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Correlate

Correlation Analysis

Costco Wholesale Corp vs Dollar General Corp.

COST vs DG

-0.845

Strong inverse

When one moves up, the other tends to move down.

COST logo

Costco Wholesale Corp

COST

Founded in 1983, Costco Wholesale now operates a global chain of membership-based warehouse clubs, delivering high-quality goods and services at consistently low prices. As of its most recent fiscal year, Costco operated approximately 910 warehouses, serving more than 80 million members across its three geographic segments: Costco US (approximately 73% of total revenue), Costco Canada (13%), and Costco International (14%).Costco's core value proposition—quality products at unbeatable prices—has yielded consistently strong member renewal rates (93% in the US and Canada and nearly 90% internationally). About 55% of Costco's fiscal 2025 revenue came from its grocery offerings, and another 25% from general merchandise.

Market cap 451.9B

DG logo

Dollar General Corp.

DG

Since its beginning in 1939, Dollar General has grown to become the largest dollar store operator in the United States, with more than 20,000 small-box discount stores across 48 states. The firm generated $40 billion in fiscal 2024 sales. The retailer maintains a heavy concentration of stores in rural and low-income markets underserved by big-box retailers. It's 11,000 stock-keeping units, including 2,000 priced at $1 or less, span consumables (82% of sales), seasonal items (10%), home products (5%), and apparel (3%). More than 20% of sales are derived from private label.

Market cap 27.5B · 194,000 employees

Apr 9, 2021 — Apr 7, 2026Daily1,254 data pointsStockStockConsumer

Time Series

Relative Performance

Green: COSTGray: DG36 of 1,254 points (sampled)

Who Moves First

DG leads COST by 6 days

DG tends to move before COST.

After testing 13 timing shifts, the strongest relationship was -0.852 (they moved in opposite directions).

Do They Crash Together?

Correlation by Market Regime

How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.

Both Rising

+0.136

9 periods · Return correlation when both series rose

Both Falling

+0.364

7 periods · Return correlation when both series fell

Diverging

-0.519

19 periods · Return correlation when series moved apart

R-Squared

71.4%

Share of variance in one series explained by the other.

Trend Agreement

61.9%

How often both series moved in the same direction period-to-period.

Overlap Quality

1,254

Deep shared window — 1,254 usable pairs.

Significance

p < 0.001

95% CI: [-0.860, -0.829]

Scatter

XY Regression

3064006008001,0001,13458.3100150200250269.6Costco Wholesale CorpDollar General Corp.Data pointsFit (r = -0.845)

Pipeline

Data quality details

Pipeline Summary

1,254 paired data points survived the daily window.

Raw input

1,254

1,254

Normalized

1,254

1,254

Prepared

1,254

1,254

Aligned

1,254

1,254

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

0

A: 0 / B: 0

Series A

COST logo

Costco Wholesale Corp

COST

Market cap 451.9B

Stock · 1,254 raw → 1,254 prepared

Series B

DG logo

Dollar General Corp.

DG

Market cap 27.5B · 194,000 employees

Stock · 1,254 raw → 1,254 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

3

Estimated crossover points between normalized spreads.

Slope

-0.2332

Linear regression slope.

Intercept

323.8254

Linear regression intercept.

Related Extremes

Highest and Lowest Correlated

Saved 7 hours ago · ID: stock-cost-vs-stock-dg-daily