DG vs. ADSK

Last updated Jun 9, 2026

DG (Dollar General Corporation) and ADSK (Autodesk, Inc.) are both stocks. DG operates in Discount Stores (Consumer Defensive), while ADSK operates in Software - Application (Technology). Over the past 10 years, DG returned 2.93%/yr vs 14.89%/yr for ADSK. At a 0.24 correlation, their price movements are largely independent.

Performance

DG vs. ADSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dollar General Corporation (DG) and Autodesk, Inc. (ADSK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DG achieves a -18.82% return, which is significantly higher than ADSK's -23.98% return. Over the past 10 years, DG has underperformed ADSK with an annualized return of 2.93%, while ADSK has yielded a comparatively higher 14.89% annualized return.

DG

• 1D: 3.01%
• 1M: -5.71%
• YTD: -18.82%
• 6M: -13.27%
• 1Y: -3.96%
• 3Y*: -9.41%
• 5Y*: -10.79%
• 10Y*: 2.93%

ADSK

• 1D: -2.14%
• 1M: -7.96%
• YTD: -23.98%
• 6M: -25.33%
• 1Y: -24.45%
• 3Y*: 3.77%
• 5Y*: -3.97%
• 10Y*: 14.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DG vs. ADSK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DG Dollar General Corporation	-18.82%	79.61%	-43.12%	-44.13%	5.57%	13.01%	35.89%	45.71%	17.55%	26.92%
ADSK Autodesk, Inc.	-23.98%	0.15%	21.39%	30.29%	-33.54%	-7.91%	66.43%	42.65%	22.68%	41.64%

Correlation

The correlation between DG and ADSK is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Nov 13, 2009	0.24

The correlation between DG and ADSK shifts across timeframes, from 0.13 (3 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DG : $23.67B ADSK : $47.71B
EPS DG : $7.07 ADSK : $6.84
PE Ratio DG : 15.10 ADSK : 32.92
PS Ratio DG : 0.55 ADSK : 6.42
PB Ratio DG : 2.68 ADSK : 14.96
Total Revenue (TTM) DG : $43.08B ADSK : $7.51B
Gross Profit (TTM) DG : $13.28B ADSK : $6.84B
EBITDA (TTM) DG : $3.06B ADSK : $2.14B

Return for Risk

DG vs. ADSK — Risk / Return Rank

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

DG

DG Risk / Return Rank: 36
DG Sharpe Ratio Rank: 37
DG Sortino Ratio Rank: 33
DG Omega Ratio Rank: 32
DG Calmar Ratio Rank: 39
DG Martin Ratio Rank: 37

ADSK

ADSK Risk / Return Rank: 12
ADSK Sharpe Ratio Rank: 11
ADSK Sortino Ratio Rank: 13
ADSK Omega Ratio Rank: 13
ADSK Calmar Ratio Rank: 14
ADSK Martin Ratio Rank: 8

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DG vs. ADSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dollar General Corporation (DG) and Autodesk, Inc. (ADSK). 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.

	DG	ADSK	Difference
Sharpe ratio: Return per unit of total volatility	-0.12	-0.75	+0.63
Sortino ratio: Return per unit of downside risk	0.08	-0.93	+1.01
Omega ratio: Gain probability vs. loss probability	1.01	0.88	+0.13
Calmar ratio: Return relative to maximum drawdown	-0.11	-0.74	+0.63
Martin ratio: Return relative to average drawdown	-0.28	-1.41	+1.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DG vs. ADSK - Sharpe Ratio Comparison

The current DG Sharpe Ratio is -0.12, which is higher than the ADSK Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of DG and ADSK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DG	ADSK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	-0.75	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	-0.11	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	0.41	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.33	+0.04

Drawdowns

DG vs. ADSK - Drawdown Comparison

The maximum DG drawdown since its inception was -72.61%, smaller than the maximum ADSK drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for DG and ADSK.

Drawdown Indicators

	DG	ADSK	Difference
Max Drawdown Largest peak-to-trough decline	-72.61%	-76.92%	+4.31%
Max Drawdown (1Y) Largest decline over 1 year	-34.57%	-33.15%	-1.42%
Max Drawdown (3Y) Largest decline over 3 years	-58.78%	-33.15%	-25.63%
Max Drawdown (5Y) Largest decline over 5 years	-72.61%	-51.99%	-20.62%
Max Drawdown (10Y) Largest decline over 10 years	-72.61%	-51.99%	-20.62%
Current Drawdown Current decline from peak	-56.10%	-34.25%	-21.85%
Average Drawdown Average peak-to-trough decline	-15.80%	-22.62%	+6.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.29%	17.31%	-3.02%

Volatility

DG vs. ADSK - Volatility Comparison

Dollar General Corporation (DG) has a higher volatility of 13.21% compared to Autodesk, Inc. (ADSK) at 12.22%. This indicates that DG's price experiences larger fluctuations and is considered to be riskier than ADSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DG	ADSK	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.21%	12.22%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	25.91%	26.90%	-0.99%
Volatility (1Y) Calculated over the trailing 1-year period	34.58%	32.84%	+1.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.02%	35.06%	+0.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.55%	36.44%	-4.89%

Dividends

DG vs. ADSK - Dividend Comparison

DG's dividend yield for the trailing twelve months is around 2.21%, while ADSK has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADSK Autodesk, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DG Dollar General Corporation	2.21%	1.78%	3.11%	1.30%	1.06%	0.69%	0.67%	0.80%	1.05%	0.84%	1.35%	1.22%

Financials

DG vs. ADSK - Profitability Comparison

The chart below illustrates the profitability comparison between Dollar General Corporation and Autodesk, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

DG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dollar General Corporation reported a gross profit of 3.41B and revenue of 10.79B. Therefore, the gross margin over that period was 31.6%.

ADSK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a gross profit of 1.76B and revenue of 1.93B. Therefore, the gross margin over that period was 91.0%.

DG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dollar General Corporation reported an operating income of 638.52M and revenue of 10.79B, resulting in an operating margin of 5.9%.

ADSK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported an operating income of 541.00M and revenue of 1.93B, resulting in an operating margin of 28.0%.

DG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dollar General Corporation reported a net income of 444.13M and revenue of 10.79B, resulting in a net margin of 4.1%.

ADSK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a net income of 491.00M and revenue of 1.93B, resulting in a net margin of 25.4%.

Frequently Asked Questions

Can I hold both DG and ADSK in my portfolio?

DG and ADSK have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DG or ADSK?

DG has higher volatility (13.21%) compared to ADSK (12.22%). In terms of maximum drawdown, DG dropped -72.61% vs ADSK's -76.92%.

Which has better risk-adjusted returns?

DG currently has the higher Sharpe Ratio (-0.12 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.