DGX vs. GILD
Compare and contrast key facts about Quest Diagnostics Incorporated (DGX) and Gilead Sciences, Inc. (GILD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGX or GILD.
Key characteristics
| DGX | GILD | |
|---|---|---|
| YTD Return | 19.80% | 23.63% |
| 1Y Return | 24.80% | 33.12% |
| 3Y Return (Ann) | 4.83% | 17.75% |
| 5Y Return (Ann) | 11.88% | 13.52% |
| 10Y Return (Ann) | 12.33% | 2.82% |
| Sharpe Ratio | 1.22 | 1.43 |
| Sortino Ratio | 1.95 | 2.03 |
| Omega Ratio | 1.23 | 1.29 |
| Calmar Ratio | 0.98 | 1.17 |
| Martin Ratio | 4.64 | 2.42 |
| Ulcer Index | 5.25% | 14.40% |
| Daily Std Dev | 20.03% | 24.28% |
| Max Drawdown | -49.46% | -70.82% |
| Current Drawdown | -0.17% | -0.89% |
Fundamentals
| DGX | GILD | |
|---|---|---|
| Market Cap | $17.79B | $120.90B |
| EPS | $7.44 | $0.09 |
| PE Ratio | 21.42 | 1.08K |
| PEG Ratio | 1.86 | 0.56 |
| Total Revenue (TTM) | $9.54B | $28.30B |
| Gross Profit (TTM) | $3.08B | $5.63B |
| EBITDA (TTM) | $1.82B | $9.32B |
Correlation
The correlation between DGX and GILD is 0.29, 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.
Performance
DGX vs. GILD - Performance Comparison
In the year-to-date period, DGX achieves a 19.80% return, which is significantly lower than GILD's 23.63% return. Over the past 10 years, DGX has outperformed GILD with an annualized return of 12.33%, while GILD has yielded a comparatively lower 2.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DGX vs. GILD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and Gilead Sciences, Inc. (GILD). 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.
Dividends
DGX vs. GILD - Dividend Comparison
DGX's dividend yield for the trailing twelve months is around 1.83%, less than GILD's 3.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 1.83% | 2.02% | 2.08% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% | 1.92% | 2.24% |
GILD Gilead Sciences, Inc. | 3.15% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
Drawdowns
DGX vs. GILD - Drawdown Comparison
The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum GILD drawdown of -70.82%. Use the drawdown chart below to compare losses from any high point for DGX and GILD. For additional features, visit the drawdowns tool.
Volatility
DGX vs. GILD - Volatility Comparison
Quest Diagnostics Incorporated (DGX) and Gilead Sciences, Inc. (GILD) have volatilities of 7.59% and 7.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DGX vs. GILD - Financials Comparison
This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and Gilead Sciences, 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.
Total Revenue: Total amount of money received from sales and other business activities