The Best Bang For Your Buck

In the General Merchandise Stores industry of the Consumer Goods sector is...

...either Dollar General (DG) or Dollar Tree (DLTR).

You see, if we rank the stocks using the Sortino Ratio...

Rank	Symbol	Company	Average Weekly Excess Return %	Downside Deviation %	Sortino Ratio
1	DG	Dollar General	+0.28%	1.73%	+0.1603
2	DLTR	Dollar Tree	+0.34%	2.80%	+0.1218
3	FDO	Family Dollar Stores	+0.15%	2.74%	+0.0538
4	TGT	Target Corp.	-0.07%	1.66%	-0.0408
5	KSS	Kohl's Corp.	-0.34%	2.12%	-0.1606

...Dollar General comes out on top.


But if we rank them by Omega Ratio...

Rank	Symbol	Company	Cumulative Gains %	Cumulative Losses %	Omega Ratio
1	DLTR	Dollar Tree	607.38%	-470.63%	1.29
2	DG	Dollar General	198.56%	-158.59%	1.25
3	FDO	Family Dollar Stores	439.77%	-395.86%	1.11
4	TGT	Target Corp.	325.82%	-350.26%	0.93
5	KSS	Kohl's Corp.	275.55%	-370.33%	0.74

...then Dollar Tree is the winner.


How are we going to break the tie?

Let's see what happens when we rank them by Upside Potential Ratio:

Rank	Symbol	Company	Upside Deviation %	Downside Deviation %	Upside Potential Ratio
1	DG	Dollar General	1.38%	1.98%	0.6979
2	DLTR	Dollar Tree	1.51%	2.59%	0.5852
3	FDO	Family Dollar Stores	1.48%	2.69%	0.5476
4	TGT	Target Corp.	0.90%	1.80%	0.5026
5	KSS	Kohl's Corp.	0.99%	2.38%	0.4167

It looks like Dollar General is the best bang for your buck in the General Merchandise Stores industry after all.

Just as a side note: my Downside Deviation % calculations differ between the Sortino and Upside Potential Ratios because the Upside Potential Ratio takes the Upside (>0.22% required weekly return) and Downside (<0.22% required weekly return) Deviation %'s and multiplies them by their respective probabilities.

Sortino uses the full Downside Deviation % (all returns below the required +0.22% weekly return).

Disclaimer: I do not own any of the stocks mentioned in this post nor do I intend to open any positions in any of these stocks in the next 72 hours.