SOJD vs DGX

Comparison between Southern Company (SOJD, Company) and Quest Diagnostics Inc (DGX, Company).

5-Year PerformanceDGX has outperformed SOJD, delivering a return of +10.9% compared to -1.3%

SOJD vs DGX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SOJD(COMPANY)	DGX(COMPANY)
Market Cap	$22B	$22B
Max Drawdown	38.10%	49.46%
Sharpe Ratio	-0.32	0.94
5Y Beta	0.17	0.17
Industry	N/A	Diagnostics & Research
P/E Ratio	4.11	22.47
Forward P/E	N/A	19.61
PEG Ratio	N/A	1.54
Dividend Yield	6.20%	1.55%
5Y Dividends CAGR	4.56%	7.06%
5Y EPS CAGR	3.88%	8.13%
Debt to Equity	4.19%	6.83%
Free Cash Flow Yield	-15.72%	5.97%
P/S Ratio	N/A	1.98
P/B Ratio	N/A	3.10

Market Cap

SOJD

$22B

Winner

DGX

$22B

Max Drawdown

Winner

SOJD

38.10%

DGX

49.46%

Sharpe Ratio

SOJD

-0.32

Winner

DGX

0.94

5Y Beta

SOJD

0.17

Winner

DGX

0.17

Industry

SOJD

N/A

DGX

Diagnostics & Research

P/E Ratio

Winner

SOJD

4.11

DGX

22.47

Forward P/E

SOJD

N/A

DGX

19.61

PEG Ratio

SOJD

N/A

DGX

1.54

Dividend Yield

Winner

SOJD

6.20%

DGX

1.55%

5Y Dividends CAGR

SOJD

4.56%

Winner

DGX

7.06%

5Y EPS CAGR

SOJD

3.88%

Winner

DGX

8.13%

Debt to Equity

Winner

SOJD

4.19%

DGX

6.83%

Free Cash Flow Yield

SOJD

-15.72%

Winner

DGX

5.97%

P/S Ratio

SOJD

N/A

DGX

1.98

P/B Ratio

SOJD

N/A

DGX

3.10

SOJD vs DGX - Historical Returns

Returns include dividend reinvestment.

Period	SOJD	DGX
1 month	-1.55%	+7.23%
3 months	-4.68%	+1.24%
6 months	-5.20%	+12.90%
1 year	+0.27%	+26.36%
5 years(CAGR)	-1.26%	+10.91%
10 years(CAGR)	N/A	+11.60%
Max(CAGR)	+0.97%	+14.78%

SOJD

-1.55%

Winner

DGX

+7.23%

SOJD

-4.68%

Winner

DGX

+1.24%

SOJD

-5.20%

Winner

DGX

+12.90%

SOJD

+0.27%

Winner

DGX

+26.36%

5Y(CAGR)

SOJD

-1.26%

Winner

DGX

+10.91%

10Y(CAGR)

SOJD

N/A

DGX

+11.60%

Max(CAGR)

SOJD

+0.97%

Winner

DGX

+14.78%

SOJD vs DGX - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	SOJD	DGX
2026	-3.86%	+20.49%
2025	+0.90%	+17.13%
2024	-2.31%	+9.44%
2023	+18.19%	-9.67%
2022	-23.28%	-2.93%
2021	+3.89%	+45.48%
2020	+12.79%	+15.18%
2019	N/A	+32.90%
2018	N/A	-14.20%
2017	N/A	+8.51%
2016	N/A	+32.60%
2015	N/A	+5.35%
2014	N/A	+29.73%
2013	N/A	-6.87%
2012	N/A	+1.97%
2011	N/A	+6.97%
2010	N/A	-11.10%
2009	N/A	+15.12%
2008	N/A	+0.72%
2007	N/A	+3.52%
2006	N/A	+3.98%
2005	N/A	+9.43%
2004	N/A	+33.22%
2003	N/A	+23.92%
2002	N/A	-18.08%
2001	N/A	+6.32%
2000	N/A	+373.33%
1999	N/A	+3.80%

SOJD vs DGX Drawdown Comparison

The maximum drawdown for SOJD was -38.10%, occurring on Mar 18, 2020. Recovery took 78 trading sessions.

The maximum drawdown for DGX was -49.46%, occurring on Feb 14, 2003. Recovery took 650 trading sessions.

The current SOJD drawdown is -13.34%. The current DGX drawdown is -3.91%.

Rank	SOJD	DGX
#1	-38.10% Feb 14, 2020 - Jun 8, 2020	-49.46% May 3, 2002 - Dec 1, 2004
#2	-26.85% Nov 8, 2021 - Sep 4, 2024	-44.77% Dec 28, 2000 - Jun 21, 2001
#3	-16.27% Sep 19, 2024 - Jun 17, 2025	-36.60% Mar 5, 2020 - Apr 27, 2020
#4	-6.10% Dec 21, 2020 - May 5, 2021	-36.26% Aug 31, 2006 - Apr 2, 2012
#5	-3.26% Sep 3, 2021 - Oct 28, 2021	-34.54% Jun 29, 2001 - Mar 12, 2002
#6	-3.05% Jun 8, 2020 - Jul 8, 2020	-34.39% Oct 19, 2000 - Dec 22, 2000
#7	-2.54% Oct 23, 2020 - Nov 16, 2020	-30.31% Jul 19, 2018 - Jan 30, 2020
#8	-2.26% May 7, 2021 - Jun 1, 2021	-28.60% Dec 31, 2021 - Nov 21, 2024
#9	-2.12% Sep 1, 2020 - Oct 16, 2020	-24.13% Sep 6, 2000 - Oct 16, 2000
#10	-1.43% Jun 2, 2021 - Sep 3, 2021	-23.58% May 22, 2015 - Jun 2, 2016
#11	-0.98% Nov 19, 2020 - Dec 21, 2020	-19.80% Nov 7, 2013 - Aug 21, 2014
#12	-0.85% Oct 20, 2020 - Oct 23, 2020	-17.66% Aug 3, 2020 - Jan 29, 2021
#13	-0.74% Jan 30, 2020 - Feb 5, 2020	-17.53% Jun 30, 2017 - Jun 8, 2018
#14	-0.48% Aug 27, 2020 - Sep 1, 2020	-15.96% May 20, 2005 - Apr 20, 2006
#15	-0.45% Oct 28, 2021 - Nov 1, 2021	-15.70% May 26, 2000 - Jun 20, 2000

Correlation

Correlation between SOJD and DGX is 0.31 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.31

-101

Dividend Comparison (2004 - 2026)

SOJD vs DGX dividend yield comparison.

Year	SOJD	DGX
2026	3.24%	1.22%
2025	6.11%	1.82%
2024	5.98%	1.96%
2023	5.50%	2.02%
2022	6.30%	1.66%
2021	4.57%	1.40%
2020	3.65%	1.85%
2019	0.00%	1.99%
2018	0.00%	2.34%
2017	0.00%	1.83%
2016	0.00%	1.72%
2015	0.00%	2.07%
2014	0.00%	1.92%
2013	0.00%	2.24%
2012	0.00%	1.17%
2011	0.00%	0.69%
2010	0.00%	0.74%
2009	0.00%	0.66%
2008	0.00%	0.77%
2007	0.00%	0.76%
2006	0.00%	0.74%
2005	0.00%	0.67%
2004	0.00%	0.63%