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.
Key characteristics
DG | SPY | |
---|---|---|
YTD Return | 1.95% | 7.90% |
1Y Return | -35.42% | 28.03% |
3Y Return (Ann) | -13.02% | 8.75% |
5Y Return (Ann) | 3.01% | 13.52% |
10Y Return (Ann) | 10.36% | 12.62% |
Sharpe Ratio | -0.95 | 2.33 |
Daily Std Dev | 37.35% | 11.63% |
Max Drawdown | -60.35% | -55.19% |
Current Drawdown | -46.03% | -2.27% |
Correlation
The correlation between DG and SPY is 0.37, 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.
Performance
DG vs. SPY - Performance Comparison
In the year-to-date period, DG achieves a 1.95% return, which is significantly lower than SPY's 7.90% return. Over the past 10 years, DG has underperformed SPY with an annualized return of 10.36%, while SPY has yielded a comparatively higher 12.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 1.72%, more than SPY's 1.31% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dollar General Corporation | 1.72% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% | 0.00% |
SPDR S&P 500 ETF | 1.31% | 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 -60.35%, 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 5.49% 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.