DG vs. SPY
Compare and contrast key facts about Dollar General Corporation (DG) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DG or SPY.
Performance
DG vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, DG achieves a -43.08% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, DG has underperformed SPY with an annualized return of 2.49%, while SPY has yielded a comparatively higher 13.04% annualized return.
DG
-43.08%
-5.86%
-45.99%
-36.10%
-12.72%
2.49%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| DG | SPY | |
|---|---|---|
| Sharpe Ratio | -0.83 | 2.64 |
| Sortino Ratio | -0.89 | 3.53 |
| Omega Ratio | 0.84 | 1.49 |
| Calmar Ratio | -0.53 | 3.81 |
| Martin Ratio | -1.43 | 17.21 |
| Ulcer Index | 25.91% | 1.86% |
| Daily Std Dev | 44.80% | 12.15% |
| Max Drawdown | -70.17% | -55.19% |
| Current Drawdown | -69.87% | -2.17% |
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Correlation
The correlation between DG and SPY is 0.35, 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dollar General Corporation (DG) and SPDR S&P 500 ETF (SPY). 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.
Dividends
DG vs. SPY - Dividend Comparison
DG's dividend yield for the trailing twelve months is around 3.11%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DG vs. SPY - Drawdown Comparison
The maximum DG drawdown since its inception was -70.17%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DG and SPY. For additional features, visit the drawdowns tool.
Volatility
DG vs. SPY - Volatility Comparison
Dollar General Corporation (DG) has a higher volatility of 7.53% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that DG's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.