DGX vs. ENEL.MI
DGX (Quest Diagnostics Incorporated) and ENEL.MI (Enel SpA) are both stocks. DGX operates in Diagnostics & Research (Healthcare), while ENEL.MI operates in Utilities - Diversified (Utilities). Over the past 10 years, DGX returned 12.00%/yr vs 14.70%/yr for ENEL.MI. At a 0.22 correlation, their price movements are largely independent.
Performance
DGX vs. ENEL.MI - Performance Comparison
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Different Trading Currencies
DGX is traded in USD, while ENEL.MI is traded in EUR. To make them comparable, the ENEL.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DGX achieves a 14.66% return, which is significantly higher than ENEL.MI's 9.19% return. Over the past 10 years, DGX has underperformed ENEL.MI with an annualized return of 12.00%, while ENEL.MI has yielded a comparatively higher 14.70% annualized return.
DGX
- 1D
- -1.54%
- 1M
- 5.24%
- YTD
- 14.66%
- 6M
- 9.44%
- 1Y
- 15.16%
- 3Y*
- 15.88%
- 5Y*
- 11.27%
- 10Y*
- 12.00%
ENEL.MI
- 1D
- 1.03%
- 1M
- -2.07%
- YTD
- 9.19%
- 6M
- 11.47%
- 1Y
- 28.61%
- 3Y*
- 27.67%
- 5Y*
- 9.46%
- 10Y*
- 14.70%
DGX vs. ENEL.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 14.66% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
ENEL.MI Enel SpA | 9.19% | 55.03% | 2.97% | 47.75% | -27.90% | -18.13% | 33.84% | 44.17% | -4.17% | 43.51% |
Correlation
The correlation between DGX and ENEL.MI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.22 |
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Return for Risk
DGX vs. ENEL.MI — Risk / Return Rank
DGX
ENEL.MI
DGX vs. ENEL.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and Enel SpA (ENEL.MI). 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 | ENEL.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.19 | -0.87 |
| Martin ratioReturn relative to average drawdown | 2.74 | 6.32 | -3.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGX | ENEL.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.32 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.39 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.59 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.22 | +0.32 |
Drawdowns
DGX vs. ENEL.MI - Drawdown Comparison
The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum ENEL.MI drawdown of -66.08%. Use the drawdown chart below to compare losses from any high point for DGX and ENEL.MI.
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Drawdown Indicators
| DGX | ENEL.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.46% | -66.08% | +16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -12.61% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | -16.63% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.62% | -56.87% | +28.25% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | -60.61% | +24.01% |
Current DrawdownCurrent decline from peak | -6.53% | -7.79% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -25.04% | +13.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 4.37% | +1.17% |
Volatility
DGX vs. ENEL.MI - Volatility Comparison
The current volatility for Quest Diagnostics Incorporated (DGX) is 5.45%, while Enel SpA (ENEL.MI) has a volatility of 6.65%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than ENEL.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGX | ENEL.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 6.65% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 18.54% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 20.91% | +1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 23.87% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 24.72% | -0.94% |
Dividends
DGX vs. ENEL.MI - Dividend Comparison
DGX's dividend yield for the trailing twelve months is around 1.65%, less than ENEL.MI's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 1.65% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
ENEL.MI Enel SpA | 5.07% | 5.29% | 6.24% | 5.94% | 7.55% | 5.08% | 3.96% | 3.96% | 2.36% | 2.14% | 1.91% | 2.31% |
Financials
DGX vs. ENEL.MI - Financials Comparison
This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and Enel SpA. 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
Frequently Asked Questions
DGX and ENEL.MI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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