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DG vs. DLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DG vs. DLTR - Performance Comparison

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

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Returns By Period

In the year-to-date period, DG achieves a -13.78% return, which is significantly lower than DLTR's -9.24% return. Over the past 10 years, DG has outperformed DLTR with an annualized return of 3.58%, while DLTR has yielded a comparatively lower 1.90% annualized return.


DG

1D
4.38%
1M
9.63%
YTD
-13.78%
6M
-16.25%
1Y
3.07%
3Y*
-9.74%
5Y*
-10.38%
10Y*
3.58%

DLTR

1D
4.92%
1M
23.22%
YTD
-9.24%
6M
-12.02%
1Y
14.48%
3Y*
-6.42%
5Y*
2.16%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DG vs. DLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DG
Dollar General Corporation
-13.78%79.61%-43.12%-44.13%5.57%13.01%35.89%45.71%17.55%26.92%
DLTR
Dollar Tree, Inc.
-9.24%64.14%-47.24%0.43%0.65%30.06%14.88%4.13%-15.83%39.04%

Correlation

The correlation between DG and DLTR is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2009

0.54

The correlation between DG and DLTR has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

Fundamentals

Market Cap

DG:

$25.14B

DLTR:

$22.04B

EPS

DG:

$7.07

DLTR:

$6.36

PE Ratio

DG:

16.04

DLTR:

17.55

PS Ratio

DG:

0.58

DLTR:

1.14

PB Ratio

DG:

2.84

DLTR:

1.59

Total Revenue (TTM)

DG:

$43.08B

DLTR:

$19.75B

Gross Profit (TTM)

DG:

$13.28B

DLTR:

$7.25B

EBITDA (TTM)

DG:

$3.06B

DLTR:

$2.05B

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Return for Risk

DG vs. DLTR — Risk / Return Rank

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

DG
DG Risk / Return Rank: 4343
Overall Rank
DG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DG Sortino Ratio Rank: 4040
Sortino Ratio Rank
DG Omega Ratio Rank: 4040
Omega Ratio Rank
DG Calmar Ratio Rank: 4444
Calmar Ratio Rank
DG Martin Ratio Rank: 4444
Martin Ratio Rank

DLTR
DLTR Risk / Return Rank: 5252
Overall Rank
DLTR Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DLTR Sortino Ratio Rank: 5252
Sortino Ratio Rank
DLTR Omega Ratio Rank: 5050
Omega Ratio Rank
DLTR Calmar Ratio Rank: 5151
Calmar Ratio Rank
DLTR Martin Ratio Rank: 5151
Martin Ratio Rank
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. DLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dollar General Corporation (DG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DGDLTRDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.05

1.10

-0.05

Calmar ratioReturn relative to maximum drawdown

0.09

0.38

-0.29

Martin ratioReturn relative to average drawdown

0.20

0.84

-0.63

DG vs. DLTR - Sharpe Ratio Comparison

The current DG Sharpe Ratio is 0.09, which is lower than the DLTR Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of DG and DLTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DG vs. DLTR - Drawdown Comparison

The maximum DG drawdown since its inception was -72.61%, which is greater than DLTR's maximum drawdown of -67.06%. Use the drawdown chart below to compare losses from any high point for DG and DLTR.


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Drawdown Indicators


DGDLTRDifference

Max Drawdown

Largest peak-to-trough decline

-72.61%

-67.06%

-5.55%

Max Drawdown (1Y)

Largest decline over 1 year

-34.57%

-38.53%

+3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-58.78%

-60.34%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-72.61%

-64.84%

-7.77%

Max Drawdown (10Y)

Largest decline over 10 years

-72.61%

-64.84%

-7.77%

Current Drawdown

Current decline from peak

-53.37%

-35.86%

-17.51%

Average Drawdown

Average peak-to-trough decline

-15.87%

-21.16%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.11%

17.35%

-2.24%

Volatility

DG vs. DLTR - Volatility Comparison

The current volatility for Dollar General Corporation (DG) is 11.28%, while Dollar Tree, Inc. (DLTR) has a volatility of 20.55%. This indicates that DG experiences smaller price fluctuations and is considered to be less risky than DLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGDLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.28%

20.55%

-9.27%

Volatility (6M)

Calculated over the trailing 6-month period

25.25%

32.01%

-6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

35.39%

40.28%

-4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.20%

40.50%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.64%

36.97%

-5.33%

Dividends

DG vs. DLTR - Dividend Comparison

DG's dividend yield for the trailing twelve months is around 2.08%, while DLTR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DG
Dollar General Corporation
2.08%1.78%3.11%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%
DLTR
Dollar Tree, 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%

Financials

DG vs. DLTR - Financials Comparison

This section allows you to compare key financial metrics between Dollar General Corporation 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


4.00B5.00B6.00B7.00B8.00B9.00B10.00B11.00B20222023202420252026
10.79B
4.98B
(DG) Total Revenue
(DLTR) Total Revenue
Values in USD except per share items

DG vs. DLTR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

28.0%30.0%32.0%34.0%36.0%38.0%40.0%20222023202420252026
31.6%
36.9%
Portfolio components
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%.

DLTR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dollar Tree, Inc. reported a gross profit of 1.83B and revenue of 4.98B. Therefore, the gross margin over that period was 36.9%.

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%.

DLTR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dollar Tree, Inc. reported an operating income of 473.30M and revenue of 4.98B, resulting in an operating margin of 9.5%.

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%.

DLTR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dollar Tree, Inc. reported a net income of 347.30M and revenue of 4.98B, resulting in a net margin of 7.0%.


Frequently Asked Questions


DG and DLTR have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DLTR has higher volatility (20.55%) compared to DG (11.28%). In terms of maximum drawdown, DG dropped -72.61% vs DLTR's -67.06%.

DLTR currently has the higher Sharpe Ratio (0.36 vs 0.09), 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.

Portfolio Optimizer

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