PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DE vs. TJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DE vs. TJX - Performance Comparison

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

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.10%
23.18%
DE
TJX

Returns By Period

In the year-to-date period, DE achieves a 2.30% return, which is significantly lower than TJX's 29.33% return. Over the past 10 years, DE has outperformed TJX with an annualized return of 18.83%, while TJX has yielded a comparatively lower 15.83% annualized return.


DE

YTD

2.30%

1M

-1.03%

6M

4.10%

1Y

6.87%

5Y (annualized)

20.37%

10Y (annualized)

18.83%

TJX

YTD

29.33%

1M

1.98%

6M

23.18%

1Y

36.57%

5Y (annualized)

16.64%

10Y (annualized)

15.83%

Fundamentals


DETJX
Market Cap$110.68B$135.18B
EPS$29.73$4.13
PE Ratio13.6129.02
PEG Ratio2.912.43
Total Revenue (TTM)$38.81B$42.36B
Gross Profit (TTM)$14.60B$12.76B
EBITDA (TTM)$9.53B$5.39B

Key characteristics


DETJX
Sharpe Ratio0.372.21
Sortino Ratio0.673.10
Omega Ratio1.081.40
Calmar Ratio0.394.32
Martin Ratio1.2412.14
Ulcer Index6.79%3.07%
Daily Std Dev22.64%16.92%
Max Drawdown-73.27%-64.60%
Current Drawdown-7.69%-0.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between DE and TJX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

DE vs. TJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) 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 DE, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.372.21
The chart of Sortino ratio for DE, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.000.673.10
The chart of Omega ratio for DE, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.40
The chart of Calmar ratio for DE, currently valued at 0.39, compared to the broader market0.002.004.006.000.394.32
The chart of Martin ratio for DE, currently valued at 1.24, compared to the broader market-10.000.0010.0020.0030.001.2412.14
DE
TJX

The current DE Sharpe Ratio is 0.37, which is lower than the TJX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DE 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 Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.37
2.21
DE
TJX

Dividends

DE vs. TJX - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.45%, more than TJX's 1.22% yield.


TTM20232022202120202019201820172016201520142013
DE
Deere & Company
1.45%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
TJX
The TJX Companies, Inc.
1.22%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%

Drawdowns

DE vs. TJX - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, which is greater than TJX's maximum drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for DE and TJX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.69%
-0.90%
DE
TJX

Volatility

DE vs. TJX - Volatility Comparison

Deere & Company (DE) has a higher volatility of 6.77% compared to The TJX Companies, Inc. (TJX) at 3.94%. This indicates that DE'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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
3.94%
DE
TJX

Financials

DE vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between Deere & Company 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