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

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.


-0.50.00.51.00.3

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%AugustSeptemberOctoberNovemberDecember2025
12.18%
5.20%
DE
TJX

Key characteristics

Sharpe Ratio

DE:

0.53

TJX:

1.60

Sortino Ratio

DE:

0.92

TJX:

2.37

Omega Ratio

DE:

1.12

TJX:

1.30

Calmar Ratio

DE:

0.59

TJX:

3.13

Martin Ratio

DE:

1.80

TJX:

8.18

Ulcer Index

DE:

7.01%

TJX:

3.31%

Daily Std Dev

DE:

24.06%

TJX:

16.89%

Max Drawdown

DE:

-73.27%

TJX:

-64.60%

Current Drawdown

DE:

-7.61%

TJX:

-6.36%

Fundamentals

Market Cap

DE:

$116.81B

TJX:

$133.90B

EPS

DE:

$25.60

TJX:

$4.24

PE Ratio

DE:

16.75

TJX:

28.09

PEG Ratio

DE:

2.19

TJX:

2.43

Total Revenue (TTM)

DE:

$51.10B

TJX:

$112.84B

Gross Profit (TTM)

DE:

$20.07B

TJX:

$34.39B

EBITDA (TTM)

DE:

$13.53B

TJX:

$14.69B

Returns By Period

In the year-to-date period, DE achieves a 1.22% return, which is significantly higher than TJX's -1.41% return. Over the past 10 years, DE has outperformed TJX with an annualized return of 19.46%, while TJX has yielded a comparatively lower 15.20% annualized return.


DE

YTD

1.22%

1M

-1.80%

6M

12.18%

1Y

12.97%

5Y*

21.22%

10Y*

19.46%

TJX

YTD

-1.41%

1M

-3.73%

6M

5.20%

1Y

25.96%

5Y*

15.26%

10Y*

15.20%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DE vs. TJX — Risk-Adjusted Performance Rank

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

DE
The Risk-Adjusted Performance Rank of DE is 6565
Overall Rank
The Sharpe Ratio Rank of DE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DE is 5959
Omega Ratio Rank
The Calmar Ratio Rank of DE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DE is 6767
Martin Ratio Rank

TJX
The Risk-Adjusted Performance Rank of TJX is 8989
Overall Rank
The Sharpe Ratio Rank of TJX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TJX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of TJX is 8585
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.

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 0.53, compared to the broader market-2.000.002.000.531.60
The chart of Sortino ratio for DE, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.922.37
The chart of Omega ratio for DE, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.30
The chart of Calmar ratio for DE, currently valued at 0.59, compared to the broader market0.002.004.006.000.593.13
The chart of Martin ratio for DE, currently valued at 1.80, compared to the broader market-30.00-20.00-10.000.0010.0020.001.808.18
DE
TJX

The current DE Sharpe Ratio is 0.53, which is lower than the TJX Sharpe Ratio of 1.60. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.53
1.60
DE
TJX

Dividends

DE vs. TJX - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.41%, more than TJX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
DE
Deere & Company
1.41%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%
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

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%AugustSeptemberOctoberNovemberDecember2025
-7.61%
-6.36%
DE
TJX

Volatility

DE vs. TJX - Volatility Comparison

Deere & Company (DE) has a higher volatility of 7.58% compared to The TJX Companies, Inc. (TJX) at 4.29%. 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%12.00%AugustSeptemberOctoberNovemberDecember2025
7.58%
4.29%
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
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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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