ST vs. DGX
ST (Sensata Technologies Holding plc) and DGX (Quest Diagnostics Incorporated) are both stocks. ST operates in Scientific & Technical Instruments (Technology), while DGX operates in Diagnostics & Research (Healthcare). Over the past 10 years, ST returned 2.69%/yr vs 12.68%/yr for DGX. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
ST vs. DGX - Performance Comparison
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Returns By Period
In the year-to-date period, ST achieves a 41.49% return, which is significantly higher than DGX's 35.41% return. Over the past 10 years, ST has underperformed DGX with an annualized return of 2.69%, while DGX has yielded a comparatively higher 12.68% annualized return.
ST
- 1D
- 1.14%
- 1M
- 3.26%
- 6M
- 32.38%
- YTD
- 41.49%
- 1Y
- 58.59%
- 3Y*
- 6.06%
- 5Y*
- -3.27%
- 10Y*
- 2.69%
- ALL TIME*
- 6.36%
DGX
- 1D
- -0.45%
- 1M
- 7.96%
- 6M
- 26.44%
- YTD
- 35.41%
- 1Y
- 38.15%
- 3Y*
- 21.95%
- 5Y*
- 11.75%
- 10Y*
- 12.68%
- ALL TIME*
- 16.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $322.82M | $244.31M | $194.90M | |
| $97.97M | $81.94M | $102.84M |
ST vs. DGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ST Sensata Technologies Holding plc | 41.49% | 23.53% | -26.08% | -5.87% | -34.05% | 16.97% | -2.10% | 20.14% | -12.27% | 31.22% |
DGX Quest Diagnostics Incorporated | 35.41% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
Correlation
The correlation between ST and DGX is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.29 |
Over the past year, the correlation between ST and DGX has dropped to 0.02 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Fundamentals
ST:
$6.81B
DGX:
$25.60B
ST:
$0.61
DGX:
$9.46
ST:
76.41
DGX:
24.52
ST:
1.82
DGX:
2.25
ST:
2.32
DGX:
3.46
ST:
$3.78B
DGX:
$11.56B
ST:
$1.07B
DGX:
$3.83B
ST:
$553.02M
DGX:
$2.01B
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Return for Risk
ST vs. DGX — Risk / Return Rank
ST
DGX
ST vs. DGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sensata Technologies Holding plc (ST) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ST | DGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.32 | -0.05 |
| Martin ratioReturn relative to average drawdown | 7.94 | 7.15 | +0.79 |
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Drawdowns
ST vs. DGX - Drawdown Comparison
The maximum ST drawdown since its inception was -71.75%, which is greater than DGX's maximum drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for ST and DGX.
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Drawdown Indicators
| ST | DGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.75% | -49.46% | -22.29% |
Max Drawdown (1Y)Largest decline over 1 year | -18.00% | -11.55% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -58.40% | -12.44% | -45.96% |
Max Drawdown (5Y)Largest decline over 5 years | -71.75% | -28.62% | -43.13% |
Max Drawdown (10Y)Largest decline over 10 years | -71.75% | -36.60% | -35.15% |
Current DrawdownCurrent decline from peak | -23.87% | -1.69% | -22.18% |
Average DrawdownAverage peak-to-trough decline | -22.79% | -11.85% | -10.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 5.35% | +2.05% |
Volatility
ST vs. DGX - Volatility Comparison
Sensata Technologies Holding plc (ST) and Quest Diagnostics Incorporated (DGX) have volatilities of 9.73% and 10.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ST | DGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.73% | 10.22% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 31.36% | 18.36% | +13.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.05% | 23.78% | +17.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.05% | 22.35% | +14.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.94% | 24.00% | +10.94% |
Dividends
ST vs. DGX - Dividend Comparison
ST's dividend yield for the trailing twelve months is around 1.03%, less than DGX's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGX Quest Diagnostics Incorporated | 1.43% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
ST Sensata Technologies Holding plc | 1.03% | 1.44% | 1.75% | 1.25% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ST vs. DGX - Financials Comparison
This section allows you to compare key financial metrics between Sensata Technologies Holding plc 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
ST vs. DGX - Profitability Comparison
ST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sensata Technologies Holding plc reported a gross profit of 301.80M and revenue of 990.60M. Therefore, the gross margin over that period was 30.5%.
DGX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Quest Diagnostics Incorporated reported a gross profit of 1.03B and revenue of 3.04B. Therefore, the gross margin over that period was 33.8%.
ST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sensata Technologies Holding plc reported an operating income of 165.40M and revenue of 990.60M, resulting in an operating margin of 16.7%.
DGX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Quest Diagnostics Incorporated reported an operating income of 459.00M and revenue of 3.04B, resulting in an operating margin of 15.1%.
ST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sensata Technologies Holding plc reported a net income of 102.10M and revenue of 990.60M, resulting in a net margin of 10.3%.
DGX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Quest Diagnostics Incorporated reported a net income of 320.00M and revenue of 3.04B, resulting in a net margin of 10.5%.
Frequently Asked Questions
ST and DGX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGX has higher volatility (10.22%) compared to ST (9.73%). In terms of maximum drawdown, ST dropped -71.75% vs DGX's -49.46%.
DGX currently has the higher Sharpe Ratio (1.61 vs 1.44), 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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