Dollar General (DG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Dollar General, a component of the S&P 500 in the Consumer Staples. Data as of 2026-10-29.
| Last close price | $126.17 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +3.92% |
| Total return over period | +12.17% |
| Annualized volatility | 39.54% |
| Period volatility | 68.30% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.00 |
| Sortino ratio | -0.00 |
| Max drawdown | -56.56% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.27% |
| Correlation with the S&P 500 | 0.05 |
| Period range | $66.31 – $154.71 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Dollar General (DG) has posted an annualized return of +3.92% with annual volatility of 39.54%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -56.56%. Its correlation with the S&P 500 is 0.05, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DG would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Consumer Staples stocks
Is it part of the S&P 500?
Yes, Dollar General (DG) is of the S&P 500.
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