DGX vs. XLF
Compare and contrast key facts about Quest Diagnostics Incorporated (DGX) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGX or XLF.
Correlation
The correlation between DGX and XLF is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DGX vs. XLF - Performance Comparison
Key characteristics
DGX:
1.33
XLF:
0.92
DGX:
2.15
XLF:
1.37
DGX:
1.26
XLF:
1.20
DGX:
1.65
XLF:
1.20
DGX:
8.08
XLF:
4.72
DGX:
3.67%
XLF:
3.94%
DGX:
22.34%
XLF:
20.15%
DGX:
-49.46%
XLF:
-82.43%
DGX:
-1.32%
XLF:
-7.66%
Returns By Period
In the year-to-date period, DGX achieves a 16.31% return, which is significantly higher than XLF's -0.28% return. Over the past 10 years, DGX has underperformed XLF with an annualized return of 11.64%, while XLF has yielded a comparatively higher 13.97% annualized return.
DGX
16.31%
4.35%
13.17%
32.04%
11.53%
11.64%
XLF
-0.28%
-2.42%
3.80%
19.47%
18.42%
13.97%
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Risk-Adjusted Performance
DGX vs. XLF — Risk-Adjusted Performance Rank
DGX
XLF
DGX vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quest Diagnostics Incorporated (DGX) and Financial Select Sector SPDR Fund (XLF). 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.
Dividends
DGX vs. XLF - Dividend Comparison
DGX's dividend yield for the trailing twelve months is around 1.76%, more than XLF's 1.48% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 1.76% | 1.96% | 2.02% | 2.08% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% | 1.92% |
XLF Financial Select Sector SPDR Fund | 1.48% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
Drawdowns
DGX vs. XLF - Drawdown Comparison
The maximum DGX drawdown since its inception was -49.46%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for DGX and XLF. For additional features, visit the drawdowns tool.
Volatility
DGX vs. XLF - Volatility Comparison
The current volatility for Quest Diagnostics Incorporated (DGX) is 9.76%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 13.51%. This indicates that DGX experiences smaller price fluctuations and is considered to be less risky than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.