DG vs. JPM
DG (Dollar General Corporation) and JPM (JPMorgan Chase & Co.) are both stocks. DG operates in Discount Stores (Consumer Defensive), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, DG returned 2.93%/yr vs 20.32%/yr for JPM. At a 0.19 correlation, their price movements are largely independent.
Performance
DG vs. JPM - 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 JPM's -2.52% return. Over the past 10 years, DG has underperformed JPM with an annualized return of 2.93%, while JPM has yielded a comparatively higher 20.32% 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%
JPM
- 1D
- -0.40%
- 1M
- 2.98%
- YTD
- -2.52%
- 6M
- -0.35%
- 1Y
- 19.35%
- 3Y*
- 33.18%
- 5Y*
- 16.72%
- 10Y*
- 20.32%
DG vs. JPM - 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% |
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between DG and JPM is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2009 | 0.19 |
The correlation between DG and JPM shifts across timeframes, from 0.06 (3 years) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DG:
$23.67B
JPM:
$869.15B
DG:
$7.07
JPM:
$21.08
DG:
15.10
JPM:
14.76
DG:
0.55
JPM:
3.05
DG:
2.68
JPM:
2.53
DG:
$43.08B
JPM:
$285.09B
DG:
$13.28B
JPM:
$173.52B
DG:
$3.06B
JPM:
$81.46B
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Return for Risk
DG vs. JPM — Risk / Return Rank
DG
JPM
DG vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dollar General Corporation (DG) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.17 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.26 | -1.37 |
| Martin ratioReturn relative to average drawdown | -0.28 | 2.98 | -3.26 |
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 | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.90 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.69 | -0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.74 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.34 | +0.03 |
Drawdowns
DG vs. JPM - Drawdown Comparison
The maximum DG drawdown since its inception was -72.61%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for DG and JPM.
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Drawdown Indicators
| DG | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.61% | -76.16% | +3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -34.57% | -15.47% | -19.10% |
Max Drawdown (3Y)Largest decline over 3 years | -58.78% | -24.42% | -34.36% |
Max Drawdown (5Y)Largest decline over 5 years | -72.61% | -38.77% | -33.84% |
Max Drawdown (10Y)Largest decline over 10 years | -72.61% | -43.63% | -28.98% |
Current DrawdownCurrent decline from peak | -56.10% | -6.55% | -49.55% |
Average DrawdownAverage peak-to-trough decline | -15.80% | -17.62% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.29% | 6.50% | +7.79% |
Volatility
DG vs. JPM - Volatility Comparison
Dollar General Corporation (DG) has a higher volatility of 13.21% compared to JPMorgan Chase & Co. (JPM) at 6.40%. This indicates that DG's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DG | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.21% | 6.40% | +6.81% |
Volatility (6M)Calculated over the trailing 6-month period | 25.91% | 17.38% | +8.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.58% | 21.62% | +12.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.02% | 24.45% | +11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.55% | 27.40% | +4.15% |
Dividends
DG vs. JPM - Dividend Comparison
DG's dividend yield for the trailing twelve months is around 2.21%, more than JPM's 1.90% 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% |
JPM JPMorgan Chase & Co. | 1.90% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
DG vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Dollar General Corporation and JPMorgan Chase & Co.. 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. JPM - 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%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
DG and JPM have a correlation of 0.07, 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 JPM (6.40%). In terms of maximum drawdown, DG dropped -72.61% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.90 vs -0.12), 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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