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

Correlation

The correlation between HRB and TJX is 0.45, 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.


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.

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Key characteristics

Sharpe Ratio

HRB:

0.66

TJX:

1.29

Sortino Ratio

HRB:

1.11

TJX:

2.10

Omega Ratio

HRB:

1.15

TJX:

1.27

Calmar Ratio

HRB:

0.83

TJX:

2.42

Martin Ratio

HRB:

1.63

TJX:

7.53

Ulcer Index

HRB:

11.90%

TJX:

3.55%

Daily Std Dev

HRB:

29.07%

TJX:

19.07%

Max Drawdown

HRB:

-62.08%

TJX:

-64.59%

Current Drawdown

HRB:

-12.82%

TJX:

-6.02%

Fundamentals

Market Cap

HRB:

$7.62B

TJX:

$141.87B

EPS

HRB:

$4.04

TJX:

$4.24

PE Ratio

HRB:

14.10

TJX:

29.93

PEG Ratio

HRB:

0.89

TJX:

2.88

PS Ratio

HRB:

2.05

TJX:

2.49

PB Ratio

HRB:

98.12

TJX:

16.66

Total Revenue (TTM)

HRB:

$3.71B

TJX:

$56.99B

Gross Profit (TTM)

HRB:

$1.65B

TJX:

$17.37B

EBITDA (TTM)

HRB:

$959.91M

TJX:

$5.86B

Returns By Period

In the year-to-date period, HRB achieves a 8.54% return, which is significantly higher than TJX's 5.70% return. Over the past 10 years, HRB has underperformed TJX with an annualized return of 10.00%, while TJX has yielded a comparatively higher 16.23% annualized return.


HRB

YTD

8.54%

1M

-8.28%

6M

-2.63%

1Y

17.70%

3Y*

20.75%

5Y*

32.31%

10Y*

10.00%

TJX

YTD

5.70%

1M

-0.25%

6M

1.60%

1Y

24.67%

3Y*

27.79%

5Y*

20.82%

10Y*

16.23%

*Annualized

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H&R Block, Inc.

The TJX Companies, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 7171
Overall Rank
The Sharpe Ratio Rank of HRB is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of HRB is 6767
Sortino Ratio Rank
The Omega Ratio Rank of HRB is 6767
Omega Ratio Rank
The Calmar Ratio Rank of HRB is 8080
Calmar Ratio Rank
The Martin Ratio Rank of HRB is 6969
Martin Ratio Rank

TJX
The Risk-Adjusted Performance Rank of TJX is 8989
Overall Rank
The Sharpe Ratio Rank of TJX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of TJX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of TJX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of TJX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of TJX is 9191
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.


The current HRB Sharpe Ratio is 0.66, which is lower than the TJX Sharpe Ratio of 1.29. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HRB vs. TJX - Dividend Comparison

HRB's dividend yield for the trailing twelve months is around 2.54%, more than TJX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
HRB
H&R Block, Inc.
2.54%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.
1.22%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 -64.59%. Use the drawdown chart below to compare losses from any high point for HRB and TJX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HRB vs. TJX - Volatility Comparison

H&R Block, Inc. (HRB) has a higher volatility of 7.48% compared to The TJX Companies, Inc. (TJX) at 6.38%. 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.


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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


0.005.00B10.00B15.00B20212022202320242025
2.28B
13.11B
(HRB) Total Revenue
(TJX) Total Revenue
Values in USD except per share items

HRB vs. TJX - Profitability Comparison

The chart below illustrates the profitability comparison between H&R Block, Inc. and The TJX Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
57.4%
29.5%
(HRB) Gross Margin
(TJX) Gross Margin
HRB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, H&R Block, Inc. reported a gross profit of 1.31B and revenue of 2.28B. Therefore, the gross margin over that period was 57.4%.

TJX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, The TJX Companies, Inc. reported a gross profit of 3.87B and revenue of 13.11B. Therefore, the gross margin over that period was 29.5%.

HRB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, H&R Block, Inc. reported an operating income of 978.31M and revenue of 2.28B, resulting in an operating margin of 43.0%.

TJX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, The TJX Companies, Inc. reported an operating income of 1.32B and revenue of 13.11B, resulting in an operating margin of 10.0%.

HRB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, H&R Block, Inc. reported a net income of 722.33M and revenue of 2.28B, resulting in a net margin of 31.7%.

TJX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, The TJX Companies, Inc. reported a net income of 1.04B and revenue of 13.11B, resulting in a net margin of 7.9%.