PDFS vs. DGX
PDFS (PDF Solutions, Inc.) and DGX (Quest Diagnostics Incorporated) are both stocks. PDFS operates in Software - Application (Technology), while DGX operates in Diagnostics & Research (Healthcare). Over the past 10 years, PDFS returned 14.04%/yr vs 11.82%/yr for DGX. At a 0.19 correlation, their price movements are largely independent.
Performance
PDFS vs. DGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PDFS achieves a 93.27% return, which is significantly higher than DGX's 12.60% return. Over the past 10 years, PDFS has outperformed DGX with an annualized return of 14.04%, while DGX has yielded a comparatively lower 11.82% annualized return.
PDFS
- 1D
- -0.61%
- 1M
- 24.19%
- YTD
- 93.27%
- 6M
- 89.94%
- 1Y
- 197.41%
- 3Y*
- 8.77%
- 5Y*
- 26.38%
- 10Y*
- 14.04%
DGX
- 1D
- 0.26%
- 1M
- 1.13%
- YTD
- 12.60%
- 6M
- 7.01%
- 1Y
- 13.58%
- 3Y*
- 14.90%
- 5Y*
- 10.63%
- 10Y*
- 11.82%
PDFS vs. DGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDFS PDF Solutions, Inc. | 93.27% | 5.35% | -15.74% | 12.69% | -10.29% | 47.18% | 27.89% | 100.36% | -46.31% | -30.38% |
DGX Quest Diagnostics Incorporated | 12.60% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
Correlation
The correlation between PDFS and DGX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2001 | 0.19 |
The correlation between PDFS and DGX shifts across timeframes, from 0.04 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PDFS:
$2.23B
DGX:
$21.69B
PDFS:
$0.18
DGX:
$9.10
PDFS:
304.72
DGX:
21.28
PDFS:
9.46
DGX:
1.93
PDFS:
7.94
DGX:
2.94
PDFS:
$231.38M
DGX:
$11.28B
PDFS:
$167.77M
DGX:
$3.75B
PDFS:
$23.76M
DGX:
$1.98B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PDFS vs. DGX — Risk / Return Rank
PDFS
DGX
PDFS vs. DGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PDF Solutions, Inc. (PDFS) 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.
| PDFS | DGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.04 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.13 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 8.06 | 1.18 | +6.88 |
| Martin ratioReturn relative to average drawdown | 20.43 | 2.48 | +17.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PDFS | DGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.64 | 0.60 | +3.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.49 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.50 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.53 | -0.43 |
Drawdowns
PDFS vs. DGX - Drawdown Comparison
The maximum PDFS drawdown since its inception was -95.46%, which is greater than DGX's maximum drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for PDFS and DGX.
Loading charts...
Drawdown Indicators
| PDFS | DGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.46% | -49.46% | -46.00% |
Max Drawdown (1Y)Largest decline over 1 year | -24.65% | -11.55% | -13.10% |
Max Drawdown (3Y)Largest decline over 3 years | -65.53% | -16.57% | -48.96% |
Max Drawdown (5Y)Largest decline over 5 years | -65.53% | -28.62% | -36.91% |
Max Drawdown (10Y)Largest decline over 10 years | -68.00% | -36.60% | -31.40% |
Current DrawdownCurrent decline from peak | -0.61% | -8.21% | +7.60% |
Average DrawdownAverage peak-to-trough decline | -44.08% | -11.90% | -32.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.71% | 5.50% | +4.21% |
Volatility
PDFS vs. DGX - Volatility Comparison
PDF Solutions, Inc. (PDFS) has a higher volatility of 22.95% compared to Quest Diagnostics Incorporated (DGX) at 4.81%. This indicates that PDFS's price experiences larger fluctuations and is considered to be riskier than DGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PDFS | DGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.95% | 4.81% | +18.14% |
Volatility (6M)Calculated over the trailing 6-month period | 42.04% | 16.42% | +25.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.64% | 22.57% | +32.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.62% | 21.73% | +25.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.86% | 23.76% | +22.10% |
Dividends
PDFS vs. DGX - Dividend Comparison
PDFS has not paid dividends to shareholders, while DGX's dividend yield for the trailing twelve months is around 1.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 1.68% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
PDFS PDF Solutions, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PDFS vs. DGX - Financials Comparison
This section allows you to compare key financial metrics between PDF Solutions, Inc. 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
PDFS vs. DGX - Profitability Comparison
PDFS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PDF Solutions, Inc. reported a gross profit of 43.19M and revenue of 60.13M. Therefore, the gross margin over that period was 71.8%.
DGX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported a gross profit of 942.00M and revenue of 2.90B. Therefore, the gross margin over that period was 32.5%.
PDFS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PDF Solutions, Inc. reported an operating income of 6.31M and revenue of 60.13M, resulting in an operating margin of 10.5%.
DGX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported an operating income of 399.00M and revenue of 2.90B, resulting in an operating margin of 13.8%.
PDFS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PDF Solutions, Inc. reported a net income of 4.79M and revenue of 60.13M, resulting in a net margin of 8.0%.
DGX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported a net income of 252.00M and revenue of 2.90B, resulting in a net margin of 8.7%.
Frequently Asked Questions
PDFS and DGX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDFS has higher volatility (22.95%) compared to DGX (4.81%). In terms of maximum drawdown, PDFS dropped -95.46% vs DGX's -49.46%.
PDFS currently has the higher Sharpe Ratio (3.64 vs 0.60), 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.
Find the right allocation for PDFS and DGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer