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DG vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DG vs. GOOGL - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-44.31%
-1.36%
DG
GOOGL

Returns By Period

In the year-to-date period, DG achieves a -43.08% return, which is significantly lower than GOOGL's 24.93% return. Over the past 10 years, DG has underperformed GOOGL with an annualized return of 2.49%, while GOOGL has yielded a comparatively higher 20.49% annualized return.


DG

YTD

-43.08%

1M

-5.86%

6M

-45.99%

1Y

-36.10%

5Y (annualized)

-12.72%

10Y (annualized)

2.49%

GOOGL

YTD

24.93%

1M

6.53%

6M

-0.87%

1Y

28.98%

5Y (annualized)

21.66%

10Y (annualized)

20.49%

Fundamentals


DGGOOGL
Market Cap$16.52B$2.23T
EPS$6.43$7.54
PE Ratio11.6824.09
PEG Ratio1.651.12
Total Revenue (TTM)$29.98B$339.69B
Gross Profit (TTM)$8.26B$196.73B
EBITDA (TTM)$2.37B$124.57B

Key characteristics


DGGOOGL
Sharpe Ratio-0.831.03
Sortino Ratio-0.891.53
Omega Ratio0.841.20
Calmar Ratio-0.531.24
Martin Ratio-1.433.10
Ulcer Index25.91%8.85%
Daily Std Dev44.80%26.57%
Max Drawdown-70.17%-65.29%
Current Drawdown-69.87%-8.82%

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Correlation

-0.50.00.51.00.2

The correlation between DG and GOOGL is 0.21, 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.

Risk-Adjusted Performance

DG vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dollar General Corporation (DG) and Alphabet Inc. (GOOGL). 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 DG, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.00-0.771.03
The chart of Sortino ratio for DG, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.781.53
The chart of Omega ratio for DG, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.20
The chart of Calmar ratio for DG, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.491.24
The chart of Martin ratio for DG, currently valued at -1.31, compared to the broader market0.0010.0020.0030.00-1.313.10
DG
GOOGL

The current DG Sharpe Ratio is -0.83, which is lower than the GOOGL Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DG and GOOGL, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.77
1.03
DG
GOOGL

Dividends

DG vs. GOOGL - Dividend Comparison

DG's dividend yield for the trailing twelve months is around 3.11%, more than GOOGL's 0.23% yield.


TTM202320222021202020192018201720162015
DG
Dollar General Corporation
3.11%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%
GOOGL
Alphabet Inc.
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DG vs. GOOGL - Drawdown Comparison

The maximum DG drawdown since its inception was -70.17%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for DG and GOOGL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-69.87%
-8.82%
DG
GOOGL

Volatility

DG vs. GOOGL - Volatility Comparison

Dollar General Corporation (DG) and Alphabet Inc. (GOOGL) have volatilities of 7.42% and 7.55%, 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.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.42%
7.55%
DG
GOOGL

Financials

DG vs. GOOGL - Financials Comparison

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