The conductance G of a quantum dot with single-mode ballistic point contacts depends sensitively on external parameters X, such as gate voltage and magnetic field. We calculate the joint distribution of G and dG/dX by relating it to the distribution of the Wigner-Smith time-delay matrix of a chaotic system. The distribution of dG/dX has a singularity at zero and algebraic tails. While G and dG/dX are correlated, the ratio of dG/dX and