

10.65%

ABBV

YTD

14.54%

1M

-2.95%

6M

4.98%

1Y

17.86%

5Y*

27.77%

10Y*

18.20%

*Annualized

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Quest Diagnostics Incorporated

AbbVie Inc.

Risk-Adjusted Performance

DGX vs. ABBV — Risk-Adjusted Performance Rank

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

DGX
The Risk-Adjusted Performance Rank of DGX is 9090
Overall Rank
The Sharpe Ratio Rank of DGX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of DGX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of DGX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of DGX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of DGX is 9494
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7272
Overall Rank
The Sharpe Ratio Rank of ABBV is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGX vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and AbbVie Inc. (ABBV). 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.


The chart of Sharpe ratio for DGX, currently valued at 1.19, compared to the broader market-2.00-1.000.001.002.003.00
DGX: 1.19
ABBV: 0.23
The chart of Sortino ratio for DGX, currently valued at 1.92, compared to the broader market-6.00-4.00-2.000.002.004.00
DGX: 1.92
ABBV: 0.47
The chart of Omega ratio for DGX, currently valued at 1.23, compared to the broader market0.501.001.502.00
DGX: 1.23
ABBV: 1.07
The chart of Calmar ratio for DGX, currently valued at 1.12, compared to the broader market0.001.002.003.004.005.00
DGX: 1.12
ABBV: 0.31
The chart of Martin ratio for DGX, currently valued at 7.28, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
DGX: 7.28
ABBV: 0.82

The current DGX Sharpe Ratio is 1.50, which is higher than the ABBV Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DGX and ABBV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.19
0.23
DGX
ABBV

Dividends

DGX vs. ABBV - Dividend Comparison

DGX's dividend yield for the trailing twelve months is around 1.76%, less than ABBV's 3.12% yield.


TTM20242023202220212020201920182017201620152014
DGX
Quest Diagnostics Incorporated
1.86%1.96%2.02%2.08%1.40%1.85%1.99%2.34%1.83%1.72%2.07%1.92%
ABBV
AbbVie Inc.
3.61%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

DGX vs. ABBV - Drawdown Comparison

The maximum DGX drawdown since its inception was -49.46%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for DGX and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.95%
-19.60%
DGX
ABBV

Volatility

DGX vs. ABBV - Volatility Comparison

The current volatility for Quest Diagnostics Incorporated (DGX) is 7.31%, while AbbVie Inc. (ABBV) has a volatility of 11.25%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
7.31%
11.25%
DGX
ABBV

Financials

DGX vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and AbbVie Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
2.62B
15.10B
(DGX) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

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