DE vs. TJX
Compare and contrast key facts about Deere & Company (DE) and The TJX Companies, Inc. (TJX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DE or TJX.
Performance
DE vs. TJX - Performance Comparison
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
2.30%
-1.03%
4.10%
6.87%
20.37%
18.83%
TJX
29.33%
1.98%
23.18%
36.57%
16.64%
15.83%
Fundamentals
DE | TJX | |
---|---|---|
Market Cap | $110.68B | $135.18B |
EPS | $29.73 | $4.13 |
PE Ratio | 13.61 | 29.02 |
PEG Ratio | 2.91 | 2.43 |
Total Revenue (TTM) | $38.81B | $42.36B |
Gross Profit (TTM) | $14.60B | $12.76B |
EBITDA (TTM) | $9.53B | $5.39B |
Key characteristics
DE | TJX | |
---|---|---|
Sharpe Ratio | 0.37 | 2.21 |
Sortino Ratio | 0.67 | 3.10 |
Omega Ratio | 1.08 | 1.40 |
Calmar Ratio | 0.39 | 4.32 |
Martin Ratio | 1.24 | 12.14 |
Ulcer Index | 6.79% | 3.07% |
Daily Std Dev | 22.64% | 16.92% |
Max Drawdown | -73.27% | -64.60% |
Current Drawdown | -7.69% | -0.90% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities