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

Performance

DG vs. HSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dollar General Corporation (DG) and The Hershey Company (HSY). 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%
-17.28%
DG
HSY

Returns By Period

In the year-to-date period, DG achieves a -43.08% return, which is significantly lower than HSY's -6.39% return. Over the past 10 years, DG has underperformed HSY with an annualized return of 2.49%, while HSY has yielded a comparatively higher 8.48% annualized return.


DG

YTD

-43.08%

1M

-5.86%

6M

-45.99%

1Y

-36.10%

5Y (annualized)

-12.72%

10Y (annualized)

2.49%

HSY

YTD

-6.39%

1M

-7.94%

6M

-16.86%

1Y

-10.95%

5Y (annualized)

5.19%

10Y (annualized)

8.48%

Fundamentals


DGHSY
Market Cap$16.52B$36.73B
EPS$6.43$8.69
PE Ratio11.6820.89
PEG Ratio1.653.81
Total Revenue (TTM)$29.98B$10.97B
Gross Profit (TTM)$8.26B$4.77B
EBITDA (TTM)$2.37B$2.70B

Key characteristics


DGHSY
Sharpe Ratio-0.83-0.52
Sortino Ratio-0.89-0.61
Omega Ratio0.840.93
Calmar Ratio-0.53-0.30
Martin Ratio-1.43-1.53
Ulcer Index25.91%7.09%
Daily Std Dev44.80%21.15%
Max Drawdown-70.17%-49.16%
Current Drawdown-69.87%-35.86%

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Correlation

-0.50.00.51.00.2

The correlation between DG and HSY is 0.25, 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. HSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dollar General Corporation (DG) and The Hershey Company (HSY). 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-4.00-2.000.002.004.00-0.77-0.52
The chart of Sortino ratio for DG, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.78-0.61
The chart of Omega ratio for DG, currently valued at 0.86, compared to the broader market0.501.001.502.000.860.93
The chart of Calmar ratio for DG, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.49-0.30
The chart of Martin ratio for DG, currently valued at -1.31, compared to the broader market0.0010.0020.0030.00-1.31-1.53
DG
HSY

The current DG Sharpe Ratio is -0.83, which is lower than the HSY Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of DG and HSY, 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-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
-0.77
-0.52
DG
HSY

Dividends

DG vs. HSY - Dividend Comparison

DG's dividend yield for the trailing twelve months is around 3.11%, more than HSY's 2.40% yield.


TTM20232022202120202019201820172016201520142013
DG
Dollar General Corporation
3.11%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%0.00%0.00%
HSY
The Hershey Company
2.40%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%

Drawdowns

DG vs. HSY - Drawdown Comparison

The maximum DG drawdown since its inception was -70.17%, which is greater than HSY's maximum drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for DG and HSY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-69.87%
-35.86%
DG
HSY

Volatility

DG vs. HSY - Volatility Comparison

The current volatility for Dollar General Corporation (DG) is 7.42%, while The Hershey Company (HSY) has a volatility of 8.13%. This indicates that DG experiences smaller price fluctuations and is considered to be less risky than HSY based on this measure. 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%
8.13%
DG
HSY

Financials

DG vs. HSY - Financials Comparison

This section allows you to compare key financial metrics between Dollar General Corporation and The Hershey Company. 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