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DGX vs. MDT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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DGX vs. MDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGX
Quest Diagnostics Incorporated
14.44%17.20%11.77%-10.05%-7.80%47.86%14.11%31.13%-13.84%9.16%
MDT
Medtronic plc
-9.68%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%

Fundamentals

Market Cap

DGX:

$22.14B

MDT:

$110.86B

EPS

DGX:

$8.80

MDT:

$3.58

PE Ratio

DGX:

22.45

MDT:

24.02

PS Ratio

DGX:

2.02

MDT:

3.12

Total Revenue (TTM)

DGX:

$11.04B

MDT:

$35.48B

Gross Profit (TTM)

DGX:

$3.67B

MDT:

$5.78B

EBITDA (TTM)

DGX:

$2.02B

MDT:

$7.11B

Returns By Period

In the year-to-date period, DGX achieves a 14.44% return, which is significantly higher than MDT's -9.68% return. Over the past 10 years, DGX has outperformed MDT with an annualized return of 12.77%, while MDT has yielded a comparatively lower 4.03% 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%

MDT

1D
-0.68%
1M
-11.56%
YTD
-9.68%
6M
-7.81%
1Y
0.34%
3Y*
5.57%
5Y*
-3.24%
10Y*
4.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DGX vs. MDT — Risk / Return Rank

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

DGX
DGX Risk / Return Rank: 6969
Overall Rank
DGX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DGX Sortino Ratio Rank: 6464
Sortino Ratio Rank
DGX Omega Ratio Rank: 6161
Omega Ratio Rank
DGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
DGX Martin Ratio Rank: 7373
Martin Ratio Rank

MDT
MDT Risk / Return Rank: 3636
Overall Rank
MDT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 3333
Sortino Ratio Rank
MDT Omega Ratio Rank: 3333
Omega Ratio Rank
MDT Calmar Ratio Rank: 3939
Calmar Ratio Rank
MDT Martin Ratio Rank: 3737
Martin Ratio Rank
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. MDT - Risk-Adjusted Trends 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.


DGXMDTDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.02

+0.79

Sortino ratio

Return per unit of downside risk

1.38

0.17

+1.21

Omega ratio

Gain probability vs. loss probability

1.17

1.02

+0.15

Calmar ratio

Return relative to maximum drawdown

1.94

-0.07

+2.01

Martin ratio

Return relative to average drawdown

4.31

-0.19

+4.50

DGX vs. MDT - Sharpe Ratio Comparison

The current DGX Sharpe Ratio is 0.81, which is higher than the MDT Sharpe Ratio of 0.02. 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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Sharpe Ratios by Period


DGXMDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.02

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.15

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.18

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.48

+0.06

Correlation

The correlation between DGX and MDT is 0.32, 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. MDT - Dividend Comparison

DGX's dividend yield for the trailing twelve months is around 1.62%, less than MDT's 3.30% yield.


TTM20252024202320222021202020192018201720162015
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%
MDT
Medtronic plc
3.30%2.95%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%

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.


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Drawdown Indicators


DGXMDTDifference

Max Drawdown

Largest peak-to-trough decline

-49.46%

-57.63%

+8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

-17.61%

+7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-28.62%

-45.10%

+16.48%

Max Drawdown (10Y)

Largest decline over 10 years

-36.60%

-45.10%

+8.50%

Current Drawdown

Current decline from peak

-6.71%

-26.20%

+19.49%

Average Drawdown

Average peak-to-trough decline

-11.92%

-16.48%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

6.15%

-1.74%

Volatility

DGX vs. MDT - Volatility Comparison

The current volatility for Quest Diagnostics Incorporated (DGX) is 4.48%, while Medtronic plc (MDT) has a volatility of 5.47%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGXMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

5.47%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

16.61%

13.78%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.52%

20.58%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

21.42%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

22.99%

+0.64%

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


2.00B4.00B6.00B8.00B10.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
2.81B
9.02B
(DGX) Total Revenue
(MDT) Total Revenue
Values in USD except per share items