DGX vs. ENI.MI
DGX (Quest Diagnostics Incorporated) and ENI.MI (Eni S.p.A.) are both stocks. DGX operates in Diagnostics & Research (Healthcare), while ENI.MI operates in Oil & Gas Integrated (Energy). Over the past 10 years, DGX returned 12.00%/yr vs 12.48%/yr for ENI.MI. At a 0.17 correlation, their price movements are largely independent.
Performance
DGX vs. ENI.MI - Performance Comparison
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Different Trading Currencies
DGX is traded in USD, while ENI.MI is traded in EUR. To make them comparable, the ENI.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 lower than ENI.MI's 46.66% return. Both investments have delivered pretty close results over the past 10 years, with DGX having a 12.00% annualized return and ENI.MI not far ahead at 12.48%.
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%
ENI.MI
- 1D
- -0.06%
- 1M
- 2.49%
- YTD
- 46.66%
- 6M
- 48.32%
- 1Y
- 89.17%
- 3Y*
- 32.90%
- 5Y*
- 24.61%
- 10Y*
- 12.48%
DGX vs. ENI.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% |
ENI.MI Eni S.p.A. | 46.66% | 49.35% | -13.94% | 27.30% | 9.80% | 40.34% | -27.45% | 4.47% | -0.14% | 7.83% |
Correlation
The correlation between DGX and ENI.MI is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.17 |
The correlation between DGX and ENI.MI shifts across timeframes, from -0.02 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGX vs. ENI.MI — Risk / Return Rank
DGX
ENI.MI
DGX vs. ENI.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and Eni S.p.A. (ENI.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 | ENI.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.25 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.68 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 8.07 | -6.75 |
| Martin ratioReturn relative to average drawdown | 2.74 | 32.28 | -29.54 |
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 | ENI.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 3.92 | -3.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.97 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.45 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.17 | +0.36 |
Drawdowns
DGX vs. ENI.MI - Drawdown Comparison
The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum ENI.MI drawdown of -64.64%. Use the drawdown chart below to compare losses from any high point for DGX and ENI.MI.
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Drawdown Indicators
| DGX | ENI.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.46% | -64.64% | +15.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -11.30% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | -21.88% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -28.62% | -32.83% | +4.21% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | -60.51% | +23.91% |
Current DrawdownCurrent decline from peak | -6.53% | -4.70% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -25.81% | +13.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 2.83% | +2.71% |
Volatility
DGX vs. ENI.MI - Volatility Comparison
The current volatility for Quest Diagnostics Incorporated (DGX) is 5.45%, while Eni S.p.A. (ENI.MI) has a volatility of 7.78%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than ENI.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 | ENI.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 7.78% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 20.84% | -4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 23.31% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 25.22% | -3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 27.52% | -3.74% |
Dividends
DGX vs. ENI.MI - Dividend Comparison
DGX's dividend yield for the trailing twelve months is around 1.65%, less than ENI.MI's 4.48% 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% |
ENI.MI Eni S.p.A. | 4.48% | 6.32% | 7.41% | 5.93% | 6.55% | 5.48% | 6.43% | 6.07% | 5.96% | 5.80% | 5.17% | 6.96% |
Financials
DGX vs. ENI.MI - Financials Comparison
This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and Eni S.p.A.. 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 ENI.MI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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