PortfoliosLab logoPortfoliosLab logo
DE vs. TJX
Performance
Return for Risk
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.

Loading graphics...

DE vs. TJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DE
Deere & Company
22.94%11.39%7.56%-5.48%26.59%28.86%57.96%18.30%-2.90%54.83%
TJX
The TJX Companies, Inc.
5.78%28.73%30.56%19.69%6.73%12.83%12.25%38.76%18.94%3.46%

Fundamentals

EPS

DE:

$18.52

TJX:

$4.87

PE Ratio

DE:

30.81

TJX:

33.26

PEG Ratio

DE:

7.24

TJX:

2.10

PS Ratio

DE:

3.47

TJX:

3.03

Total Revenue (TTM)

DE:

$44.66B

TJX:

$60.37B

Gross Profit (TTM)

DE:

$16.29B

TJX:

$13.27B

EBITDA (TTM)

DE:

$11.66B

TJX:

$8.32B

Returns By Period

In the year-to-date period, DE achieves a 22.94% return, which is significantly higher than TJX's 5.78% return. Over the past 10 years, DE has outperformed TJX with an annualized return of 24.25%, while TJX has yielded a comparatively lower 16.81% annualized return.


DE

1D
1.31%
1M
-9.27%
YTD
22.94%
6M
27.14%
1Y
20.84%
3Y*
12.95%
5Y*
10.37%
10Y*
24.25%

TJX

1D
1.46%
1M
1.31%
YTD
5.78%
6M
12.91%
1Y
33.64%
3Y*
29.14%
5Y*
21.45%
10Y*
16.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

DE vs. TJX — Risk / Return Rank

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

DE
DE Risk / Return Rank: 6464
Overall Rank
DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
DE Omega Ratio Rank: 5858
Omega Ratio Rank
DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
DE Martin Ratio Rank: 6666
Martin Ratio Rank

TJX
TJX Risk / Return Rank: 8787
Overall Rank
TJX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TJX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TJX Omega Ratio Rank: 8484
Omega Ratio Rank
TJX Calmar Ratio Rank: 8787
Calmar Ratio Rank
TJX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DE vs. TJX - Risk-Adjusted Trends 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.


DETJXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.89

-1.20

Sortino ratio

Return per unit of downside risk

1.28

2.71

-1.43

Omega ratio

Gain probability vs. loss probability

1.15

1.33

-0.17

Calmar ratio

Return relative to maximum drawdown

1.38

3.42

-2.04

Martin ratio

Return relative to average drawdown

2.79

9.08

-6.29

DE vs. TJX - Sharpe Ratio Comparison

The current DE Sharpe Ratio is 0.70, which is lower than the TJX Sharpe Ratio of 1.89. 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.


Loading graphics...

Sharpe Ratios by Period


DETJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.89

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.97

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.65

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.54

-0.15

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.


Dividends

DE vs. TJX - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.14%, more than TJX's 1.05% yield.


TTM20252024202320222021202020192018201720162015
DE
Deere & Company
1.14%1.39%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%
TJX
The TJX Companies, Inc.
1.05%1.07%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%

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 -64.59%. Use the drawdown chart below to compare losses from any high point for DE and TJX.


Loading graphics...

Drawdown Indicators


DETJXDifference

Max Drawdown

Largest peak-to-trough decline

-73.27%

-64.59%

-8.68%

Max Drawdown (1Y)

Largest decline over 1 year

-16.83%

-10.13%

-6.70%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-27.68%

-6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-37.91%

-42.55%

+4.64%

Current Drawdown

Current decline from peak

-13.60%

0.00%

-13.60%

Average Drawdown

Average peak-to-trough decline

-18.64%

-13.12%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.31%

3.82%

+4.49%

Volatility

DE vs. TJX - Volatility Comparison

Deere & Company (DE) has a higher volatility of 7.16% compared to The TJX Companies, Inc. (TJX) at 5.35%. 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.


Loading graphics...

Volatility by Period


DETJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

5.35%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

21.48%

12.06%

+9.42%

Volatility (1Y)

Calculated over the trailing 1-year period

30.15%

17.86%

+12.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.87%

22.31%

+6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.20%

25.96%

+4.24%

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


8.00B10.00B12.00B14.00B16.00B18.00B20222023202420252026
12.09B
17.74B
(DE) Total Revenue
(TJX) Total Revenue
Values in USD except per share items

DE vs. TJX - Profitability Comparison

The chart below illustrates the profitability comparison between Deere & Company and The TJX Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
32.6%
0
Portfolio components
DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Deere & Company reported a gross profit of 3.94B and revenue of 12.09B. Therefore, the gross margin over that period was 32.6%.

TJX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The TJX Companies, Inc. reported a gross profit of 0.00 and revenue of 17.74B. Therefore, the gross margin over that period was 0.0%.

DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Deere & Company reported an operating income of 1.90B and revenue of 12.09B, resulting in an operating margin of 15.7%.

TJX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The TJX Companies, Inc. reported an operating income of 0.00 and revenue of 17.74B, resulting in an operating margin of 0.0%.

DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Deere & Company reported a net income of 1.07B and revenue of 12.09B, resulting in a net margin of 8.8%.

TJX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The TJX Companies, Inc. reported a net income of 1.77B and revenue of 17.74B, resulting in a net margin of 10.0%.