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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.


-0.50.00.51.00.3

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.

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
4.89%
2.57%
DGX
ABBV

Key characteristics

Sharpe Ratio

DGX:

0.79

ABBV:

0.48

Sortino Ratio

DGX:

1.36

ABBV:

0.75

Omega Ratio

DGX:

1.16

ABBV:

1.12

Calmar Ratio

DGX:

0.63

ABBV:

0.60

Martin Ratio

DGX:

4.16

ABBV:

1.50

Ulcer Index

DGX:

3.78%

ABBV:

7.66%

Daily Std Dev

DGX:

19.98%

ABBV:

23.77%

Max Drawdown

DGX:

-49.46%

ABBV:

-45.09%

Current Drawdown

DGX:

-7.01%

ABBV:

-14.00%

Fundamentals

Market Cap

DGX:

$16.78B

ABBV:

$302.80B

EPS

DGX:

$7.44

ABBV:

$2.86

PE Ratio

DGX:

20.21

ABBV:

59.91

PEG Ratio

DGX:

1.78

ABBV:

0.40

Total Revenue (TTM)

DGX:

$7.25B

ABBV:

$41.23B

Gross Profit (TTM)

DGX:

$2.34B

ABBV:

$30.76B

EBITDA (TTM)

DGX:

$1.39B

ABBV:

$17.62B

Returns By Period

In the year-to-date period, DGX achieves a 1.02% return, which is significantly higher than ABBV's -1.33% return. Over the past 10 years, DGX has underperformed ABBV with an annualized return of 10.37%, while ABBV has yielded a comparatively higher 15.13% annualized return.


DGX

YTD

1.02%

1M

-1.99%

6M

4.30%

1Y

15.81%

5Y*

9.55%

10Y*

10.37%

ABBV

YTD

-1.33%

1M

-0.02%

6M

3.28%

1Y

11.11%

5Y*

19.56%

10Y*

15.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 7272
Overall Rank
The Sharpe Ratio Rank of DGX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DGX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DGX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DGX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DGX is 7979
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6363
Overall Rank
The Sharpe Ratio Rank of ABBV is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6464
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.


Sharpe ratio
The chart of Sharpe ratio for DGX, currently valued at 0.79, compared to the broader market-2.000.002.000.790.48
The chart of Sortino ratio for DGX, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.006.001.360.75
The chart of Omega ratio for DGX, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.12
The chart of Calmar ratio for DGX, currently valued at 0.63, compared to the broader market0.002.004.006.000.630.60
The chart of Martin ratio for DGX, currently valued at 4.16, compared to the broader market-10.000.0010.0020.0030.004.161.50
DGX
ABBV

The current DGX Sharpe Ratio is 0.79, which is higher than the ABBV Sharpe Ratio of 0.48. 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.79
0.48
DGX
ABBV

Dividends

DGX vs. ABBV - Dividend Comparison

DGX's dividend yield for the trailing twelve months is around 1.98%, less than ABBV's 3.62% yield.


TTM20242023202220212020201920182017201620152014
DGX
Quest Diagnostics Incorporated
1.98%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.
3.62%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%AugustSeptemberOctoberNovemberDecember2025
-7.01%
-14.00%
DGX
ABBV

Volatility

DGX vs. ABBV - Volatility Comparison

The current volatility for Quest Diagnostics Incorporated (DGX) is 5.15%, while AbbVie Inc. (ABBV) has a volatility of 5.71%. 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.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
5.15%
5.71%
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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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