DLTR Dollar Tree ...

Fundamental Data

Get detailed Fundamental insights of Dollar Tree Inc. and compare it to the S&P500.
YTD Return
DLTR -48.26%
vs.
SPY +18.46%
1-Year Return
DLTR -34.58%
vs.
SPY +27.00%
3-Year Return
DLTR -6.86%
vs.
SPY +5.68%

Worst 10 Drawdowns of DLTR

Started Recovered Drawdown Days
Apr 21, 2022 Sep 17, 2024 -63.49% 881
Oct 23, 2019 Apr 1, 2021 -44.64% 527
Aug 11, 2016 Nov 20, 2017 -32.34% 467
Jan 30, 2018 Oct 14, 2019 -31.66% 623
Apr 6, 2021 Nov 12, 2021 -29.11% 221
Mar 23, 2015 May 25, 2016 -26.76% 430
Nov 26, 2021 Mar 7, 2022 -13.90% 102
Jan 9, 2015 Jan 22, 2015 -6.61% 14
Dec 11, 2017 Dec 15, 2017 -3.70% 5
Jan 26, 2015 Jan 30, 2015 -2.93% 5

DLTR vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

DLTR
S&P500
Metric DLTR S&P500
Cumulative Return +4.48% +174.09%
Compound Annual Growth Rate (CAGR) +0.31% +7.44%
Sharpe 0.19 0.67
Sortino 0.26 0.94
Max Drawdown -63.49% -34.1%
Longest Drawdown Days 881 745
Volatility (ann.) 34.63% 17.83%
Correlation 38.91% -
R^2 0.15 -
Calmar 0 0.22
Skew -0.70 -0.55
Kurtosis 21.10 12.49
Expected Daily +0% +0.04%
Expected Monthly +0.04% +0.87%
Expected Yearly +0.44% +10.61%
Kelly Criterion -0.26% 4.44%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.56% -1.80%
Expected Shortfall (cVaR) -3.56% -1.80%
Max Consecutive Wins 16 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.04 0.14
Gain/Pain (1M) 0.17 0.78
Payoff Ratio 0.94 0.91
Profit Factor 1.04 1.14
Outlier Win Ratio 3.03 5.60
Outlier Loss Ratio 3.25 5.84
MTD -13.01% -0.11%
3M -30.68% +3.74%
6M -42.32% +10.44%
Best Day +21.87% +9.06%
Worst Day -22.16% -10.94%
Best Month +24.19% +12.70%
Worst Month -20.72% -13.00%
Best Year +39.04% +28.79%
Worst Year -48.26% -19.48%
Avg. Drawdown -6.45% -1.83%
Avg. Drawdown Days 75 22
Recovery Factor 1.00 3.41
Ulcer Index 0.19 0.08
Avg. Up Month +7.93% +4.10%
Avg. Down Month -7.60% -3.85%
Win Days 51.46% 54.39%
Win Month 52.99% 66.67%
Win Quarter 48.72% 76.92%
Win Year 70.00% 70.00%