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

Correlation

The correlation between DGX and MDT 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.


Performance

DGX vs. MDT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DGX:

1.26

MDT:

0.20

Sortino Ratio

DGX:

2.22

MDT:

0.52

Omega Ratio

DGX:

1.27

MDT:

1.07

Calmar Ratio

DGX:

1.85

MDT:

0.16

Martin Ratio

DGX:

8.32

MDT:

0.92

Ulcer Index

DGX:

3.67%

MDT:

6.50%

Daily Std Dev

DGX:

21.94%

MDT:

21.73%

Max Drawdown

DGX:

-49.46%

MDT:

-57.63%

Current Drawdown

DGX:

-0.30%

MDT:

-28.16%

Fundamentals

Market Cap

DGX:

$19.87B

MDT:

$110.86B

EPS

DGX:

$7.90

MDT:

$3.28

PE Ratio

DGX:

22.53

MDT:

26.35

PEG Ratio

DGX:

1.58

MDT:

1.49

PS Ratio

DGX:

1.96

MDT:

3.34

PB Ratio

DGX:

2.87

MDT:

2.24

Total Revenue (TTM)

DGX:

$10.16B

MDT:

$24.61B

Gross Profit (TTM)

DGX:

$3.31B

MDT:

$15.68B

EBITDA (TTM)

DGX:

$1.95B

MDT:

$6.89B

Returns By Period

In the year-to-date period, DGX achieves a 19.13% return, which is significantly higher than MDT's 9.07% return. Over the past 10 years, DGX has outperformed MDT with an annualized return of 11.52%, while MDT has yielded a comparatively lower 3.56% annualized return.


DGX

YTD

19.13%

1M

8.65%

6M

12.01%

1Y

25.80%

5Y*

12.41%

10Y*

11.52%

MDT

YTD

9.07%

1M

4.65%

6M

0.40%

1Y

4.00%

5Y*

0.56%

10Y*

3.56%

*Annualized

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Risk-Adjusted Performance

DGX vs. MDT — 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 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of DGX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DGX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of DGX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of DGX is 9393
Martin Ratio Rank

MDT
The Risk-Adjusted Performance Rank of MDT is 5757
Overall Rank
The Sharpe Ratio Rank of MDT is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of MDT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of MDT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of MDT is 5959
Calmar Ratio Rank
The Martin Ratio Rank of MDT is 6363
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. MDT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and Medtronic plc (MDT). 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 current DGX Sharpe Ratio is 1.26, which is higher than the MDT Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of DGX and MDT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DGX vs. MDT - Dividend Comparison

DGX's dividend yield for the trailing twelve months is around 1.71%, less than MDT's 3.24% yield.


TTM20242023202220212020201920182017201620152014
DGX
Quest Diagnostics Incorporated
1.71%1.96%2.02%2.08%1.40%1.85%1.99%2.34%1.83%1.72%2.07%1.92%
MDT
Medtronic plc
3.24%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%

Drawdowns

DGX vs. MDT - Drawdown Comparison

The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum MDT drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for DGX and MDT. For additional features, visit the drawdowns tool.


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Volatility

DGX vs. MDT - Volatility Comparison

Quest Diagnostics Incorporated (DGX) has a higher volatility of 7.86% compared to Medtronic plc (MDT) at 5.55%. This indicates that DGX's price experiences larger fluctuations and is considered to be riskier than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

DGX vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and Medtronic plc. 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


2.00B4.00B6.00B8.00B20212022202320242025
2.65B
8.29B
(DGX) Total Revenue
(MDT) Total Revenue
Values in USD except per share items

DGX vs. MDT - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20212022202320242025
32.5%
66.5%
(DGX) Gross Margin
(MDT) Gross Margin
DGX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Quest Diagnostics Incorporated reported a gross profit of 863.00M and revenue of 2.65B. Therefore, the gross margin over that period was 32.5%.

MDT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Medtronic plc reported a gross profit of 5.51B and revenue of 8.29B. Therefore, the gross margin over that period was 66.5%.

DGX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Quest Diagnostics Incorporated reported an operating income of 346.00M and revenue of 2.65B, resulting in an operating margin of 13.1%.

MDT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Medtronic plc reported an operating income of 1.65B and revenue of 8.29B, resulting in an operating margin of 19.9%.

DGX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Quest Diagnostics Incorporated reported a net income of 220.00M and revenue of 2.65B, resulting in a net margin of 8.3%.

MDT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Medtronic plc reported a net income of 1.29B and revenue of 8.29B, resulting in a net margin of 15.6%.