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

Correlation

The correlation between EBF and TJX is 0.21, 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.


-0.50.00.51.00.2

Performance

EBF vs. TJX - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,154.55%
71,622.52%
EBF
TJX

Key characteristics

Sharpe Ratio

EBF:

0.56

TJX:

2.22

Sortino Ratio

EBF:

0.93

TJX:

3.15

Omega Ratio

EBF:

1.11

TJX:

1.40

Calmar Ratio

EBF:

0.81

TJX:

4.32

Martin Ratio

EBF:

1.95

TJX:

12.04

Ulcer Index

EBF:

5.92%

TJX:

3.10%

Daily Std Dev

EBF:

20.54%

TJX:

16.85%

Max Drawdown

EBF:

-73.10%

TJX:

-64.60%

Current Drawdown

EBF:

-7.55%

TJX:

-4.09%

Fundamentals

Market Cap

EBF:

$553.36M

TJX:

$138.34B

EPS

EBF:

$1.57

TJX:

$4.24

PE Ratio

EBF:

13.55

TJX:

29.02

PEG Ratio

EBF:

3.36

TJX:

2.51

Total Revenue (TTM)

EBF:

$299.58M

TJX:

$56.42B

Gross Profit (TTM)

EBF:

$88.35M

TJX:

$26.82B

EBITDA (TTM)

EBF:

$53.55M

TJX:

$7.41B

Returns By Period

In the year-to-date period, EBF achieves a 10.40% return, which is significantly lower than TJX's 31.85% return. Over the past 10 years, EBF has underperformed TJX with an annualized return of 11.06%, while TJX has yielded a comparatively higher 15.29% annualized return.


EBF

YTD

10.40%

1M

-0.00%

6M

7.73%

1Y

9.85%

5Y*

6.07%

10Y*

11.06%

TJX

YTD

31.85%

1M

1.86%

6M

10.62%

1Y

34.66%

5Y*

16.80%

10Y*

15.29%

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Risk-Adjusted Performance

EBF vs. TJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ennis, Inc. (EBF) 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 EBF, currently valued at 0.56, compared to the broader market-4.00-2.000.002.000.562.22
The chart of Sortino ratio for EBF, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.933.15
The chart of Omega ratio for EBF, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.40
The chart of Calmar ratio for EBF, currently valued at 0.81, compared to the broader market0.002.004.006.000.814.32
The chart of Martin ratio for EBF, currently valued at 1.95, compared to the broader market-5.000.005.0010.0015.0020.0025.001.9512.04
EBF
TJX

The current EBF Sharpe Ratio is 0.56, which is lower than the TJX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of EBF 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.56
2.22
EBF
TJX

Dividends

EBF vs. TJX - Dividend Comparison

EBF's dividend yield for the trailing twelve months is around 16.92%, more than TJX's 1.20% yield.


TTM20232022202120202019201820172016201520142013
EBF
Ennis, Inc.
16.92%4.56%4.51%4.86%5.04%4.16%4.94%3.61%12.68%3.64%5.20%1.98%
TJX
The TJX Companies, Inc.
1.20%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%

Drawdowns

EBF vs. TJX - Drawdown Comparison

The maximum EBF drawdown since its inception was -73.10%, which is greater than TJX's maximum drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for EBF and TJX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.55%
-4.09%
EBF
TJX

Volatility

EBF vs. TJX - Volatility Comparison

The current volatility for Ennis, Inc. (EBF) is 3.88%, while The TJX Companies, Inc. (TJX) has a volatility of 4.49%. This indicates that EBF 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.88%
4.49%
EBF
TJX

Financials

EBF vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between Ennis, 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.


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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