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DGX vs. LH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DGX and LH is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

DGX vs. LH - Performance Comparison

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

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
6,813.07%
3,579.27%
DGX
LH

Key characteristics

Sharpe Ratio

DGX:

1.33

LH:

0.46

Sortino Ratio

DGX:

2.15

LH:

0.85

Omega Ratio

DGX:

1.26

LH:

1.10

Calmar Ratio

DGX:

1.65

LH:

0.42

Martin Ratio

DGX:

8.08

LH:

1.91

Ulcer Index

DGX:

3.67%

LH:

5.84%

Daily Std Dev

DGX:

22.34%

LH:

24.09%

Max Drawdown

DGX:

-49.46%

LH:

-96.05%

Current Drawdown

DGX:

-1.32%

LH:

-12.18%

Fundamentals

Market Cap

DGX:

$19.40B

LH:

$19.12B

EPS

DGX:

$7.91

LH:

$8.84

PE Ratio

DGX:

21.97

LH:

25.83

PEG Ratio

DGX:

1.57

LH:

0.83

PS Ratio

DGX:

1.91

LH:

1.47

PB Ratio

DGX:

2.80

LH:

2.37

Total Revenue (TTM)

DGX:

$10.16B

LH:

$9.83B

Gross Profit (TTM)

DGX:

$3.31B

LH:

$2.66B

EBITDA (TTM)

DGX:

$1.81B

LH:

$1.30B

Returns By Period

In the year-to-date period, DGX achieves a 16.31% return, which is significantly higher than LH's -0.16% return. Over the past 10 years, DGX has outperformed LH with an annualized return of 11.50%, while LH has yielded a comparatively lower 8.65% annualized return.


DGX

YTD

16.31%

1M

5.19%

6M

13.17%

1Y

32.04%

5Y*

10.72%

10Y*

11.50%

LH

YTD

-0.16%

1M

-1.45%

6M

0.45%

1Y

16.54%

5Y*

9.13%

10Y*

8.65%

*Annualized

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Risk-Adjusted Performance

DGX vs. LH — Risk-Adjusted Performance Rank

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

DGX
The Risk-Adjusted Performance Rank of DGX is 8989
Overall Rank
The Sharpe Ratio Rank of DGX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of DGX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DGX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DGX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of DGX is 9393
Martin Ratio Rank

LH
The Risk-Adjusted Performance Rank of LH is 6767
Overall Rank
The Sharpe Ratio Rank of LH is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of LH is 6262
Sortino Ratio Rank
The Omega Ratio Rank of LH is 6161
Omega Ratio Rank
The Calmar Ratio Rank of LH is 7171
Calmar Ratio Rank
The Martin Ratio Rank of LH is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGX vs. LH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and Laboratory Corporation of America Holdings (LH). 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.


The chart of Sharpe ratio for DGX, currently valued at 1.33, compared to the broader market-2.00-1.000.001.002.003.00
DGX: 1.33
LH: 0.46
The chart of Sortino ratio for DGX, currently valued at 2.15, compared to the broader market-6.00-4.00-2.000.002.004.00
DGX: 2.15
LH: 0.85
The chart of Omega ratio for DGX, currently valued at 1.26, compared to the broader market0.501.001.502.00
DGX: 1.26
LH: 1.10
The chart of Calmar ratio for DGX, currently valued at 1.65, compared to the broader market0.001.002.003.004.005.00
DGX: 1.65
LH: 0.42
The chart of Martin ratio for DGX, currently valued at 8.08, compared to the broader market-5.000.005.0010.0015.0020.00
DGX: 8.08
LH: 1.91

The current DGX Sharpe Ratio is 1.33, which is higher than the LH Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of DGX and LH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.33
0.46
DGX
LH

Dividends

DGX vs. LH - Dividend Comparison

DGX's dividend yield for the trailing twelve months is around 1.76%, more than LH's 1.26% yield.


TTM20242023202220212020201920182017201620152014
DGX
Quest Diagnostics Incorporated
1.76%1.96%2.02%2.08%1.40%1.85%1.99%2.34%1.83%1.72%2.07%1.92%
LH
Laboratory Corporation of America Holdings
1.26%1.26%1.18%0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGX vs. LH - Drawdown Comparison

The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum LH drawdown of -96.05%. Use the drawdown chart below to compare losses from any high point for DGX and LH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.32%
-12.18%
DGX
LH

Volatility

DGX vs. LH - Volatility Comparison

The current volatility for Quest Diagnostics Incorporated (DGX) is 9.76%, while Laboratory Corporation of America Holdings (LH) has a volatility of 11.83%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than LH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.76%
11.83%
DGX
LH

Financials

DGX vs. LH - Financials Comparison

This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and Laboratory Corporation of America Holdings. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items