DPZ vs. TJX
DPZ (Domino's Pizza, Inc.) and TJX (The TJX Companies, Inc.) are both stocks. Both are in the Consumer Cyclical sector — DPZ in Restaurants, TJX in Apparel Retail. Over the past 10 years, DPZ returned 11.08%/yr vs 17.66%/yr for TJX. At a 0.34 correlation, their price movements are largely independent.
Performance
DPZ vs. TJX - Performance Comparison
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Returns By Period
In the year-to-date period, DPZ achieves a -21.90% return, which is significantly lower than TJX's 10.30% return. Over the past 10 years, DPZ has underperformed TJX with an annualized return of 11.08%, while TJX has yielded a comparatively higher 17.66% annualized return.
DPZ
- 1D
- 3.72%
- 1M
- 7.14%
- YTD
- -21.90%
- 6M
- -24.30%
- 1Y
- -27.44%
- 3Y*
- 3.89%
- 5Y*
- -5.25%
- 10Y*
- 11.08%
TJX
- 1D
- 0.04%
- 1M
- 14.23%
- YTD
- 10.30%
- 6M
- 8.52%
- 1Y
- 37.57%
- 3Y*
- 29.32%
- 5Y*
- 22.46%
- 10Y*
- 17.66%
DPZ vs. TJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DPZ Domino's Pizza, Inc. | -21.90% | 0.88% | 3.18% | 20.69% | -37.88% | 48.39% | 31.63% | 19.63% | 32.37% | 19.82% |
TJX The TJX Companies, Inc. | 10.30% | 28.73% | 30.56% | 19.69% | 6.73% | 12.83% | 12.25% | 38.76% | 18.94% | 3.46% |
Correlation
The correlation between DPZ and TJX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2004 | 0.34 |
The correlation between DPZ and TJX shifts across timeframes, from 0.14 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DPZ:
$10.95B
TJX:
$188.62B
DPZ:
$17.33
TJX:
$5.15
DPZ:
18.69
TJX:
32.71
DPZ:
2.67
TJX:
2.06
DPZ:
2.22
TJX:
3.08
DPZ:
$4.98B
TJX:
$61.58B
DPZ:
$1.99B
TJX:
$19.36B
DPZ:
$982.15M
TJX:
$8.31B
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Return for Risk
DPZ vs. TJX — Risk / Return Rank
DPZ
TJX
DPZ vs. TJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DPZ | TJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.10 | ||
| Sortino ratioReturn per unit of downside risk | -4.51 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.36 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 3.41 | -4.14 |
| Martin ratioReturn relative to average drawdown | -1.49 | 12.66 | -14.15 |
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Drawdowns
DPZ vs. TJX - Drawdown Comparison
The maximum DPZ drawdown since its inception was -86.66%, which is greater than TJX's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for DPZ and TJX.
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Drawdown Indicators
| DPZ | TJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.66% | -64.59% | -22.07% |
Max Drawdown (1Y)Largest decline over 1 year | -36.93% | -10.89% | -26.04% |
Max Drawdown (3Y)Largest decline over 3 years | -41.75% | -11.04% | -30.71% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -27.68% | -20.13% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | -42.55% | -5.26% |
Current DrawdownCurrent decline from peak | -39.05% | 0.00% | -39.05% |
Average DrawdownAverage peak-to-trough decline | -16.46% | -13.07% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.18% | 2.93% | +15.25% |
Volatility
DPZ vs. TJX - Volatility Comparison
The current volatility for Domino's Pizza, Inc. (DPZ) is 6.35%, while The TJX Companies, Inc. (TJX) has a volatility of 7.58%. This indicates that DPZ experiences smaller price fluctuations and is considered to be less risky than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPZ | TJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 7.58% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 20.93% | 14.33% | +6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.06% | 18.00% | +8.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.70% | 22.32% | +7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.96% | 26.06% | +3.90% |
Dividends
DPZ vs. TJX - Dividend Comparison
DPZ's dividend yield for the trailing twelve months is around 2.23%, more than TJX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPZ Domino's Pizza, Inc. | 1.69% | 1.67% | 1.44% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% |
TJX The TJX Companies, Inc. | 1.04% | 1.07% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% |
Financials
DPZ vs. TJX - Financials Comparison
This section allows you to compare key financial metrics between Domino's Pizza, 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.
Total Revenue: Total amount of money received from sales and other business activities
DPZ vs. TJX - Profitability Comparison
DPZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported a gross profit of 464.51M and revenue of 1.15B. Therefore, the gross margin over that period was 40.4%.
TJX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a gross profit of 4.48B and revenue of 14.32B. Therefore, the gross margin over that period was 31.3%.
DPZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported an operating income of 230.36M and revenue of 1.15B, resulting in an operating margin of 20.0%.
TJX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported an operating income of 1.69B and revenue of 14.32B, resulting in an operating margin of 11.8%.
DPZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported a net income of 139.81M and revenue of 1.15B, resulting in a net margin of 12.2%.
TJX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a net income of 1.33B and revenue of 14.32B, resulting in a net margin of 9.3%.
Frequently Asked Questions
DPZ and TJX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TJX has higher volatility (7.58%) compared to DPZ (6.35%). In terms of maximum drawdown, DPZ dropped -86.66% vs TJX's -64.59%.
TJX currently has the higher Sharpe Ratio (2.06 vs -1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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