Quest Diagnostics (DGX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Quest Diagnostics, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $234.35 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +22.63% |
| Total return over period | +83.82% |
| Annualized volatility | 22.12% |
| Sharpe ratio | 0.86 |
| Sortino ratio | 1.41 |
| Max drawdown | -12.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.68% |
| Correlation with the S&P 500 | 0.11 |
| Period range | $114.01 – $235.94 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Quest Diagnostics (DGX) has posted an annualized return of +22.63% with annual volatility of 22.12%, a Sharpe ratio of 0.86. 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 S&P 500 stocks, try the optimizer.
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