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DLB vs. QGEN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DLB and QGEN 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.


-0.50.00.51.0
Correlation: 0.3

Performance

DLB vs. QGEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dolby Laboratories, Inc. (DLB) and Qiagen N.V. (QGEN). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
282.31%
206.63%
DLB
QGEN

Key characteristics

Sharpe Ratio

DLB:

-0.41

QGEN:

-0.37

Sortino Ratio

DLB:

-0.48

QGEN:

-0.38

Omega Ratio

DLB:

0.94

QGEN:

0.96

Calmar Ratio

DLB:

-0.34

QGEN:

-0.26

Martin Ratio

DLB:

-1.31

QGEN:

-0.98

Ulcer Index

DLB:

8.53%

QGEN:

8.93%

Daily Std Dev

DLB:

27.38%

QGEN:

23.41%

Max Drawdown

DLB:

-62.19%

QGEN:

-92.14%

Current Drawdown

DLB:

-26.09%

QGEN:

-33.12%

Fundamentals

Market Cap

DLB:

$6.99B

QGEN:

$8.27B

EPS

DLB:

$2.70

QGEN:

$0.38

PE Ratio

DLB:

26.85

QGEN:

100.68

PEG Ratio

DLB:

2.08

QGEN:

0.93

Total Revenue (TTM)

DLB:

$950.62M

QGEN:

$1.52B

Gross Profit (TTM)

DLB:

$840.19M

QGEN:

$692.87M

EBITDA (TTM)

DLB:

$121.80M

QGEN:

$208.51M

Returns By Period

In the year-to-date period, DLB achieves a -6.82% return, which is significantly higher than QGEN's -14.14% return. Over the past 10 years, DLB has outperformed QGEN with an annualized return of 7.99%, while QGEN has yielded a comparatively lower 4.18% annualized return.


DLB

YTD

-6.82%

1M

-11.81%

6M

-3.48%

1Y

-10.33%

5Y*

8.38%

10Y*

7.99%

QGEN

YTD

-14.14%

1M

-0.75%

6M

-12.25%

1Y

-6.99%

5Y*

-1.07%

10Y*

4.18%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DLB vs. QGEN — Risk-Adjusted Performance Rank

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

DLB
The Risk-Adjusted Performance Rank of DLB is 2828
Overall Rank
The Sharpe Ratio Rank of DLB is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of DLB is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DLB is 2828
Omega Ratio Rank
The Calmar Ratio Rank of DLB is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DLB is 2020
Martin Ratio Rank

QGEN
The Risk-Adjusted Performance Rank of QGEN is 3333
Overall Rank
The Sharpe Ratio Rank of QGEN is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of QGEN is 3030
Sortino Ratio Rank
The Omega Ratio Rank of QGEN is 3131
Omega Ratio Rank
The Calmar Ratio Rank of QGEN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of QGEN is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DLB vs. QGEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dolby Laboratories, Inc. (DLB) and Qiagen N.V. (QGEN). 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.


Sharpe ratio
The chart of Sharpe ratio for DLB, currently valued at -0.41, compared to the broader market-2.00-1.000.001.002.00
DLB: -0.41
QGEN: -0.37
The chart of Sortino ratio for DLB, currently valued at -0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
DLB: -0.48
QGEN: -0.38
The chart of Omega ratio for DLB, currently valued at 0.94, compared to the broader market0.501.001.502.00
DLB: 0.94
QGEN: 0.96
The chart of Calmar ratio for DLB, currently valued at -0.34, compared to the broader market0.001.002.003.004.00
DLB: -0.34
QGEN: -0.26
The chart of Martin ratio for DLB, currently valued at -1.31, compared to the broader market-10.000.0010.0020.00
DLB: -1.31
QGEN: -0.98

The current DLB Sharpe Ratio is -0.41, which is comparable to the QGEN Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of DLB and QGEN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.41
-0.37
DLB
QGEN

Dividends

DLB vs. QGEN - Dividend Comparison

DLB's dividend yield for the trailing twelve months is around 1.74%, less than QGEN's 3.29% yield.


TTM20242023202220212020201920182017201620152014
DLB
Dolby Laboratories, Inc.
1.74%1.57%1.29%1.45%0.96%0.91%1.15%1.08%0.94%1.11%1.25%0.23%
QGEN
Qiagen N.V.
3.29%2.88%0.00%0.00%0.00%0.00%0.00%0.00%3.42%0.00%0.00%0.00%

Drawdowns

DLB vs. QGEN - Drawdown Comparison

The maximum DLB drawdown since its inception was -62.19%, smaller than the maximum QGEN drawdown of -92.14%. Use the drawdown chart below to compare losses from any high point for DLB and QGEN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-26.09%
-32.83%
DLB
QGEN

Volatility

DLB vs. QGEN - Volatility Comparison

Dolby Laboratories, Inc. (DLB) has a higher volatility of 9.22% compared to Qiagen N.V. (QGEN) at 6.94%. This indicates that DLB's price experiences larger fluctuations and is considered to be riskier than QGEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
9.22%
6.94%
DLB
QGEN

Financials

DLB vs. QGEN - Financials Comparison

This section allows you to compare key financial metrics between Dolby Laboratories, Inc. and Qiagen N.V.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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