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

Correlation

The correlation between KSS and TJX is 0.42, 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.


-0.50.00.51.00.4

Performance

KSS vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kohl's Corporation (KSS) and The TJX Companies, Inc. (TJX). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,396.94%
50,860.74%
KSS
TJX

Key characteristics

Sharpe Ratio

KSS:

-0.80

TJX:

2.22

Sortino Ratio

KSS:

-0.98

TJX:

3.15

Omega Ratio

KSS:

0.87

TJX:

1.40

Calmar Ratio

KSS:

-0.56

TJX:

4.32

Martin Ratio

KSS:

-1.67

TJX:

12.04

Ulcer Index

KSS:

25.39%

TJX:

3.10%

Daily Std Dev

KSS:

52.99%

TJX:

16.85%

Max Drawdown

KSS:

-84.54%

TJX:

-64.60%

Current Drawdown

KSS:

-75.25%

TJX:

-4.09%

Fundamentals

Market Cap

KSS:

$1.59B

TJX:

$138.34B

EPS

KSS:

$2.22

TJX:

$4.24

PE Ratio

KSS:

6.42

TJX:

29.02

PEG Ratio

KSS:

2.20

TJX:

2.51

Total Revenue (TTM)

KSS:

$16.78B

TJX:

$56.42B

Gross Profit (TTM)

KSS:

$6.17B

TJX:

$26.82B

EBITDA (TTM)

KSS:

$1.35B

TJX:

$7.41B

Returns By Period

In the year-to-date period, KSS achieves a -45.33% return, which is significantly lower than TJX's 31.85% return. Over the past 10 years, KSS has underperformed TJX with an annualized return of -9.14%, while TJX has yielded a comparatively higher 15.29% annualized return.


KSS

YTD

-45.33%

1M

-10.17%

6M

-34.28%

1Y

-43.31%

5Y*

-17.72%

10Y*

-9.14%

TJX

YTD

31.85%

1M

1.86%

6M

10.62%

1Y

34.66%

5Y*

16.80%

10Y*

15.29%

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Risk-Adjusted Performance

KSS vs. TJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kohl's Corporation (KSS) 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 KSS, currently valued at -0.80, compared to the broader market-4.00-2.000.002.00-0.802.22
The chart of Sortino ratio for KSS, currently valued at -0.97, compared to the broader market-4.00-2.000.002.004.00-0.983.15
The chart of Omega ratio for KSS, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.40
The chart of Calmar ratio for KSS, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.564.32
The chart of Martin ratio for KSS, currently valued at -1.67, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6712.04
KSS
TJX

The current KSS Sharpe Ratio is -0.80, which is lower than the TJX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of KSS 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.80
2.22
KSS
TJX

Dividends

KSS vs. TJX - Dividend Comparison

KSS's dividend yield for the trailing twelve months is around 14.11%, more than TJX's 1.20% yield.


TTM20232022202120202019201820172016201520142013
KSS
Kohl's Corporation
14.11%6.97%7.92%2.02%1.73%5.26%3.68%4.06%4.05%3.78%2.56%2.47%
TJX
The TJX Companies, Inc.
1.20%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%

Drawdowns

KSS vs. TJX - Drawdown Comparison

The maximum KSS drawdown since its inception was -84.54%, which is greater than TJX's maximum drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for KSS and TJX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-75.25%
-4.09%
KSS
TJX

Volatility

KSS vs. TJX - Volatility Comparison

Kohl's Corporation (KSS) has a higher volatility of 22.17% compared to The TJX Companies, Inc. (TJX) at 4.49%. This indicates that KSS'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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.17%
4.49%
KSS
TJX

Financials

KSS vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between Kohl's 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
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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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