SIGA vs. DGX
Compare and contrast key facts about SIGA Technologies, Inc. (SIGA) and Quest Diagnostics Incorporated (DGX).
Performance
SIGA vs. DGX - Performance Comparison
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SIGA vs. DGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | -15.38% | 12.27% | 15.21% | -17.64% | 4.16% | 3.44% | 52.41% | -39.62% | 62.89% | 68.40% |
DGX Quest Diagnostics Incorporated | 14.44% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
Fundamentals
SIGA:
$0.49
DGX:
$8.80
SIGA:
10.60
DGX:
22.45
SIGA:
2.61
DGX:
2.02
SIGA:
$94.58M
DGX:
$11.04B
SIGA:
$64.07M
DGX:
$3.67B
SIGA:
$27.58M
DGX:
$2.02B
Returns By Period
In the year-to-date period, SIGA achieves a -15.38% return, which is significantly lower than DGX's 14.44% return. Over the past 10 years, SIGA has outperformed DGX with an annualized return of 31.99%, while DGX has yielded a comparatively lower 12.77% annualized return.
SIGA
- 1D
- -3.36%
- 1M
- -21.07%
- YTD
- -15.38%
- 6M
- -43.99%
- 1Y
- 4.19%
- 3Y*
- 4.88%
- 5Y*
- 1.30%
- 10Y*
- 31.99%
DGX
- 1D
- 0.87%
- 1M
- -5.97%
- YTD
- 14.44%
- 6M
- 9.56%
- 1Y
- 18.95%
- 3Y*
- 14.07%
- 5Y*
- 11.00%
- 10Y*
- 12.77%
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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 | 0.08 | 0.81 | -0.73 |
Sortino ratioReturn per unit of downside risk | 0.48 | 1.38 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.17 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.94 | -1.85 |
Martin ratioReturn relative to average drawdown | 0.19 | 4.31 | -4.12 |
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 | 0.08 | 0.81 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.51 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.54 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.53 | -0.53 |
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.
Dividends
SIGA vs. DGX - Dividend Comparison
SIGA's dividend yield for the trailing twelve months is around 11.61%, more than DGX's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | 11.61% | 9.82% | 9.98% | 8.04% | 6.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGX Quest Diagnostics Incorporated | 1.62% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
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 | -48.73% | -9.81% | -38.92% |
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 | -74.63% | -6.71% | -67.92% |
Average DrawdownAverage peak-to-trough decline | -66.88% | -11.92% | -54.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.61% | 4.41% | +18.20% |
Volatility
SIGA vs. DGX - Volatility Comparison
SIGA Technologies, Inc. (SIGA) has a higher volatility of 16.79% compared to Quest Diagnostics Incorporated (DGX) at 4.48%. 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 | 16.79% | 4.48% | +12.31% |
Volatility (6M)Calculated over the trailing 6-month period | 34.98% | 16.61% | +18.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.98% | 23.52% | +26.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.81% | 21.65% | +47.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.69% | 23.63% | +42.06% |
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