HRB vs. TJX
Compare and contrast key facts about H&R Block, Inc. (HRB) and The TJX Companies, Inc. (TJX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HRB or TJX.
Key characteristics
| HRB | TJX | |
|---|---|---|
| YTD Return | 26.31% | 29.12% |
| 1Y Return | 36.17% | 32.91% |
| 3Y Return (Ann) | 39.31% | 22.19% |
| 5Y Return (Ann) | 24.42% | 16.66% |
| 10Y Return (Ann) | 10.38% | 16.03% |
| Sharpe Ratio | 1.32 | 1.90 |
| Sortino Ratio | 2.12 | 2.66 |
| Omega Ratio | 1.25 | 1.34 |
| Calmar Ratio | 3.47 | 3.80 |
| Martin Ratio | 7.55 | 10.15 |
| Ulcer Index | 4.87% | 3.23% |
| Daily Std Dev | 27.80% | 17.29% |
| Max Drawdown | -62.08% | -64.59% |
| Current Drawdown | -9.44% | -0.32% |
Fundamentals
| HRB | TJX | |
|---|---|---|
| Market Cap | $8.22B | $135.18B |
| EPS | $4.02 | $4.13 |
| PE Ratio | 14.92 | 29.02 |
| PEG Ratio | 0.26 | 2.43 |
| Total Revenue (TTM) | $3.43B | $42.36B |
| Gross Profit (TTM) | $1.69B | $12.76B |
| EBITDA (TTM) | $1.13B | $5.39B |
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.
Performance
HRB vs. TJX - Performance Comparison
In the year-to-date period, HRB achieves a 26.31% return, which is significantly lower than TJX's 29.12% return. Over the past 10 years, HRB has underperformed TJX with an annualized return of 10.38%, while TJX has yielded a comparatively higher 16.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
HRB vs. TJX - Dividend Comparison
HRB's dividend yield for the trailing twelve months is around 2.23%, more than TJX's 0.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRB H&R Block, Inc. | 2.23% | 2.52% | 3.07% | 4.54% | 6.56% | 4.39% | 3.90% | 3.59% | 3.74% | 2.40% | 2.38% | 2.75% |
TJX The TJX Companies, Inc. | 0.90% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
Drawdowns
HRB vs. TJX - Drawdown Comparison
The maximum HRB drawdown since its inception was -62.08%, roughly equal to the maximum TJX drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for HRB and TJX. For additional features, visit the drawdowns tool.
Volatility
HRB vs. TJX - Volatility Comparison
H&R Block, Inc. (HRB) has a higher volatility of 9.19% compared to The TJX Companies, Inc. (TJX) at 3.92%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities