PortfoliosLab logo
DLTR vs. AMGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DLTR and AMGN is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

DLTR vs. AMGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dollar Tree, Inc. (DLTR) and Amgen Inc. (AMGN). The values are adjusted to include any dividend payments, if applicable.

4,500.00%5,000.00%5,500.00%6,000.00%6,500.00%7,000.00%NovemberDecember2025FebruaryMarchApril
6,786.32%
4,733.73%
DLTR
AMGN

Key characteristics

Sharpe Ratio

DLTR:

-0.72

AMGN:

0.21

Sortino Ratio

DLTR:

-0.82

AMGN:

0.50

Omega Ratio

DLTR:

0.89

AMGN:

1.07

Calmar Ratio

DLTR:

-0.53

AMGN:

0.26

Martin Ratio

DLTR:

-0.98

AMGN:

0.57

Ulcer Index

DLTR:

35.03%

AMGN:

10.13%

Daily Std Dev

DLTR:

47.77%

AMGN:

27.59%

Max Drawdown

DLTR:

-67.06%

AMGN:

-78.02%

Current Drawdown

DLTR:

-53.72%

AMGN:

-15.41%

Fundamentals

Market Cap

DLTR:

$17.47B

AMGN:

$150.87B

EPS

DLTR:

$4.83

AMGN:

$7.55

PE Ratio

DLTR:

16.68

AMGN:

37.20

PEG Ratio

DLTR:

1.12

AMGN:

0.94

PS Ratio

DLTR:

0.99

AMGN:

4.51

PB Ratio

DLTR:

4.36

AMGN:

25.67

Total Revenue (TTM)

DLTR:

$17.58B

AMGN:

$25.98B

Gross Profit (TTM)

DLTR:

$6.29B

AMGN:

$16.32B

EBITDA (TTM)

DLTR:

$2.23B

AMGN:

$11.20B

Returns By Period

In the year-to-date period, DLTR achieves a 7.51% return, which is significantly lower than AMGN's 8.62% return. Over the past 10 years, DLTR has underperformed AMGN with an annualized return of 0.53%, while AMGN has yielded a comparatively higher 9.05% annualized return.


DLTR

YTD

7.51%

1M

10.75%

6M

21.25%

1Y

-33.82%

5Y*

-0.05%

10Y*

0.53%

AMGN

YTD

8.62%

1M

-8.51%

6M

-9.97%

1Y

7.19%

5Y*

6.65%

10Y*

9.05%

*Annualized

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

DLTR vs. AMGN — Risk-Adjusted Performance Rank

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

DLTR
The Risk-Adjusted Performance Rank of DLTR is 1919
Overall Rank
The Sharpe Ratio Rank of DLTR is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DLTR is 1717
Sortino Ratio Rank
The Omega Ratio Rank of DLTR is 1515
Omega Ratio Rank
The Calmar Ratio Rank of DLTR is 1818
Calmar Ratio Rank
The Martin Ratio Rank of DLTR is 2929
Martin Ratio Rank

AMGN
The Risk-Adjusted Performance Rank of AMGN is 5858
Overall Rank
The Sharpe Ratio Rank of AMGN is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of AMGN is 5252
Sortino Ratio Rank
The Omega Ratio Rank of AMGN is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AMGN is 6464
Calmar Ratio Rank
The Martin Ratio Rank of AMGN is 6060
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.

DLTR vs. AMGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dollar Tree, Inc. (DLTR) and Amgen Inc. (AMGN). 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.


The chart of Sharpe ratio for DLTR, currently valued at -0.72, compared to the broader market-2.00-1.000.001.002.003.00
DLTR: -0.72
AMGN: 0.21
The chart of Sortino ratio for DLTR, currently valued at -0.82, compared to the broader market-6.00-4.00-2.000.002.004.00
DLTR: -0.82
AMGN: 0.50
The chart of Omega ratio for DLTR, currently valued at 0.89, compared to the broader market0.501.001.502.00
DLTR: 0.89
AMGN: 1.07
The chart of Calmar ratio for DLTR, currently valued at -0.53, compared to the broader market0.001.002.003.004.005.00
DLTR: -0.53
AMGN: 0.26
The chart of Martin ratio for DLTR, currently valued at -0.98, compared to the broader market-5.000.005.0010.0015.0020.00
DLTR: -0.98
AMGN: 0.57

The current DLTR Sharpe Ratio is -0.72, which is lower than the AMGN Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of DLTR and AMGN, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.72
0.21
DLTR
AMGN

Dividends

DLTR vs. AMGN - Dividend Comparison

DLTR has not paid dividends to shareholders, while AMGN's dividend yield for the trailing twelve months is around 3.25%.


TTM20242023202220212020201920182017201620152014
DLTR
Dollar Tree, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMGN
Amgen Inc.
3.25%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%

Drawdowns

DLTR vs. AMGN - Drawdown Comparison

The maximum DLTR drawdown since its inception was -67.06%, smaller than the maximum AMGN drawdown of -78.02%. Use the drawdown chart below to compare losses from any high point for DLTR and AMGN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-53.72%
-15.41%
DLTR
AMGN

Volatility

DLTR vs. AMGN - Volatility Comparison

Dollar Tree, Inc. (DLTR) has a higher volatility of 23.97% compared to Amgen Inc. (AMGN) at 10.61%. This indicates that DLTR's price experiences larger fluctuations and is considered to be riskier than AMGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
23.97%
10.61%
DLTR
AMGN

Financials

DLTR vs. AMGN - Financials Comparison

This section allows you to compare key financial metrics between Dollar Tree, Inc. and Amgen Inc.. 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