DGX vs. JNJ
Compare and contrast key facts about Quest Diagnostics Incorporated (DGX) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGX or JNJ.
Key characteristics
| DGX | JNJ | |
|---|---|---|
| YTD Return | 18.95% | 0.06% |
| 1Y Return | 22.59% | 7.06% |
| 3Y Return (Ann) | 4.58% | 0.39% |
| 5Y Return (Ann) | 11.41% | 5.46% |
| 10Y Return (Ann) | 12.25% | 6.44% |
| Sharpe Ratio | 1.19 | 0.47 |
| Sortino Ratio | 1.92 | 0.80 |
| Omega Ratio | 1.23 | 1.10 |
| Calmar Ratio | 0.96 | 0.40 |
| Martin Ratio | 4.56 | 1.37 |
| Ulcer Index | 5.25% | 5.16% |
| Daily Std Dev | 20.04% | 15.03% |
| Max Drawdown | -49.46% | -38.78% |
| Current Drawdown | -0.88% | -11.41% |
Fundamentals
| DGX | JNJ | |
|---|---|---|
| Market Cap | $18.05B | $373.28B |
| EPS | $7.45 | $5.95 |
| PE Ratio | 21.70 | 25.65 |
| PEG Ratio | 1.87 | 0.92 |
| Total Revenue (TTM) | $9.54B | $87.70B |
| Gross Profit (TTM) | $3.08B | $60.74B |
| EBITDA (TTM) | $1.82B | $31.96B |
Correlation
The correlation between DGX and JNJ is 0.30, 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. JNJ - Performance Comparison
In the year-to-date period, DGX achieves a 18.95% return, which is significantly higher than JNJ's 0.06% return. Over the past 10 years, DGX has outperformed JNJ with an annualized return of 12.25%, while JNJ has yielded a comparatively lower 6.44% 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. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and Johnson & Johnson (JNJ). 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. JNJ - Dividend Comparison
DGX's dividend yield for the trailing twelve months is around 1.84%, less than JNJ's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 1.84% | 2.02% | 2.08% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% | 1.92% | 2.24% |
JNJ Johnson & Johnson | 3.17% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
DGX vs. JNJ - Drawdown Comparison
The maximum DGX drawdown since its inception was -49.46%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for DGX and JNJ. For additional features, visit the drawdowns tool.
Volatility
DGX vs. JNJ - Volatility Comparison
Quest Diagnostics Incorporated (DGX) has a higher volatility of 7.66% compared to Johnson & Johnson (JNJ) at 3.79%. This indicates that DGX's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DGX vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and Johnson & Johnson. 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