DGX vs. RDNT
DGX (Quest Diagnostics Incorporated) and RDNT (RadNet, Inc.) are both stocks. Both operate in the Diagnostics & Research industry within the Healthcare sector. Over the past 10 years, DGX returned 11.79%/yr vs 26.30%/yr for RDNT. At a 0.14 correlation, their price movements are largely independent.
Performance
DGX vs. RDNT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DGX achieves a 12.31% return, which is significantly higher than RDNT's -23.88% return. Over the past 10 years, DGX has underperformed RDNT with an annualized return of 11.79%, while RDNT has yielded a comparatively higher 26.30% annualized return.
DGX
- 1D
- 0.50%
- 1M
- 0.25%
- YTD
- 12.31%
- 6M
- 6.76%
- 1Y
- 12.75%
- 3Y*
- 14.80%
- 5Y*
- 10.70%
- 10Y*
- 11.79%
RDNT
- 1D
- 2.68%
- 1M
- -4.47%
- YTD
- -23.88%
- 6M
- -31.08%
- 1Y
- -6.78%
- 3Y*
- 21.37%
- 5Y*
- 15.65%
- 10Y*
- 26.30%
DGX vs. RDNT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 12.31% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
RDNT RadNet, Inc. | -23.88% | 2.16% | 100.86% | 84.65% | -37.46% | 53.86% | -3.60% | 99.61% | 0.69% | 56.59% |
Correlation
The correlation between DGX and RDNT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 1997 | 0.14 |
The correlation between DGX and RDNT shifts across timeframes, from 0.11 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
DGX:
$21.63B
RDNT:
$4.19B
DGX:
$9.10
RDNT:
-$0.19
DGX:
1.93
RDNT:
1.91
DGX:
2.94
RDNT:
3.87
DGX:
$11.28B
RDNT:
$2.14B
DGX:
$3.75B
RDNT:
$197.72M
DGX:
$1.98B
RDNT:
$319.35M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DGX vs. RDNT — Risk / Return Rank
DGX
RDNT
DGX vs. RDNT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and RadNet, Inc. (RDNT). 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 | RDNT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | -0.16 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.03 | 0.07 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.01 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | -0.15 | +1.31 |
Martin ratioReturn relative to average drawdown | 2.46 | -0.31 | +2.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DGX | RDNT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | -0.16 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.35 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.55 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.19 | +0.34 |
Drawdowns
DGX vs. RDNT - Drawdown Comparison
The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum RDNT drawdown of -92.15%. Use the drawdown chart below to compare losses from any high point for DGX and RDNT.
Loading charts...
Drawdown Indicators
| DGX | RDNT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.46% | -92.15% | +42.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -37.99% | +26.44% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | -46.84% | +30.27% |
Max Drawdown (5Y)Largest decline over 5 years | -28.62% | -60.24% | +31.62% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | -73.43% | +36.83% |
Current DrawdownCurrent decline from peak | -8.45% | -37.13% | +28.68% |
Average DrawdownAverage peak-to-trough decline | -11.90% | -44.08% | +32.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 17.79% | -12.32% |
Volatility
DGX vs. RDNT - Volatility Comparison
The current volatility for Quest Diagnostics Incorporated (DGX) is 4.85%, while RadNet, Inc. (RDNT) has a volatility of 11.17%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than RDNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DGX | RDNT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 11.17% | -6.32% |
Volatility (6M)Calculated over the trailing 6-month period | 16.68% | 30.83% | -14.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.57% | 42.55% | -19.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.73% | 44.84% | -23.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.77% | 48.13% | -24.36% |
Dividends
DGX vs. RDNT - Dividend Comparison
DGX's dividend yield for the trailing twelve months is around 1.69%, while RDNT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 1.69% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
RDNT RadNet, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DGX vs. RDNT - Financials Comparison
This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and RadNet, Inc.. 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
DGX vs. RDNT - Profitability Comparison
DGX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported a gross profit of 942.00M and revenue of 2.90B. Therefore, the gross margin over that period was 32.5%.
RDNT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, RadNet, Inc. reported a gross profit of -19.85M and revenue of 575.63M. Therefore, the gross margin over that period was -3.5%.
DGX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported an operating income of 399.00M and revenue of 2.90B, resulting in an operating margin of 13.8%.
RDNT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RadNet, Inc. reported an operating income of -19.85M and revenue of 575.63M, resulting in an operating margin of -3.5%.
DGX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported a net income of 252.00M and revenue of 2.90B, resulting in a net margin of 8.7%.
RDNT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RadNet, Inc. reported a net income of -33.47M and revenue of 575.63M, resulting in a net margin of -5.8%.
Frequently Asked Questions
DGX and RDNT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDNT has higher volatility (11.17%) compared to DGX (4.85%). In terms of maximum drawdown, DGX dropped -49.46% vs RDNT's -92.15%.
DGX currently has the higher Sharpe Ratio (0.57 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DGX and RDNT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer