DGX vs. JNJ

Last updated Apr 2, 2026

Compare and contrast key facts about Quest Diagnostics Incorporated (DGX) and Johnson & Johnson (JNJ).

Performance

DGX vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quest Diagnostics Incorporated (DGX) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

DGX vs. JNJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGX Quest Diagnostics Incorporated	14.44%	17.20%	11.77%	-10.05%	-7.80%	47.86%	14.11%	31.13%	-13.84%	9.16%
JNJ Johnson & Johnson	18.59%	47.48%	-4.81%	-8.58%	5.97%	11.44%	10.82%	16.22%	-5.13%	24.43%

Fundamentals

Market Cap DGX : $22.14B JNJ : $595.41B
EPS DGX : $8.80 JNJ : $11.04
PE Ratio DGX : 22.45 JNJ : 22.12
PS Ratio DGX : 2.02 JNJ : 6.29
PB Ratio DGX : 3.09 JNJ : 7.30
Total Revenue (TTM) DGX : $11.04B JNJ : $94.19B
Gross Profit (TTM) DGX : $3.67B JNJ : $68.56B
EBITDA (TTM) DGX : $2.02B JNJ : $39.85B

Returns By Period

In the year-to-date period, DGX achieves a 14.44% return, which is significantly lower than JNJ's 18.59% return. Over the past 10 years, DGX has outperformed JNJ with an annualized return of 12.77%, while JNJ has yielded a comparatively lower 11.40% annualized return.

DGX

• 1D: 0.87%
• 1M: -5.97%
• YTD: 14.44%
• 6M: 9.56%
• 1Y: 18.95%
• 3Y*: 14.07%
• 5Y*: 11.00%
• 10Y*: 12.77%

JNJ

• 1D: -0.13%
• 1M: -1.79%
• YTD: 18.59%
• 6M: 32.75%
• 1Y: 63.73%
• 3Y*: 19.86%
• 5Y*: 11.54%
• 10Y*: 11.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DGX vs. JNJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGX

DGX Risk / Return Rank: 69
DGX Sharpe Ratio Rank: 68
DGX Sortino Ratio Rank: 64
DGX Omega Ratio Rank: 61
DGX Calmar Ratio Rank: 75
DGX Martin Ratio Rank: 73

JNJ

JNJ Risk / Return Rank: 97
JNJ Sharpe Ratio Rank: 98
JNJ Sortino Ratio Rank: 98
JNJ Omega Ratio Rank: 98
JNJ Calmar Ratio Rank: 95
JNJ Martin Ratio Rank: 97

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGX vs. JNJ - Risk-Adjusted Trends 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.

	DGX	JNJ	Difference
Sharpe ratio Return per unit of total volatility	0.81	3.67	-2.86
Sortino ratio Return per unit of downside risk	1.38	4.95	-3.56
Omega ratio Gain probability vs. loss probability	1.17	1.67	-0.50
Calmar ratio Return relative to maximum drawdown	1.94	6.09	-4.15
Martin ratio Return relative to average drawdown	4.31	20.41	-16.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGX vs. JNJ - Sharpe Ratio Comparison

The current DGX Sharpe Ratio is 0.81, which is lower than the JNJ Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of DGX and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGX	JNJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	3.67	-2.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.70	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.62	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.54	-0.01

Correlation

The correlation between DGX and JNJ is 0.31, 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.

Dividends

DGX vs. JNJ - Dividend Comparison

DGX's dividend yield for the trailing twelve months is around 1.62%, less than JNJ's 2.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGX Quest Diagnostics Incorporated	1.62%	1.82%	1.96%	2.02%	1.66%	1.40%	1.85%	1.99%	2.34%	1.83%	1.72%	2.07%
JNJ Johnson & Johnson	2.13%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%

Drawdowns

DGX vs. JNJ - Drawdown Comparison

The maximum DGX drawdown since its inception was -49.46%, roughly equal to the maximum JNJ drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for DGX and JNJ.

Drawdown Indicators

	DGX	JNJ	Difference
Max Drawdown Largest peak-to-trough decline	-49.46%	-50.67%	+1.21%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-8.42%	-1.39%
Max Drawdown (5Y) Largest decline over 5 years	-28.62%	-18.41%	-10.21%
Max Drawdown (10Y) Largest decline over 10 years	-36.60%	-27.37%	-9.23%
Current Drawdown Current decline from peak	-6.71%	-1.79%	-4.92%
Average Drawdown Average peak-to-trough decline	-11.92%	-11.89%	-0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.41%	2.51%	+1.90%

Volatility

DGX vs. JNJ - Volatility Comparison

Quest Diagnostics Incorporated (DGX) and Johnson & Johnson (JNJ) have volatilities of 4.48% and 4.43%, 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.

Volatility by Period

	DGX	JNJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.48%	4.43%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	16.61%	10.94%	+5.67%
Volatility (1Y) Calculated over the trailing 1-year period	23.52%	19.11%	+4.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.65%	16.67%	+4.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.63%	18.33%	+5.30%

Financials

DGX vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between Quest Diagnostics Incorporated and Johnson & Johnson over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

DGX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Quest Diagnostics Incorporated reported a gross profit of 910.00M and revenue of 2.81B. Therefore, the gross margin over that period was 32.4%.

JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Johnson & Johnson reported a gross profit of 21.22B and revenue of 24.56B. Therefore, the gross margin over that period was 86.4%.

DGX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Quest Diagnostics Incorporated reported an operating income of 386.00M and revenue of 2.81B, resulting in an operating margin of 13.8%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Johnson & Johnson reported an operating income of 5.39B and revenue of 24.56B, resulting in an operating margin of 22.0%.

DGX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Quest Diagnostics Incorporated reported a net income of 245.00M and revenue of 2.81B, resulting in a net margin of 8.7%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Johnson & Johnson reported a net income of 5.12B and revenue of 24.56B, resulting in a net margin of 20.8%.