DG vs. EL
DG (Dollar General Corporation) and EL (The Estée Lauder Companies Inc.) are both stocks. Both are in the Consumer Defensive sector — DG in Discount Stores, EL in Household & Personal Products. Over the past 10 years, DG returned 3.38%/yr vs -0.00%/yr for EL. At a 0.27 correlation, their price movements are largely independent.
Performance
DG vs. EL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DG achieves a -12.31% return, which is significantly higher than EL's -21.34% return.
DG
- 1D
- -0.55%
- 1M
- 8.02%
- 6M
- -19.22%
- YTD
- -12.31%
- 1Y
- 3.94%
- 3Y*
- -10.13%
- 5Y*
- -10.78%
- 10Y*
- 3.38%
EL
- 1D
- -3.13%
- 1M
- -3.36%
- 6M
- -21.75%
- YTD
- -21.34%
- 1Y
- -2.99%
- 3Y*
- -23.40%
- 5Y*
- -22.62%
- 10Y*
- -0.00%
DG vs. EL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DG Dollar General Corporation | -12.31% | 79.61% | -43.12% | -44.13% | 5.57% | 13.01% | 35.89% | 45.71% | 17.55% | 26.92% |
EL The Estée Lauder Companies Inc. | -21.34% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
Correlation
The correlation between DG and EL is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2009 | 0.27 |
Fundamentals
DG:
$25.32B
EL:
$29.58B
DG:
$7.07
EL:
-$0.68
DG:
0.59
EL:
2.01
DG:
2.88
EL:
7.49
DG:
$43.08B
EL:
$14.84B
DG:
$13.28B
EL:
$11.09B
DG:
$3.06B
EL:
$1.30B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DG vs. EL — Risk / Return Rank
DG
EL
DG vs. EL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dollar General Corporation (DG) and The Estée Lauder Companies Inc. (EL). 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.
| DG | EL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.03 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | -0.07 | +0.18 |
| Martin ratioReturn relative to average drawdown | 0.25 | -0.15 | +0.40 |
Loading charts...
Drawdowns
DG vs. EL - Drawdown Comparison
The maximum DG drawdown since its inception was -72.61%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for DG and EL.
Loading charts...
Drawdown Indicators
| DG | EL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.61% | -85.82% | +13.21% |
Max Drawdown (1Y)Largest decline over 1 year | -34.57% | -43.62% | +9.05% |
Max Drawdown (3Y)Largest decline over 3 years | -58.53% | -73.19% | +14.66% |
Max Drawdown (5Y)Largest decline over 5 years | -72.61% | -85.82% | +13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -72.61% | -85.82% | +13.21% |
Current DrawdownCurrent decline from peak | -52.58% | -76.36% | +23.78% |
Average DrawdownAverage peak-to-trough decline | -15.98% | -20.85% | +4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.05% | 19.62% | -3.57% |
Volatility
DG vs. EL - Volatility Comparison
Dollar General Corporation (DG) and The Estée Lauder Companies Inc. (EL) have volatilities of 10.83% and 11.05%, 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.
Loading charts...
Volatility by Period
| DG | EL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.83% | 11.05% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 25.43% | 39.53% | -14.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 47.00% | -11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.31% | 43.55% | -7.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.71% | 36.67% | -4.96% |
Dividends
DG vs. EL - Dividend Comparison
DG's dividend yield for the trailing twelve months is around 2.06%, more than EL's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DG Dollar General Corporation | 2.06% | 1.78% | 3.11% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% |
EL The Estée Lauder Companies Inc. | 1.71% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
Financials
DG vs. EL - Financials Comparison
This section allows you to compare key financial metrics between Dollar General Corporation and The Estée Lauder Companies 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.
Total Revenue: Total amount of money received from sales and other business activities
DG vs. EL - Profitability Comparison
DG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
EL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Estée Lauder Companies Inc. reported a gross profit of 2.84B and revenue of 3.71B. Therefore, the gross margin over that period was 76.4%.
DG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Dollar General Corporation reported an operating income of 638.52M and revenue of 10.79B, resulting in an operating margin of 5.9%.
EL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Estée Lauder Companies Inc. reported an operating income of 249.00M and revenue of 3.71B, resulting in an operating margin of 6.7%.
DG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Dollar General Corporation reported a net income of 444.13M and revenue of 10.79B, resulting in a net margin of 4.1%.
EL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Estée Lauder Companies Inc. reported a net income of 89.00M and revenue of 3.71B, resulting in a net margin of 2.4%.
Frequently Asked Questions
DG and EL have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EL has higher volatility (11.05%) compared to DG (10.83%). In terms of maximum drawdown, DG dropped -72.61% vs EL's -85.82%.
DG currently has the higher Sharpe Ratio (0.11 vs -0.06), 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.
Find the right allocation for DG and EL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer