LH vs. DGX
Compare and contrast key facts about Laboratory Corporation of America Holdings (LH) and Quest Diagnostics Incorporated (DGX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LH or DGX.
Key characteristics
| LH | DGX | |
|---|---|---|
| YTD Return | 8.56% | 19.80% |
| 1Y Return | 20.71% | 24.80% |
| 3Y Return (Ann) | -0.42% | 4.83% |
| 5Y Return (Ann) | 11.66% | 11.88% |
| 10Y Return (Ann) | 11.53% | 12.33% |
| Sharpe Ratio | 0.95 | 1.22 |
| Sortino Ratio | 1.50 | 1.95 |
| Omega Ratio | 1.19 | 1.23 |
| Calmar Ratio | 0.77 | 0.98 |
| Martin Ratio | 2.58 | 4.64 |
| Ulcer Index | 7.93% | 5.25% |
| Daily Std Dev | 21.64% | 20.03% |
| Max Drawdown | -96.05% | -49.46% |
| Current Drawdown | -6.59% | -0.17% |
Fundamentals
| LH | DGX | |
|---|---|---|
| Market Cap | $20.43B | $18.05B |
| EPS | $5.28 | $7.45 |
| PE Ratio | 46.26 | 21.70 |
| PEG Ratio | 0.52 | 1.87 |
| Total Revenue (TTM) | $12.71B | $9.54B |
| Gross Profit (TTM) | $3.37B | $3.08B |
| EBITDA (TTM) | $1.74B | $1.82B |
Correlation
The correlation between LH and DGX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LH vs. DGX - Performance Comparison
In the year-to-date period, LH achieves a 8.56% return, which is significantly lower than DGX's 19.80% return. Over the past 10 years, LH has underperformed DGX with an annualized return of 11.53%, while DGX has yielded a comparatively higher 12.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LH vs. DGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Laboratory Corporation of America Holdings (LH) and Quest Diagnostics Incorporated (DGX). 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
LH vs. DGX - Dividend Comparison
LH's dividend yield for the trailing twelve months is around 0.88%, less than DGX's 1.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LH Laboratory Corporation of America Holdings | 0.88% | 1.18% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGX Quest Diagnostics Incorporated | 1.83% | 2.02% | 2.08% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% | 1.92% | 2.24% |
Drawdowns
LH vs. DGX - Drawdown Comparison
The maximum LH drawdown since its inception was -96.05%, which is greater than DGX's maximum drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for LH and DGX. For additional features, visit the drawdowns tool.
Volatility
LH vs. DGX - Volatility Comparison
The current volatility for Laboratory Corporation of America Holdings (LH) is 6.39%, while Quest Diagnostics Incorporated (DGX) has a volatility of 7.59%. This indicates that LH experiences smaller price fluctuations and is considered to be less risky than DGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LH vs. DGX - Financials Comparison
This section allows you to compare key financial metrics between Laboratory Corporation of America Holdings and Quest Diagnostics Incorporated. 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