H vs. TJX
Compare and contrast key facts about Hyatt Hotels Corporation (H) and The TJX Companies, Inc. (TJX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: H or TJX.
Performance
H vs. TJX - Performance Comparison
Returns By Period
In the year-to-date period, H achieves a 17.46% return, which is significantly lower than TJX's 29.33% return. Over the past 10 years, H has underperformed TJX with an annualized return of 10.31%, while TJX has yielded a comparatively higher 15.83% annualized return.
H
17.46%
-0.79%
1.57%
32.99%
14.63%
10.31%
TJX
29.33%
1.98%
23.18%
36.57%
16.64%
15.83%
Fundamentals
H | TJX | |
---|---|---|
Market Cap | $14.69B | $135.18B |
EPS | $13.29 | $4.13 |
PE Ratio | 11.49 | 29.02 |
PEG Ratio | 0.98 | 2.43 |
Total Revenue (TTM) | $6.76B | $42.36B |
Gross Profit (TTM) | $1.50B | $12.76B |
EBITDA (TTM) | $1.65B | $5.39B |
Key characteristics
H | TJX | |
---|---|---|
Sharpe Ratio | 1.26 | 2.21 |
Sortino Ratio | 1.90 | 3.10 |
Omega Ratio | 1.25 | 1.40 |
Calmar Ratio | 1.78 | 4.32 |
Martin Ratio | 5.34 | 12.14 |
Ulcer Index | 6.55% | 3.07% |
Daily Std Dev | 27.79% | 16.92% |
Max Drawdown | -60.54% | -64.60% |
Current Drawdown | -5.76% | -0.90% |
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Correlation
The correlation between H and TJX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
H vs. TJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hyatt Hotels Corporation (H) 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.
Dividends
H vs. TJX - Dividend Comparison
H's dividend yield for the trailing twelve months is around 0.39%, less than TJX's 1.22% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Hyatt Hotels Corporation | 0.39% | 0.35% | 0.00% | 0.00% | 0.27% | 0.85% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
The TJX Companies, Inc. | 1.22% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
Drawdowns
H vs. TJX - Drawdown Comparison
The maximum H drawdown since its inception was -60.54%, smaller than the maximum TJX drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for H and TJX. For additional features, visit the drawdowns tool.
Volatility
H vs. TJX - Volatility Comparison
Hyatt Hotels Corporation (H) has a higher volatility of 12.75% compared to The TJX Companies, Inc. (TJX) at 3.94%. This indicates that H'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.
Financials
H vs. TJX - Financials Comparison
This section allows you to compare key financial metrics between Hyatt Hotels Corporation 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