ROST vs. DG
ROST (Ross Stores, Inc.) and DG (Dollar General Corporation) are both stocks. ROST operates in Apparel Retail (Consumer Cyclical), while DG operates in Discount Stores (Consumer Defensive). Over the past 10 years, ROST returned 17.07%/yr vs 2.73%/yr for DG. At a 0.37 correlation, their price movements are largely independent.
Performance
ROST vs. DG - Performance Comparison
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Returns By Period
In the year-to-date period, ROST achieves a 29.41% return, which is significantly higher than DG's -20.13% return. Over the past 10 years, ROST has outperformed DG with an annualized return of 17.07%, while DG has yielded a comparatively lower 2.73% annualized return.
ROST
- 1D
- 3.93%
- 1M
- 2.92%
- YTD
- 29.41%
- 6M
- 31.26%
- 1Y
- 63.12%
- 3Y*
- 32.46%
- 5Y*
- 15.53%
- 10Y*
- 17.07%
DG
- 1D
- -1.11%
- 1M
- -8.20%
- YTD
- -20.13%
- 6M
- -3.50%
- 1Y
- -4.75%
- 3Y*
- -12.33%
- 5Y*
- -11.24%
- 10Y*
- 2.73%
ROST vs. DG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROST Ross Stores, Inc. | 29.41% | 20.41% | 10.39% | 20.64% | 2.94% | -6.03% | 5.81% | 41.72% | 4.78% | 23.53% |
DG Dollar General Corporation | -20.13% | 79.61% | -43.12% | -44.13% | 5.57% | 13.01% | 35.89% | 45.71% | 17.55% | 26.92% |
Correlation
The correlation between ROST and DG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2009 | 0.37 |
The correlation between ROST and DG shifts across timeframes, from 0.24 (3 years) to 0.37 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ROST:
$74.72B
DG:
$23.28B
ROST:
$7.15
DG:
$7.07
ROST:
32.52
DG:
14.86
ROST:
3.17
DG:
0.54
ROST:
11.33
DG:
2.63
ROST:
$23.78B
DG:
$43.08B
ROST:
$4.95B
DG:
$13.28B
ROST:
$3.62B
DG:
$3.06B
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Return for Risk
ROST vs. DG — Risk / Return Rank
ROST
DG
ROST vs. DG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ross Stores, Inc. (ROST) and Dollar General Corporation (DG). 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.
| ROST | DG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.71 | ||
| Sortino ratioReturn per unit of downside risk | +3.91 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.01 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 5.42 | -0.14 | +5.56 |
| Martin ratioReturn relative to average drawdown | 16.93 | -0.34 | +17.28 |
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
| ROST | DG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | -0.14 | +2.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | -0.31 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.09 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.37 | +0.08 |
Drawdowns
ROST vs. DG - Drawdown Comparison
The maximum ROST drawdown since its inception was -82.23%, which is greater than DG's maximum drawdown of -72.61%. Use the drawdown chart below to compare losses from any high point for ROST and DG.
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Drawdown Indicators
| ROST | DG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.23% | -72.61% | -9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -34.57% | +22.87% |
Max Drawdown (3Y)Largest decline over 3 years | -21.08% | -58.78% | +37.70% |
Max Drawdown (5Y)Largest decline over 5 years | -44.13% | -72.61% | +28.48% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | -72.61% | +21.20% |
Current DrawdownCurrent decline from peak | -0.93% | -56.81% | +55.88% |
Average DrawdownAverage peak-to-trough decline | -17.95% | -15.77% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 13.84% | -10.05% |
Volatility
ROST vs. DG - Volatility Comparison
Ross Stores, Inc. (ROST) and Dollar General Corporation (DG) have volatilities of 12.40% and 12.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROST | DG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.40% | 12.97% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 28.90% | -10.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.66% | 37.88% | -13.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.54% | 35.99% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.62% | 31.53% | +0.09% |
Dividends
ROST vs. DG - Dividend Comparison
ROST's dividend yield for the trailing twelve months is around 0.71%, less than DG's 2.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DG Dollar General Corporation | 2.25% | 1.78% | 3.11% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% |
ROST Ross Stores, Inc. | 0.71% | 0.90% | 0.97% | 0.97% | 1.07% | 1.00% | 0.23% | 1.10% | 1.08% | 0.80% | 0.82% | 4.59% |
Financials
ROST vs. DG - Financials Comparison
This section allows you to compare key financial metrics between Ross Stores, Inc. and Dollar General Corporation. 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
ROST vs. DG - Profitability Comparison
ROST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported a gross profit of 0.00 and revenue of 6.01B. Therefore, the gross margin over that period was 0.0%.
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%.
ROST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported an operating income of 804.03M and revenue of 6.01B, resulting in an operating margin of 13.4%.
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%.
ROST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported a net income of 649.96M and revenue of 6.01B, resulting in a net margin of 10.8%.
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%.
Frequently Asked Questions
ROST and DG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DG has higher volatility (12.97%) compared to ROST (12.40%). In terms of maximum drawdown, ROST dropped -82.23% vs DG's -72.61%.
ROST currently has the higher Sharpe Ratio (2.57 vs -0.14), 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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