DGX vs. T
DGX (Quest Diagnostics Incorporated) and T (AT&T Inc.) are both stocks. DGX operates in Diagnostics & Research (Healthcare), while T operates in Telecom Services (Communication Services). Over the past 10 years, DGX returned 12.33%/yr vs 3.33%/yr for T. At a 0.24 correlation, their price movements are largely independent.
Performance
DGX vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, DGX achieves a 18.06% return, which is significantly higher than T's -2.96% return. Over the past 10 years, DGX has outperformed T with an annualized return of 12.33%, while T has yielded a comparatively lower 3.33% annualized return.
DGX
- 1D
- -0.38%
- 1M
- 8.82%
- YTD
- 18.06%
- 6M
- 12.22%
- 1Y
- 14.71%
- 3Y*
- 16.40%
- 5Y*
- 11.96%
- 10Y*
- 12.33%
T
- 1D
- 2.52%
- 1M
- -1.87%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.71%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
DGX vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 18.06% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between DGX and T is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 1996 | 0.24 |
Fundamentals
DGX:
$9.10
T:
$3.04
DGX:
22.31
T:
7.74
DGX:
2.03
T:
1.35
DGX:
$11.28B
T:
$125.65B
DGX:
$3.75B
T:
$105.41B
DGX:
$1.98B
T:
$54.70B
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Return for Risk
DGX vs. T — Risk / Return Rank
DGX
T
DGX vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and AT&T Inc. (T). 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 | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.92 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | -0.59 | +1.94 |
| Martin ratioReturn relative to average drawdown | 2.79 | -1.22 | +4.01 |
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Drawdowns
DGX vs. T - Drawdown Comparison
The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for DGX and T.
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Drawdown Indicators
| DGX | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.46% | -64.15% | +14.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -21.87% | +10.32% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | -21.87% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -28.62% | -32.01% | +3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | -42.35% | +5.75% |
Current DrawdownCurrent decline from peak | -3.76% | -18.12% | +14.36% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -15.72% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 10.64% | -5.08% |
Volatility
DGX vs. T - Volatility Comparison
The current volatility for Quest Diagnostics Incorporated (DGX) is 6.09%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGX | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 8.21% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 16.94% | 17.80% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.01% | 22.13% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.81% | 24.01% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.79% | 23.73% | +0.06% |
Dividends
DGX vs. T - Dividend Comparison
DGX's dividend yield for the trailing twelve months is around 1.61%, less than T's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 1.61% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
DGX vs. T - Financials Comparison
This section allows you to compare key financial metrics between Quest Diagnostics Incorporated and AT&T 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 T have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to DGX (6.09%). In terms of maximum drawdown, DGX dropped -49.46% vs T's -64.15%.
DGX currently has the higher Sharpe Ratio (0.68 vs -0.59), 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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