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 sector. Data as of 2026-09-13.
| Last close price | $235.02 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +25.02% |
| Total return over period | +94.53% |
| Annualized volatility | 22.14% |
| Period volatility | 38.21% |
| Sharpe ratio | 0.95 |
| Sortino ratio | 1.58 |
| Max drawdown | -12.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.65% |
| Correlation with the S&P 500 | 0.11 |
| Period range | $114.01 – $245.00 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Quest Diagnostics (DGX) has posted an annualized return of +25.02% with annual volatility of 22.14%, a Sharpe ratio of 0.95. 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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