JNJ vs. TJX
JNJ (Johnson & Johnson) and TJX (The TJX Companies, Inc.) are both stocks. JNJ operates in Drug Manufacturers - General (Healthcare), while TJX operates in Apparel Retail (Consumer Cyclical). Over the past 10 years, JNJ returned 10.21%/yr vs 17.10%/yr for TJX. At a 0.26 correlation, their price movements are largely independent.
Performance
JNJ vs. TJX - Performance Comparison
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Returns By Period
In the year-to-date period, JNJ achieves a 13.72% return, which is significantly higher than TJX's 5.26% return. Over the past 10 years, JNJ has underperformed TJX with an annualized return of 10.21%, while TJX has yielded a comparatively higher 17.10% annualized return.
JNJ
- 1D
- 2.02%
- 1M
- 4.22%
- YTD
- 13.72%
- 6M
- 16.55%
- 1Y
- 55.27%
- 3Y*
- 17.11%
- 5Y*
- 10.05%
- 10Y*
- 10.21%
TJX
- 1D
- 1.31%
- 1M
- 3.72%
- YTD
- 5.26%
- 6M
- 5.49%
- 1Y
- 27.72%
- 3Y*
- 28.57%
- 5Y*
- 21.37%
- 10Y*
- 17.10%
JNJ vs. TJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 13.72% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
TJX The TJX Companies, Inc. | 5.26% | 28.73% | 30.56% | 19.69% | 6.73% | 12.83% | 12.25% | 38.76% | 18.94% | 3.46% |
Correlation
The correlation between JNJ and TJX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 1988 | 0.26 |
Fundamentals
JNJ:
$569.17B
TJX:
$180.00B
JNJ:
$8.65
TJX:
$5.15
JNJ:
26.92
TJX:
31.22
JNJ:
0.90
TJX:
1.97
JNJ:
5.88
TJX:
2.94
JNJ:
7.01
TJX:
4.98
JNJ:
$96.36B
TJX:
$61.58B
JNJ:
$66.60B
TJX:
$19.36B
JNJ:
$31.62B
TJX:
$8.31B
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Return for Risk
JNJ vs. TJX — Risk / Return Rank
JNJ
TJX
JNJ vs. TJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson & Johnson (JNJ) 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.
| JNJ | TJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.28 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 5.07 | 2.56 | +2.51 |
| Martin ratioReturn relative to average drawdown | 15.08 | 8.81 | +6.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNJ | TJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.30 | 1.56 | +1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.96 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.66 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.54 | 0.00 |
Drawdowns
JNJ vs. TJX - Drawdown Comparison
The maximum JNJ drawdown since its inception was -50.67%, smaller than the maximum TJX drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for JNJ and TJX.
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Drawdown Indicators
| JNJ | TJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.67% | -64.59% | +13.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -10.89% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -11.04% | -4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -27.68% | +9.27% |
Max Drawdown (10Y)Largest decline over 10 years | -27.37% | -42.55% | +15.18% |
Current DrawdownCurrent decline from peak | -5.81% | -2.28% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -13.08% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.15% | +0.53% |
Volatility
JNJ vs. TJX - Volatility Comparison
The current volatility for Johnson & Johnson (JNJ) is 5.90%, while The TJX Companies, Inc. (TJX) has a volatility of 8.27%. This indicates that JNJ experiences smaller price fluctuations and is considered to be less risky than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNJ | TJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 8.27% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 14.06% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 17.82% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 22.29% | -5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 26.04% | -7.58% |
Dividends
JNJ vs. TJX - Dividend Comparison
JNJ's dividend yield for the trailing twelve months is around 2.25%, more than TJX's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.25% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
TJX The TJX Companies, Inc. | 1.09% | 1.07% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% |
Financials
JNJ vs. TJX - Financials Comparison
This section allows you to compare key financial metrics between Johnson & Johnson 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
JNJ vs. TJX - Profitability Comparison
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.
TJX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a gross profit of 4.48B and revenue of 14.32B. Therefore, the gross margin over that period was 31.3%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.
TJX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported an operating income of 1.69B and revenue of 14.32B, resulting in an operating margin of 11.8%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.
TJX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a net income of 1.33B and revenue of 14.32B, resulting in a net margin of 9.3%.
Frequently Asked Questions
JNJ and TJX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TJX has higher volatility (8.27%) compared to JNJ (5.90%). In terms of maximum drawdown, JNJ dropped -50.67% vs TJX's -64.59%.
JNJ currently has the higher Sharpe Ratio (3.30 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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