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BURL vs. TJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BURL and TJX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BURL vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burlington Stores, Inc. (BURL) and The TJX Companies, Inc. (TJX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-9.77%
3.98%
BURL
TJX

Key characteristics

Sharpe Ratio

BURL:

0.69

TJX:

1.60

Sortino Ratio

BURL:

1.35

TJX:

2.40

Omega Ratio

BURL:

1.16

TJX:

1.30

Calmar Ratio

BURL:

0.48

TJX:

3.14

Martin Ratio

BURL:

2.68

TJX:

7.99

Ulcer Index

BURL:

8.94%

TJX:

3.39%

Daily Std Dev

BURL:

34.80%

TJX:

16.92%

Max Drawdown

BURL:

-68.87%

TJX:

-64.59%

Current Drawdown

BURL:

-31.38%

TJX:

-3.03%

Fundamentals

Market Cap

BURL:

$15.37B

TJX:

$138.74B

EPS

BURL:

$7.26

TJX:

$4.23

PE Ratio

BURL:

33.35

TJX:

29.18

PEG Ratio

BURL:

2.99

TJX:

2.52

Total Revenue (TTM)

BURL:

$7.36B

TJX:

$80.02B

Gross Profit (TTM)

BURL:

$3.12B

TJX:

$24.54B

EBITDA (TTM)

BURL:

$634.76M

TJX:

$10.50B

Returns By Period

In the year-to-date period, BURL achieves a -15.11% return, which is significantly lower than TJX's 2.10% return. Over the past 10 years, BURL has outperformed TJX with an annualized return of 16.30%, while TJX has yielded a comparatively lower 15.29% annualized return.


BURL

YTD

-15.11%

1M

-16.43%

6M

-9.77%

1Y

24.86%

5Y*

0.06%

10Y*

16.30%

TJX

YTD

2.10%

1M

0.04%

6M

3.98%

1Y

26.96%

5Y*

15.75%

10Y*

15.29%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BURL vs. TJX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BURL
The Risk-Adjusted Performance Rank of BURL is 6767
Overall Rank
The Sharpe Ratio Rank of BURL is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BURL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BURL is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BURL is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BURL is 7171
Martin Ratio Rank

TJX
The Risk-Adjusted Performance Rank of TJX is 8888
Overall Rank
The Sharpe Ratio Rank of TJX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of TJX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of TJX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of TJX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of TJX is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BURL vs. TJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Burlington Stores, Inc. (BURL) and The TJX Companies, Inc. (TJX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BURL, currently valued at 0.69, compared to the broader market-2.000.002.000.691.60
The chart of Sortino ratio for BURL, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.006.001.352.40
The chart of Omega ratio for BURL, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.30
The chart of Calmar ratio for BURL, currently valued at 0.48, compared to the broader market0.002.004.006.000.483.14
The chart of Martin ratio for BURL, currently valued at 2.68, compared to the broader market-10.000.0010.0020.0030.002.687.99
BURL
TJX

The current BURL Sharpe Ratio is 0.69, which is lower than the TJX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of BURL and TJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.69
1.60
BURL
TJX

Dividends

BURL vs. TJX - Dividend Comparison

BURL has not paid dividends to shareholders, while TJX's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
BURL
Burlington Stores, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TJX
The TJX Companies, Inc.
1.22%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%

Drawdowns

BURL vs. TJX - Drawdown Comparison

The maximum BURL drawdown since its inception was -68.87%, which is greater than TJX's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for BURL and TJX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-31.38%
-3.03%
BURL
TJX

Volatility

BURL vs. TJX - Volatility Comparison

Burlington Stores, Inc. (BURL) has a higher volatility of 7.33% compared to The TJX Companies, Inc. (TJX) at 3.75%. This indicates that BURL's price experiences larger fluctuations and is considered to be riskier than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
7.33%
3.75%
BURL
TJX

Financials

BURL vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between Burlington Stores, Inc. and The TJX Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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