DGX vs. SIGA
DGX (Quest Diagnostics Incorporated) and SIGA (SIGA Technologies, Inc.) are both stocks. Both are in the Healthcare sector — DGX in Diagnostics & Research, SIGA in Biotechnology. Over the past 10 years, DGX returned 12.79%/yr vs 8.86%/yr for SIGA. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
DGX vs. SIGA - Performance Comparison
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Returns By Period
In the year-to-date period, DGX achieves a 36.03% return, which is significantly higher than SIGA's -39.50% return. Over the past 10 years, DGX has outperformed SIGA with an annualized return of 12.79%, while SIGA has yielded a comparatively lower 8.86% annualized return.
DGX
- 1D
- -0.55%
- 1M
- 8.45%
- 6M
- 25.64%
- YTD
- 36.03%
- 1Y
- 38.78%
- 3Y*
- 22.45%
- 5Y*
- 12.61%
- 10Y*
- 12.79%
- ALL TIME*
- 16.17%
SIGA
- 1D
- 0.62%
- 1M
- -15.28%
- 6M
- -44.83%
- YTD
- -39.50%
- 1Y
- -42.78%
- 3Y*
- -8.01%
- 5Y*
- -4.55%
- 10Y*
- 8.86%
- ALL TIME*
- -0.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $320.44M | $243.98M | $192.25M | |
| $3.41M | $2.66M | $2.49M |
DGX vs. SIGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 36.03% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
SIGA SIGA Technologies, Inc. | -39.50% | 12.27% | 15.21% | -17.64% | 4.16% | 3.44% | 52.41% | -39.62% | 62.89% | 68.40% |
Correlation
The correlation between DGX and SIGA is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 1997 | 0.12 |
The correlation between DGX and SIGA shifts across timeframes, from 0.02 (1 year) to 0.14 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
DGX:
$25.72B
SIGA:
$234.54M
DGX:
$9.46
SIGA:
-$56.46K
DGX:
2.26
SIGA:
2.50
DGX:
3.47
SIGA:
0.00
DGX:
$11.56B
SIGA:
$93.78M
DGX:
$3.83B
SIGA:
$57.99M
DGX:
$2.01B
SIGA:
$29.70M
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Return for Risk
DGX vs. SIGA — Risk / Return Rank
DGX
SIGA
DGX vs. SIGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and SIGA Technologies, Inc. (SIGA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGX | SIGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.63 | ||
| Sortino ratioReturn per unit of downside risk | +4.01 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.85 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | -0.70 | +4.32 |
| Martin ratioReturn relative to average drawdown | 7.81 | -1.20 | +9.01 |
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Drawdowns
DGX vs. SIGA - Drawdown Comparison
The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum SIGA drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for DGX and SIGA.
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Drawdown Indicators
| DGX | SIGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.46% | -98.01% | +48.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -63.03% | +51.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.44% | -67.67% | +55.23% |
Max Drawdown (5Y)Largest decline over 5 years | -28.62% | -82.80% | +54.18% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | -82.80% | +46.20% |
Current DrawdownCurrent decline from peak | -1.24% | -81.86% | +80.62% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -66.98% | +55.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 36.66% | -31.31% |
Volatility
DGX vs. SIGA - Volatility Comparison
The current volatility for Quest Diagnostics Incorporated (DGX) is 10.20%, while SIGA Technologies, Inc. (SIGA) has a volatility of 16.37%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than SIGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGX | SIGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 16.37% | -6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.50% | 32.14% | -13.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 50.42% | -26.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 69.16% | -46.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.99% | 59.67% | -35.68% |
Dividends
DGX vs. SIGA - Dividend Comparison
DGX's dividend yield for the trailing twelve months is around 1.42%, less than SIGA's 18.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 1.42% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
SIGA SIGA Technologies, Inc. | 18.35% | 9.82% | 9.98% | 8.04% | 6.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DGX vs. SIGA - Financials Comparison
This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and SIGA Technologies, 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
Frequently Asked Questions
DGX and SIGA have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIGA has higher volatility (16.37%) compared to DGX (10.20%). In terms of maximum drawdown, DGX dropped -49.46% vs SIGA's -98.01%.
DGX currently has the higher Sharpe Ratio (1.76 vs -0.88), 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.
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