SIGA vs. DGX
SIGA (SIGA Technologies, Inc.) and DGX (Quest Diagnostics Incorporated) are both stocks. Both are in the Healthcare sector — SIGA in Biotechnology, DGX in Diagnostics & Research. Over the past 10 years, SIGA returned 21.05%/yr vs 11.82%/yr for DGX. At a 0.12 correlation, their price movements are largely independent.
Performance
SIGA vs. DGX - Performance Comparison
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Returns By Period
In the year-to-date period, SIGA achieves a -20.63% return, which is significantly lower than DGX's 12.60% return. Over the past 10 years, SIGA has outperformed DGX with an annualized return of 21.05%, while DGX has yielded a comparatively lower 11.82% annualized return.
SIGA
- 1D
- -0.69%
- 1M
- -7.34%
- YTD
- -20.63%
- 6M
- -22.28%
- 1Y
- -21.78%
- 3Y*
- 0.88%
- 5Y*
- 0.04%
- 10Y*
- 21.05%
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%
SIGA vs. DGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | -20.63% | 12.27% | 15.21% | -17.64% | 4.16% | 3.44% | 52.41% | -39.62% | 62.89% | 68.40% |
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 SIGA and DGX is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 1997 | 0.12 |
Fundamentals
SIGA:
$307.38M
DGX:
$21.69B
SIGA:
-$56.43K
DGX:
$9.10
SIGA:
3.28
DGX:
1.93
SIGA:
0.00
DGX:
2.94
SIGA:
$93.78M
DGX:
$11.28B
SIGA:
$57.99M
DGX:
$3.75B
SIGA:
$29.70M
DGX:
$1.98B
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Return for Risk
SIGA vs. DGX — Risk / Return Rank
SIGA
DGX
SIGA vs. DGX - Risk-Adjusted Trends 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 | DGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.13 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 1.18 | -1.62 |
| Martin ratioReturn relative to average drawdown | -0.74 | 2.48 | -3.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIGA | DGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 0.60 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.49 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.50 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.53 | -0.52 |
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.
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Drawdown Indicators
| SIGA | DGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.01% | -49.46% | -48.55% |
Max Drawdown (1Y)Largest decline over 1 year | -50.28% | -11.55% | -38.73% |
Max Drawdown (3Y)Largest decline over 3 years | -56.51% | -16.57% | -39.94% |
Max Drawdown (5Y)Largest decline over 5 years | -82.12% | -28.62% | -53.50% |
Max Drawdown (10Y)Largest decline over 10 years | -82.12% | -36.60% | -45.52% |
Current DrawdownCurrent decline from peak | -76.20% | -8.21% | -67.99% |
Average DrawdownAverage peak-to-trough decline | -66.92% | -11.90% | -55.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.45% | 5.50% | +23.95% |
Volatility
SIGA vs. DGX - Volatility Comparison
SIGA Technologies, Inc. (SIGA) has a higher volatility of 11.84% compared to Quest Diagnostics Incorporated (DGX) at 4.81%. 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.
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Volatility by Period
| SIGA | DGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.84% | 4.81% | +7.03% |
Volatility (6M)Calculated over the trailing 6-month period | 27.45% | 16.42% | +11.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.20% | 22.57% | +25.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.85% | 21.73% | +47.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.90% | 23.76% | +38.14% |
Dividends
SIGA vs. DGX - Dividend Comparison
SIGA's dividend yield for the trailing twelve months is around 13.99%, more than DGX's 1.68% yield.
| 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% |
SIGA SIGA Technologies, Inc. | 13.99% | 9.82% | 9.98% | 8.04% | 6.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SIGA and DGX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIGA has higher volatility (11.84%) compared to DGX (4.81%). In terms of maximum drawdown, SIGA dropped -98.01% vs DGX's -49.46%.
DGX currently has the higher Sharpe Ratio (0.60 vs -0.45), 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.
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