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

Correlation

The correlation between HRB and TJX is 0.28, 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.


-0.50.00.51.00.3

Performance

HRB vs. TJX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
0.09%
9.75%
HRB
TJX

Key characteristics

Sharpe Ratio

HRB:

0.85

TJX:

1.83

Sortino Ratio

HRB:

1.44

TJX:

2.67

Omega Ratio

HRB:

1.18

TJX:

1.34

Calmar Ratio

HRB:

1.17

TJX:

3.58

Martin Ratio

HRB:

3.06

TJX:

9.27

Ulcer Index

HRB:

7.90%

TJX:

3.33%

Daily Std Dev

HRB:

28.58%

TJX:

16.89%

Max Drawdown

HRB:

-62.08%

TJX:

-64.60%

Current Drawdown

HRB:

-16.12%

TJX:

-4.21%

Fundamentals

Market Cap

HRB:

$7.60B

TJX:

$136.98B

EPS

HRB:

$4.02

TJX:

$4.25

PE Ratio

HRB:

13.73

TJX:

28.67

PEG Ratio

HRB:

0.87

TJX:

2.47

Total Revenue (TTM)

HRB:

$3.44B

TJX:

$112.84B

Gross Profit (TTM)

HRB:

$1.74B

TJX:

$34.39B

EBITDA (TTM)

HRB:

$1.16B

TJX:

$14.69B

Returns By Period

In the year-to-date period, HRB achieves a 4.43% return, which is significantly higher than TJX's 0.86% return. Over the past 10 years, HRB has underperformed TJX with an annualized return of 9.44%, while TJX has yielded a comparatively higher 15.55% annualized return.


HRB

YTD

4.43%

1M

3.16%

6M

0.09%

1Y

24.04%

5Y*

22.49%

10Y*

9.44%

TJX

YTD

0.86%

1M

0.50%

6M

9.75%

1Y

30.38%

5Y*

15.77%

10Y*

15.55%

*Annualized

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Risk-Adjusted Performance

HRB vs. TJX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HRB
The Risk-Adjusted Performance Rank of HRB is 7373
Overall Rank
The Sharpe Ratio Rank of HRB is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of HRB is 7070
Sortino Ratio Rank
The Omega Ratio Rank of HRB is 6969
Omega Ratio Rank
The Calmar Ratio Rank of HRB is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HRB is 7373
Martin Ratio Rank

TJX
The Risk-Adjusted Performance Rank of TJX is 9191
Overall Rank
The Sharpe Ratio Rank of TJX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TJX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TJX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TJX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of TJX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HRB vs. TJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for H&R Block, Inc. (HRB) 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 HRB, currently valued at 0.85, compared to the broader market-2.000.002.004.000.851.83
The chart of Sortino ratio for HRB, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.442.67
The chart of Omega ratio for HRB, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.34
The chart of Calmar ratio for HRB, currently valued at 1.17, compared to the broader market0.002.004.006.001.173.58
The chart of Martin ratio for HRB, currently valued at 3.06, compared to the broader market-10.000.0010.0020.0030.003.069.27
HRB
TJX

The current HRB Sharpe Ratio is 0.85, which is lower than the TJX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of HRB 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.85
1.83
HRB
TJX

Dividends

HRB vs. TJX - Dividend Comparison

HRB's dividend yield for the trailing twelve months is around 2.52%, more than TJX's 1.20% yield.


TTM20242023202220212020201920182017201620152014
HRB
H&R Block, Inc.
2.52%2.63%2.52%3.07%4.54%6.56%4.39%3.90%3.59%3.74%2.40%2.38%
TJX
The TJX Companies, Inc.
1.20%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%

Drawdowns

HRB vs. TJX - Drawdown Comparison

The maximum HRB drawdown since its inception was -62.08%, roughly equal to the maximum TJX drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for HRB and TJX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.12%
-4.21%
HRB
TJX

Volatility

HRB vs. TJX - Volatility Comparison

H&R Block, Inc. (HRB) has a higher volatility of 5.74% compared to The TJX Companies, Inc. (TJX) at 4.63%. This indicates that HRB'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%14.00%AugustSeptemberOctoberNovemberDecember2025
5.74%
4.63%
HRB
TJX

Financials

HRB vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between H&R Block, 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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