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

Correlation

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.


-0.50.00.51.00.2

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%AugustSeptemberOctoberNovemberDecember2025
-43.26%
-18.81%
DG
HSY

Key characteristics

Sharpe Ratio

DG:

-1.11

HSY:

-0.72

Sortino Ratio

DG:

-1.43

HSY:

-0.98

Omega Ratio

DG:

0.75

HSY:

0.89

Calmar Ratio

DG:

-0.67

HSY:

-0.42

Martin Ratio

DG:

-1.47

HSY:

-1.85

Ulcer Index

DG:

33.39%

HSY:

9.63%

Daily Std Dev

DG:

44.10%

HSY:

24.81%

Max Drawdown

DG:

-72.61%

HSY:

-49.15%

Current Drawdown

DG:

-72.61%

HSY:

-42.18%

Fundamentals

Market Cap

DG:

$15.08B

HSY:

$30.71B

EPS

DG:

$5.99

HSY:

$8.70

PE Ratio

DG:

11.45

HSY:

17.44

PEG Ratio

DG:

1.96

HSY:

4.42

Total Revenue (TTM)

DG:

$40.17B

HSY:

$8.31B

Gross Profit (TTM)

DG:

$11.44B

HSY:

$3.59B

EBITDA (TTM)

DG:

$2.69B

HSY:

$2.29B

Returns By Period

In the year-to-date period, DG achieves a -9.03% return, which is significantly higher than HSY's -9.73% return. Over the past 10 years, DG has underperformed HSY with an annualized return of 1.39%, while HSY has yielded a comparatively higher 5.73% annualized return.


DG

YTD

-9.03%

1M

-9.17%

6M

-43.26%

1Y

-48.50%

5Y*

-14.35%

10Y*

1.39%

HSY

YTD

-9.73%

1M

-11.36%

6M

-18.81%

1Y

-17.82%

5Y*

2.47%

10Y*

5.73%

*Annualized

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Risk-Adjusted Performance

DG vs. HSY — Risk-Adjusted Performance Rank

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

DG
The Risk-Adjusted Performance Rank of DG is 55
Overall Rank
The Sharpe Ratio Rank of DG is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of DG is 66
Sortino Ratio Rank
The Omega Ratio Rank of DG is 33
Omega Ratio Rank
The Calmar Ratio Rank of DG is 99
Calmar Ratio Rank
The Martin Ratio Rank of DG is 66
Martin Ratio Rank

HSY
The Risk-Adjusted Performance Rank of HSY is 1111
Overall Rank
The Sharpe Ratio Rank of HSY is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of HSY is 1111
Sortino Ratio Rank
The Omega Ratio Rank of HSY is 1313
Omega Ratio Rank
The Calmar Ratio Rank of HSY is 2121
Calmar Ratio Rank
The Martin Ratio Rank of HSY is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -1.11, compared to the broader market-2.000.002.00-1.11-0.72
The chart of Sortino ratio for DG, currently valued at -1.43, compared to the broader market-4.00-2.000.002.004.00-1.43-0.98
The chart of Omega ratio for DG, currently valued at 0.75, compared to the broader market0.501.001.502.000.750.89
The chart of Calmar ratio for DG, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.67-0.42
The chart of Martin ratio for DG, currently valued at -1.47, compared to the broader market-10.000.0010.0020.0030.00-1.47-1.85
DG
HSY

The current DG Sharpe Ratio is -1.11, which is lower than the HSY Sharpe Ratio of -0.72. 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-1.00-0.500.00AugustSeptemberOctoberNovemberDecember2025
-1.11
-0.72
DG
HSY

Dividends

DG vs. HSY - Dividend Comparison

DG's dividend yield for the trailing twelve months is around 3.45%, less than HSY's 3.58% yield.


TTM20242023202220212020201920182017201620152014
DG
Dollar General Corporation
3.45%3.11%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%0.00%
HSY
The Hershey Company
3.58%3.24%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%

Drawdowns

DG vs. HSY - Drawdown Comparison

The maximum DG drawdown since its inception was -72.61%, which is greater than HSY's maximum drawdown of -49.15%. 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%AugustSeptemberOctoberNovemberDecember2025
-72.61%
-42.18%
DG
HSY

Volatility

DG vs. HSY - Volatility Comparison

Dollar General Corporation (DG) has a higher volatility of 7.66% compared to The Hershey Company (HSY) at 5.72%. This indicates that DG's price experiences larger fluctuations and is considered to be riskier 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%AugustSeptemberOctoberNovemberDecember2025
7.66%
5.72%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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