DG vs WRB: Correlation
Measured on weekly returns over the past three years, Dollar General (DG) and W. R. Berkley Corporation (WRB) carry a correlation of -0.19, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DG and WRB?
Across a 3-year window, the weekly returns of DG and WRB correlate at -0.19, negative, meaning they tend to move in opposite directions. The link has loosened recently: the 1-year correlation (-0.36) runs below the 3-year figure (-0.19). Stretching to 5 years gives -0.05, with an annualized covariance of -166.5 %².
Within DG's tracked universe of 32 assets, WRB comes in at #24 by 3-year correlation. The last year tells two different stories: DG led by 17.5 percentage points, +15.5% for DG against -2.0% for WRB. Do not treat this figure as fixed: across three years the rolling one-year correlation ranged all the way from -0.46 to 0.10. Note the risk asymmetry: DG runs 1.7 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
DG vs WRB: side by side
| DG (Dollar General) | WRB (W. R. Berkley Corporation) | |
|---|---|---|
| 1-year return | +15.5% | -2.0% |
| 5-year return | -39.3% | +130.5% |
| Volatility (ann.) | 38.5% | 22.5% |
| Beta vs S&P 500 | 0.11 | 0.19 |
| Max drawdown (3Y) | -56.6% | -17.6% |
| Market cap | $27.8B | $25.4B |
| P/E (trailing) | 17.4 | 14.1 |
| Dividend yield | 0.00% | 0.54% |
| Sector / category | Consumer Staples | Financials |
Year-by-year returns
| Year | DG | WRB |
|---|---|---|
| 2022 | +5.6% | +33.9% |
| 2023 | -44.1% | +0.2% |
| 2024 | -43.1% | +27.2% |
| 2025 | +79.6% | +23.0% |
| 2026 | -3.8% | -1.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DG and WRB good diversifiers for each other?
Yes. With a correlation of -0.19, DG and WRB have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between DG and WRB?
As of 2026-08-27, the correlation of weekly returns between DG and WRB is -0.19 over 3 years, -0.36 over 1 year and -0.05 over 5 years.
Is WRB a good diversifier for DG?
Yes. With a correlation of -0.19, DG and WRB have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.19 mean?
On the −1 to +1 scale, -0.19 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/dg-vs-wrb.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/dg-vs-wrb/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: DG correlations · WRB correlations
