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

Performance

H vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hyatt Hotels Corporation (H) 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%JuneJulyAugustSeptemberOctoberNovember
1.57%
23.18%
H
TJX

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

YTD

17.46%

1M

-0.79%

6M

1.57%

1Y

32.99%

5Y (annualized)

14.63%

10Y (annualized)

10.31%

TJX

YTD

29.33%

1M

1.98%

6M

23.18%

1Y

36.57%

5Y (annualized)

16.64%

10Y (annualized)

15.83%

Fundamentals


HTJX
Market Cap$14.69B$135.18B
EPS$13.29$4.13
PE Ratio11.4929.02
PEG Ratio0.982.43
Total Revenue (TTM)$6.76B$42.36B
Gross Profit (TTM)$1.50B$12.76B
EBITDA (TTM)$1.65B$5.39B

Key characteristics


HTJX
Sharpe Ratio1.262.21
Sortino Ratio1.903.10
Omega Ratio1.251.40
Calmar Ratio1.784.32
Martin Ratio5.3412.14
Ulcer Index6.55%3.07%
Daily Std Dev27.79%16.92%
Max Drawdown-60.54%-64.60%
Current Drawdown-5.76%-0.90%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for H, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.262.21
The chart of Sortino ratio for H, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.903.10
The chart of Omega ratio for H, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.40
The chart of Calmar ratio for H, currently valued at 1.78, compared to the broader market0.002.004.006.001.784.32
The chart of Martin ratio for H, currently valued at 5.34, compared to the broader market-10.000.0010.0020.0030.005.3412.14
H
TJX

The current H Sharpe Ratio is 1.26, which is lower than the TJX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of H 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.26
2.21
H
TJX

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.


TTM20232022202120202019201820172016201520142013
H
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%
TJX
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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.76%
-0.90%
H
TJX

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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
12.75%
3.94%
H
TJX

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items