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BJ vs. DLTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BJ and DLTR is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

BJ vs. DLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BJ's Wholesale Club Holdings, Inc. (BJ) and Dollar Tree, Inc. (DLTR). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2025FebruaryMarch
403.45%
-17.96%
BJ
DLTR

Key characteristics

Sharpe Ratio

BJ:

1.45

DLTR:

-1.09

Sortino Ratio

BJ:

2.33

DLTR:

-1.52

Omega Ratio

BJ:

1.28

DLTR:

0.79

Calmar Ratio

BJ:

2.67

DLTR:

-0.70

Martin Ratio

BJ:

7.40

DLTR:

-1.19

Ulcer Index

BJ:

5.74%

DLTR:

38.38%

Daily Std Dev

BJ:

29.37%

DLTR:

41.97%

Max Drawdown

BJ:

-38.76%

DLTR:

-67.06%

Current Drawdown

BJ:

-4.10%

DLTR:

-59.94%

Fundamentals

Market Cap

BJ:

$14.51B

DLTR:

$14.35B

EPS

BJ:

$4.05

DLTR:

-$4.86

PEG Ratio

BJ:

2.73

DLTR:

1.12

Total Revenue (TTM)

BJ:

$20.50B

DLTR:

$22.58B

Gross Profit (TTM)

BJ:

$3.76B

DLTR:

$6.92B

EBITDA (TTM)

BJ:

$788.05M

DLTR:

$1.69B

Returns By Period

In the year-to-date period, BJ achieves a 23.96% return, which is significantly higher than DLTR's -6.94% return.


BJ

YTD

23.96%

1M

9.13%

6M

35.94%

1Y

43.19%

5Y*

36.86%

10Y*

N/A

DLTR

YTD

-6.94%

1M

-6.96%

6M

-2.81%

1Y

-44.52%

5Y*

-1.81%

10Y*

-1.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BJ vs. DLTR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BJ
The Risk-Adjusted Performance Rank of BJ is 8989
Overall Rank
The Sharpe Ratio Rank of BJ is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BJ is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BJ is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BJ is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BJ is 9090
Martin Ratio Rank

DLTR
The Risk-Adjusted Performance Rank of DLTR is 88
Overall Rank
The Sharpe Ratio Rank of DLTR is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of DLTR is 55
Sortino Ratio Rank
The Omega Ratio Rank of DLTR is 55
Omega Ratio Rank
The Calmar Ratio Rank of DLTR is 99
Calmar Ratio Rank
The Martin Ratio Rank of DLTR is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BJ vs. DLTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) and Dollar Tree, Inc. (DLTR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BJ, currently valued at 1.45, compared to the broader market-2.00-1.000.001.002.003.001.45-1.09
The chart of Sortino ratio for BJ, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.33-1.52
The chart of Omega ratio for BJ, currently valued at 1.28, compared to the broader market0.501.001.502.001.280.79
The chart of Calmar ratio for BJ, currently valued at 2.67, compared to the broader market0.001.002.003.004.005.002.67-0.70
The chart of Martin ratio for BJ, currently valued at 7.40, compared to the broader market-5.000.005.0010.0015.0020.007.40-1.19
BJ
DLTR

The current BJ Sharpe Ratio is 1.45, which is higher than the DLTR Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of BJ and DLTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00OctoberNovemberDecember2025FebruaryMarch
1.45
-1.09
BJ
DLTR

Dividends

BJ vs. DLTR - Dividend Comparison

Neither BJ nor DLTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BJ vs. DLTR - Drawdown Comparison

The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum DLTR drawdown of -67.06%. Use the drawdown chart below to compare losses from any high point for BJ and DLTR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-4.10%
-59.94%
BJ
DLTR

Volatility

BJ vs. DLTR - Volatility Comparison

BJ's Wholesale Club Holdings, Inc. (BJ) and Dollar Tree, Inc. (DLTR) have volatilities of 14.84% and 14.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2025FebruaryMarch
14.84%
14.81%
BJ
DLTR

Financials

BJ vs. DLTR - Financials Comparison

This section allows you to compare key financial metrics between BJ's Wholesale Club Holdings, Inc. and Dollar Tree, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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