DGX vs SPY
Comparison between Quest Diagnostics Inc (DGX, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed DGX, delivering a return of +13.3% compared to +8.3%
DGX vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Market Cap / Net Assets
DGX
$21B
Winner
SPY
$652B
Expense Ratio
DGX
N/A
SPY
0.09%
Max Drawdown
Winner
DGX
49.46%
SPY
56.47%
Sharpe Ratio
DGX
0.30
Winner
SPY
2.07
5Y Beta
Winner
DGX
0.21
SPY
1.00
Industry
DGX
Diagnostics & Research
SPY
N/A
P/E Ratio
Winner
DGX
21.06
SPY
28.24
Forward P/E
Winner
DGX
17.67
SPY
21.85
PEG Ratio
DGX
1.45
SPY
N/A
Dividend Yield
DGX
1.71%
SPY
N/A
5Y Dividends CAGR
Winner
DGX
7.26%
SPY
5.43%
5Y EPS CAGR
DGX
8.13%
Winner
SPY
25.79%
Debt to Equity
Winner
DGX
6.83%
SPY
22.35%
Free Cash Flow Yield
DGX
6.38%
SPY
N/A
P/S Ratio
Winner
DGX
1.86
SPY
3.55
P/B Ratio
Winner
DGX
2.88
SPY
5.29
DGX vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
DGX
-5.70%
Winner
SPY
+9.11%
3M
DGX
-1.55%
Winner
SPY
+6.59%
6M
DGX
+5.36%
Winner
SPY
+10.56%
1Y
DGX
+8.50%
Winner
SPY
+32.04%
5Y(CAGR)
DGX
+8.27%
Winner
SPY
+13.35%
10Y(CAGR)
DGX
+11.56%
Winner
SPY
+15.49%
Max(CAGR)
Winner
DGX
+14.46%
SPY
+8.50%
DGX vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | DGX | SPY |
|---|---|---|
| 2026 | +8.83% | +8.27% |
| 2025 | +17.13% | +18.00% |
| 2024 | +9.44% | +25.59% |
| 2023 | -9.67% | +26.72% |
| 2022 | -2.93% | -18.64% |
| 2021 | +45.48% | +30.52% |
| 2020 | +15.18% | +17.28% |
| 2019 | +32.90% | +31.09% |
| 2018 | -14.20% | -5.24% |
| 2017 | +8.51% | +20.78% |
| 2016 | +32.60% | +13.59% |
| 2015 | +5.35% | +1.31% |
| 2014 | +29.73% | +14.56% |
| 2013 | -6.87% | +29.00% |
| 2012 | +1.97% | +14.17% |
| 2011 | +6.97% | +0.85% |
| 2010 | -11.10% | +13.14% |
| 2009 | +15.12% | +22.67% |
| 2008 | +0.72% | -36.25% |
| 2007 | +3.52% | +5.32% |
| 2006 | +3.98% | +13.85% |
| 2005 | +9.43% | +5.32% |
| 2004 | +33.22% | +10.75% |
| 2003 | +23.92% | +24.18% |
| 2002 | -18.08% | -22.42% |
| 2001 | +6.32% | -10.13% |
| 2000 | +373.33% | -8.84% |
| 1999 | +3.80% | +8.61% |
DGX vs SPY Drawdown Comparison
The maximum drawdown for DGX was -49.46%, occurring on Feb 14, 2003. Recovery took 650 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current DGX drawdown is -11.15%.
| Rank | DGX | SPY |
|---|---|---|
| #1 | -49.46% May 3, 2002 - Dec 1, 2004 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -44.77% Dec 28, 2000 - Jun 21, 2001 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -36.60% Mar 5, 2020 - Apr 27, 2020 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -36.26% Aug 31, 2006 - Apr 2, 2012 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -34.54% Jun 29, 2001 - Mar 12, 2002 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -34.39% Oct 19, 2000 - Dec 22, 2000 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -30.31% Jul 19, 2018 - Jan 30, 2020 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -28.60% Dec 31, 2021 - Nov 21, 2024 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -24.13% Sep 6, 2000 - Oct 16, 2000 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -23.58% May 22, 2015 - Jun 2, 2016 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -19.80% Nov 7, 2013 - Aug 21, 2014 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -17.66% Aug 3, 2020 - Jan 29, 2021 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -17.53% Jun 30, 2017 - Jun 8, 2018 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -15.96% May 20, 2005 - Apr 20, 2006 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -15.70% May 26, 2000 - Jun 20, 2000 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between DGX and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
Dividend Comparison (1999 - 2026)
DGX vs SPY dividend yield comparison.
| Year | DGX | SPY |
|---|---|---|
| 2026 | 0.89% | 0.24% |
| 2025 | 1.82% | 1.07% |
| 2024 | 1.96% | 1.21% |
| 2023 | 2.02% | 1.40% |
| 2022 | 1.66% | 1.65% |
| 2021 | 1.40% | 1.20% |
| 2020 | 1.85% | 1.52% |
| 2019 | 1.99% | 1.75% |
| 2018 | 2.34% | 2.04% |
| 2017 | 1.83% | 1.80% |
| 2016 | 1.72% | 2.03% |
| 2015 | 2.07% | 2.06% |
| 2014 | 1.92% | 1.87% |
| 2013 | 2.24% | 1.81% |
| 2012 | 1.17% | 2.18% |
| 2011 | 0.69% | 2.05% |
| 2010 | 0.74% | 1.80% |
| 2009 | 0.66% | 1.95% |
| 2008 | 0.77% | 3.02% |
| 2007 | 0.76% | 1.85% |
| 2006 | 0.74% | 1.73% |
| 2005 | 0.67% | 1.73% |
| 2004 | 0.63% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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