DG vs. HRL
DG (Dollar General Corporation) and HRL (Hormel Foods Corporation) are both stocks. Both are in the Consumer Defensive sector — DG in Discount Stores, HRL in Packaged Foods. Over the past 10 years, DG returned 2.93%/yr vs -1.22%/yr for HRL. At a 0.28 correlation, their price movements are largely independent.
Performance
DG vs. HRL - Performance Comparison
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Returns By Period
In the year-to-date period, DG achieves a -18.82% return, which is significantly lower than HRL's 2.45% return. Over the past 10 years, DG has outperformed HRL with an annualized return of 2.93%, while HRL has yielded a comparatively lower -1.22% 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%
HRL
- 1D
- 0.08%
- 1M
- 15.66%
- YTD
- 2.45%
- 6M
- 1.81%
- 1Y
- -19.05%
- 3Y*
- -13.32%
- 5Y*
- -10.42%
- 10Y*
- -1.22%
DG vs. HRL - 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% |
HRL Hormel Foods Corporation | 2.45% | -21.27% | 1.21% | -27.49% | -4.67% | 6.99% | 5.38% | 7.85% | 19.68% | 6.72% |
Correlation
The correlation between DG and HRL is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2009 | 0.28 |
Fundamentals
DG:
$23.67B
HRL:
$13.02B
DG:
$7.07
HRL:
$0.85
DG:
15.10
HRL:
27.88
DG:
0.55
HRL:
1.07
DG:
2.68
HRL:
1.20
DG:
$43.08B
HRL:
$12.22B
DG:
$13.28B
HRL:
$1.92B
DG:
$3.06B
HRL:
$868.07M
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Return for Risk
DG vs. HRL — Risk / Return Rank
DG
HRL
DG vs. HRL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dollar General Corporation (DG) and Hormel Foods Corporation (HRL). 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 | HRL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.90 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | -0.56 | +0.44 |
| Martin ratioReturn relative to average drawdown | -0.28 | -0.88 | +0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DG | HRL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | -0.65 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.43 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | -0.05 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.37 | 0.00 |
Drawdowns
DG vs. HRL - Drawdown Comparison
The maximum DG drawdown since its inception was -72.61%, which is greater than HRL's maximum drawdown of -58.46%. Use the drawdown chart below to compare losses from any high point for DG and HRL.
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Drawdown Indicators
| DG | HRL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.61% | -58.46% | -14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -34.57% | -34.29% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -58.78% | -46.94% | -11.84% |
Max Drawdown (5Y)Largest decline over 5 years | -72.61% | -58.46% | -14.15% |
Max Drawdown (10Y)Largest decline over 10 years | -72.61% | -58.46% | -14.15% |
Current DrawdownCurrent decline from peak | -56.10% | -50.26% | -5.84% |
Average DrawdownAverage peak-to-trough decline | -15.80% | -11.86% | -3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.29% | 21.78% | -7.49% |
Volatility
DG vs. HRL - Volatility Comparison
Dollar General Corporation (DG) and Hormel Foods Corporation (HRL) have volatilities of 13.21% and 13.15%, 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.
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Volatility by Period
| DG | HRL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.21% | 13.15% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 25.91% | 20.71% | +5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.58% | 29.60% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.02% | 24.08% | +11.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.55% | 23.32% | +8.23% |
Dividends
DG vs. HRL - Dividend Comparison
DG's dividend yield for the trailing twelve months is around 2.21%, less than HRL's 4.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HRL Hormel Foods Corporation | 4.93% | 4.89% | 3.60% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% |
Financials
DG vs. HRL - Financials Comparison
This section allows you to compare key financial metrics between Dollar General Corporation and Hormel Foods Corporation. 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. HRL - Profitability Comparison
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%.
HRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hormel Foods Corporation reported a gross profit of 518.51M and revenue of 2.97B. Therefore, the gross margin over that period was 17.4%.
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%.
HRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hormel Foods Corporation reported an operating income of 217.11M and revenue of 2.97B, resulting in an operating margin of 7.3%.
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%.
HRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hormel Foods Corporation reported a net income of 157.50M and revenue of 2.97B, resulting in a net margin of 5.3%.
Frequently Asked Questions
DG and HRL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DG has higher volatility (13.21%) compared to HRL (13.15%). In terms of maximum drawdown, DG dropped -72.61% vs HRL's -58.46%.
DG currently has the higher Sharpe Ratio (-0.12 vs -0.65), 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.
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