EQNR vs. TJX

In the year-to-date period, EQNR achieves a -2.90% return, which is significantly lower than TJX's 5.08% return.

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This table presents a comparison of risk-adjusted performance metrics for Equinor ASA (EQNR) 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.

The current EQNR Sharpe Ratio is -0.28, which is lower than the TJX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of EQNR 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.

EQNR's dividend yield for the trailing twelve months is around 11.85%, more than TJX's 1.19% yield.

The maximum EQNR drawdown since its inception was -66.92%, roughly equal to the maximum TJX drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for EQNR and TJX. For additional features, visit the drawdowns tool.

Equinor ASA (EQNR) has a higher volatility of 13.97% compared to The TJX Companies, Inc. (TJX) at 8.95%. This indicates that EQNR'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.

This section allows you to compare key financial metrics between Equinor ASA 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.