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

Key characteristics


SIGADGX
YTD Return51.45%15.40%
1Y Return86.81%26.79%
3Y Return (Ann)14.29%2.60%
5Y Return (Ann)11.40%10.43%
10Y Return (Ann)23.61%11.80%
Sharpe Ratio1.261.30
Daily Std Dev74.83%19.77%
Max Drawdown-98.01%-49.46%
Current Drawdown-64.90%-3.83%

Fundamentals


SIGADGX
Market Cap$561.68M$17.19B
EPS$1.17$7.41
PE Ratio6.7320.83
PEG Ratio0.001.61
Total Revenue (TTM)$172.96M$9.35B
Gross Profit (TTM)$138.07M$3.03B
EBITDA (TTM)$103.28M$1.79B

Correlation

-0.50.00.51.00.1

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.

Performance

SIGA vs. DGX - Performance Comparison

In the year-to-date period, SIGA achieves a 51.45% return, which is significantly higher than DGX's 15.40% return. Over the past 10 years, SIGA has outperformed DGX with an annualized return of 23.61%, while DGX has yielded a comparatively lower 11.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%AprilMayJuneJulyAugustSeptember
6.68%
23.52%
SIGA
DGX

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Risk-Adjusted Performance

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.


SIGA
Sharpe ratio
The chart of Sharpe ratio for SIGA, currently valued at 1.16, compared to the broader market-4.00-2.000.002.001.16
Sortino ratio
The chart of Sortino ratio for SIGA, currently valued at 1.73, compared to the broader market-6.00-4.00-2.000.002.004.001.73
Omega ratio
The chart of Omega ratio for SIGA, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for SIGA, currently valued at 1.07, compared to the broader market0.001.002.003.004.005.001.07
Martin ratio
The chart of Martin ratio for SIGA, currently valued at 4.89, compared to the broader market-10.00-5.000.005.0010.0015.0020.004.89
DGX
Sharpe ratio
The chart of Sharpe ratio for DGX, currently valued at 1.30, compared to the broader market-4.00-2.000.002.001.30
Sortino ratio
The chart of Sortino ratio for DGX, currently valued at 2.01, compared to the broader market-6.00-4.00-2.000.002.004.002.01
Omega ratio
The chart of Omega ratio for DGX, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for DGX, currently valued at 0.94, compared to the broader market0.001.002.003.004.005.000.94
Martin ratio
The chart of Martin ratio for DGX, currently valued at 4.96, compared to the broader market-10.00-5.000.005.0010.0015.0020.004.96

SIGA vs. DGX - Sharpe Ratio Comparison

The current SIGA Sharpe Ratio is 1.26, which roughly equals the DGX Sharpe Ratio of 1.30. The chart below compares the 12-month rolling Sharpe Ratio of SIGA and DGX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.16
1.30
SIGA
DGX

Dividends

SIGA vs. DGX - Dividend Comparison

SIGA's dividend yield for the trailing twelve months is around 7.59%, more than DGX's 1.87% yield.


TTM20232022202120202019201820172016201520142013
SIGA
SIGA Technologies, Inc.
7.59%8.04%6.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGX
Quest Diagnostics Incorporated
1.87%2.02%2.08%1.40%1.85%1.99%2.34%1.83%1.72%2.07%1.92%2.24%

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%AprilMayJuneJulyAugustSeptember
-64.90%
-3.83%
SIGA
DGX

Volatility

SIGA vs. DGX - Volatility Comparison

SIGA Technologies, Inc. (SIGA) has a higher volatility of 28.96% compared to Quest Diagnostics Incorporated (DGX) at 3.39%. 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%AprilMayJuneJulyAugustSeptember
28.96%
3.39%
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