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SIGA vs. DGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIGA and DGX is 0.12, 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.


-0.50.00.51.00.1

Performance

SIGA vs. DGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SIGA Technologies, Inc. (SIGA) and Quest Diagnostics Incorporated (DGX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-37.78%
13.27%
SIGA
DGX

Key characteristics

Sharpe Ratio

SIGA:

0.32

DGX:

2.03

Sortino Ratio

SIGA:

0.96

DGX:

3.18

Omega Ratio

SIGA:

1.15

DGX:

1.38

Calmar Ratio

SIGA:

0.31

DGX:

1.73

Martin Ratio

SIGA:

0.75

DGX:

13.10

Ulcer Index

SIGA:

33.26%

DGX:

3.21%

Daily Std Dev

SIGA:

77.25%

DGX:

20.66%

Max Drawdown

SIGA:

-98.01%

DGX:

-49.46%

Current Drawdown

SIGA:

-73.76%

DGX:

0.00%

Fundamentals

Market Cap

SIGA:

$504.12M

DGX:

$19.05B

EPS

SIGA:

$1.17

DGX:

$7.69

PE Ratio

SIGA:

6.03

DGX:

22.40

PEG Ratio

SIGA:

0.00

DGX:

1.41

Total Revenue (TTM)

SIGA:

$57.25M

DGX:

$9.87B

Gross Profit (TTM)

SIGA:

$40.09M

DGX:

$3.21B

EBITDA (TTM)

SIGA:

$13.18M

DGX:

$1.75B

Returns By Period

In the year-to-date period, SIGA achieves a -1.75% return, which is significantly lower than DGX's 14.73% return. Over the past 10 years, SIGA has outperformed DGX with an annualized return of 13.65%, while DGX has yielded a comparatively lower 11.65% annualized return.


SIGA

YTD

-1.75%

1M

-7.59%

6M

-37.78%

1Y

23.33%

5Y*

9.10%

10Y*

13.65%

DGX

YTD

14.73%

1M

13.68%

6M

13.27%

1Y

40.32%

5Y*

11.13%

10Y*

11.65%

*Annualized

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Risk-Adjusted Performance

SIGA vs. DGX — Risk-Adjusted Performance Rank

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

SIGA
The Risk-Adjusted Performance Rank of SIGA is 5959
Overall Rank
The Sharpe Ratio Rank of SIGA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGA is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SIGA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SIGA is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SIGA is 5555
Martin Ratio Rank

DGX
The Risk-Adjusted Performance Rank of DGX is 9191
Overall Rank
The Sharpe Ratio Rank of DGX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of DGX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of DGX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DGX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DGX is 9494
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.

SIGA vs. DGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SIGA Technologies, Inc. (SIGA) 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.


Sharpe ratio
The chart of Sharpe ratio for SIGA, currently valued at 0.32, compared to the broader market-2.000.002.000.322.03
The chart of Sortino ratio for SIGA, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.006.000.963.18
The chart of Omega ratio for SIGA, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.38
The chart of Calmar ratio for SIGA, currently valued at 0.31, compared to the broader market0.002.004.006.000.311.73
The chart of Martin ratio for SIGA, currently valued at 0.75, compared to the broader market-10.000.0010.0020.0030.000.7513.10
SIGA
DGX

The current SIGA Sharpe Ratio is 0.32, which is lower than the DGX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SIGA and DGX, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.32
2.03
SIGA
DGX

Dividends

SIGA vs. DGX - Dividend Comparison

SIGA's dividend yield for the trailing twelve months is around 10.16%, more than DGX's 1.74% yield.


TTM20242023202220212020201920182017201620152014
SIGA
SIGA Technologies, Inc.
10.16%9.98%8.04%6.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGX
Quest Diagnostics Incorporated
1.74%1.96%2.02%2.08%1.40%1.85%1.99%2.34%1.83%1.72%2.07%1.92%

Drawdowns

SIGA vs. DGX - Drawdown Comparison

The maximum SIGA drawdown since its inception was -98.01%, which is greater than DGX's maximum drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for SIGA and DGX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-73.76%
0
SIGA
DGX

Volatility

SIGA vs. DGX - Volatility Comparison

SIGA Technologies, Inc. (SIGA) has a higher volatility of 8.87% compared to Quest Diagnostics Incorporated (DGX) at 7.84%. This indicates that SIGA'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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
8.87%
7.84%
SIGA
DGX

Financials

SIGA vs. DGX - Financials Comparison

This section allows you to compare key financial metrics between SIGA Technologies, 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.


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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