BRK.B vs DG: Correlation
How closely do Berkshire Hathaway (BRK.B) and Dollar General (DG) trade together? Their weekly returns over three years give a correlation of -0.20, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BRK.B and DG?
On 3 years of weekly data the BRK.B/DG correlation comes out at -0.20, negative, meaning they tend to move in opposite directions. Lately the two have moved closer together, with the 1-year correlation at 0.11 versus -0.20 over 3 years. The 5-year figure is -0.01, and annualized covariance runs at -124.5 %².
By 3-year correlation, DG places #25 of the 31 assets tracked against BRK.B. Over the last 12 months DG came out ahead by 13.9 percentage points (+1.6% against +15.5%). This link changes with the market regime, having swung between -0.50 and 0.16 on a rolling one-year basis. Risk is not evenly split, since DG carries 2.4 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
BRK.B vs DG: side by side
| BRK.B (Berkshire Hathaway) | DG (Dollar General) | |
|---|---|---|
| 1-year return | +1.6% | +15.5% |
| 5-year return | +76.3% | -39.3% |
| Volatility (ann.) | 15.9% | 38.5% |
| Beta vs S&P 500 | 0.43 | 0.11 |
| Max drawdown (3Y) | -14.9% | -56.6% |
| Market cap | $1,078.3B | $27.8B |
| P/E (trailing) | 12.7 | 17.4 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | Financials | Consumer Staples |
Year-by-year returns
| Year | BRK.B | DG |
|---|---|---|
| 2022 | +3.3% | +5.6% |
| 2023 | +15.5% | -44.1% |
| 2024 | +27.1% | -43.1% |
| 2025 | +10.9% | +79.6% |
| 2026 | +0.2% | -3.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BRK.B and DG good diversifiers for each other?
Yes: at -0.20, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between BRK.B and DG?
The BRK.B/DG correlation stands at -0.20 on a 3-year window (1 year: 0.11, 5 years: -0.01), computed from weekly returns as of 2026-08-27.
Is DG a good diversifier for BRK.B?
Yes: at -0.20, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.20 mean?
A reading of -0.20 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/brk-b-vs-dg.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/brk-b-vs-dg/)
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Related comparisons
Hubs: BRK.B correlations · DG correlations
