Quest Diagnostics (DGX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Quest Diagnostics, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $245.62 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +26.74% |
| Total return over period | +102.84% |
| Annualized volatility | 22.21% |
| Period volatility | 38.37% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.36 |
| Sortino ratio | 3.88 |
| Max drawdown | -12.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.70% |
| Correlation with the S&P 500 | 0.11 |
| Period range | $118.01 – $247.45 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Quest Diagnostics (DGX) has posted an annualized return of +26.74% with annual volatility of 22.21%, a Sharpe ratio of 2.36. Its worst stretch (max drawdown from a peak) was -12.44%. Its correlation with the S&P 500 is 0.11, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DGX would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Quest Diagnostics (DGX) is of the S&P 500.
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