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

Correlation

The correlation between BJ and DLTR is 0.23, 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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.97%
-31.75%
BJ
DLTR

Key characteristics

Sharpe Ratio

BJ:

1.54

DLTR:

-1.12

Sortino Ratio

BJ:

2.38

DLTR:

-1.49

Omega Ratio

BJ:

1.29

DLTR:

0.77

Calmar Ratio

BJ:

2.10

DLTR:

-0.71

Martin Ratio

BJ:

7.66

DLTR:

-1.30

Ulcer Index

BJ:

5.37%

DLTR:

35.19%

Daily Std Dev

BJ:

26.67%

DLTR:

40.94%

Max Drawdown

BJ:

-38.76%

DLTR:

-67.06%

Current Drawdown

BJ:

-5.99%

DLTR:

-58.10%

Fundamentals

Market Cap

BJ:

$12.88B

DLTR:

$15.08B

EPS

BJ:

$4.17

DLTR:

-$4.70

PEG Ratio

BJ:

2.46

DLTR:

0.97

Total Revenue (TTM)

BJ:

$20.58B

DLTR:

$31.22B

Gross Profit (TTM)

BJ:

$3.78B

DLTR:

$9.70B

EBITDA (TTM)

BJ:

$1.07B

DLTR:

-$227.00M

Returns By Period

In the year-to-date period, BJ achieves a 40.67% return, which is significantly higher than DLTR's -48.65% return.


BJ

YTD

40.67%

1M

9.42%

6M

5.97%

1Y

42.77%

5Y*

33.03%

10Y*

N/A

DLTR

YTD

-48.65%

1M

15.45%

6M

-31.75%

1Y

-45.70%

5Y*

-4.97%

10Y*

0.40%

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Risk-Adjusted Performance

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 1.54, compared to the broader market-4.00-2.000.002.001.54-1.12
The chart of Sortino ratio for BJ, currently valued at 2.38, compared to the broader market-4.00-2.000.002.004.002.38-1.49
The chart of Omega ratio for BJ, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.77
The chart of Calmar ratio for BJ, currently valued at 2.10, compared to the broader market0.002.004.006.002.10-0.71
The chart of Martin ratio for BJ, currently valued at 7.66, compared to the broader market-5.000.005.0010.0015.0020.0025.007.66-1.30
BJ
DLTR

The current BJ Sharpe Ratio is 1.54, which is higher than the DLTR Sharpe Ratio of -1.12. 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.54
-1.12
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%JulyAugustSeptemberOctoberNovemberDecember
-5.99%
-58.10%
BJ
DLTR

Volatility

BJ vs. DLTR - Volatility Comparison

BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 10.73% compared to Dollar Tree, Inc. (DLTR) at 10.02%. This indicates that BJ's price experiences larger fluctuations and is considered to be riskier than DLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.73%
10.02%
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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