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RNMBY vs. TJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RNMBY vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rheinmetall AG ADR (RNMBY) and The TJX Companies, Inc. (TJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RNMBY achieves a -23.17% return, which is significantly lower than TJX's 10.30% return. Over the past 10 years, RNMBY has outperformed TJX with an annualized return of 38.75%, while TJX has yielded a comparatively lower 17.66% annualized return.


RNMBY

1D
-2.52%
1M
7.27%
YTD
-23.17%
6M
-26.34%
1Y
-30.47%
3Y*
74.63%
5Y*
70.20%
10Y*
38.75%

TJX

1D
0.04%
1M
14.92%
YTD
10.30%
6M
8.52%
1Y
36.97%
3Y*
29.32%
5Y*
22.46%
10Y*
17.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNMBY vs. TJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RNMBY
Rheinmetall AG ADR
-23.17%190.28%99.83%63.35%122.00%-13.84%-2.03%28.14%-29.38%98.17%
TJX
The TJX Companies, Inc.
10.30%28.73%30.56%19.69%6.73%12.83%12.25%38.76%18.94%3.46%

Correlation

The correlation between RNMBY and TJX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2012

0.14

Fundamentals

Market Cap

RNMBY:

$64.85B

TJX:

$188.62B

EPS

RNMBY:

€3.56

TJX:

$5.15

PE Ratio

RNMBY:

67.40

TJX:

32.71

PEG Ratio

RNMBY:

3.08

TJX:

2.06

PS Ratio

RNMBY:

5.07

TJX:

3.08

PB Ratio

RNMBY:

10.50

TJX:

5.22

Total Revenue (TTM)

RNMBY:

€9.58B

TJX:

$61.58B

Gross Profit (TTM)

RNMBY:

€4.12B

TJX:

$19.36B

EBITDA (TTM)

RNMBY:

€1.81B

TJX:

$8.31B

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Return for Risk

RNMBY vs. TJX — Risk / Return Rank

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

RNMBY
RNMBY Risk / Return Rank: 1414
Overall Rank
RNMBY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RNMBY Sortino Ratio Rank: 1616
Sortino Ratio Rank
RNMBY Omega Ratio Rank: 1717
Omega Ratio Rank
RNMBY Calmar Ratio Rank: 1717
Calmar Ratio Rank
RNMBY Martin Ratio Rank: 77
Martin Ratio Rank

TJX
TJX Risk / Return Rank: 8989
Overall Rank
TJX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TJX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TJX Omega Ratio Rank: 8787
Omega Ratio Rank
TJX Calmar Ratio Rank: 8787
Calmar Ratio Rank
TJX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RNMBY vs. TJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG ADR (RNMBY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RNMBYTJXDifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-3.86

Omega ratioGain probability vs. loss probability

0.91

1.36

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.69

3.41

-4.10

Martin ratioReturn relative to average drawdown

-1.50

12.66

-14.16

RNMBY vs. TJX - Sharpe Ratio Comparison

The current RNMBY Sharpe Ratio is -0.67, which is lower than the TJX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of RNMBY and TJX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RNMBY vs. TJX - Drawdown Comparison

The maximum RNMBY drawdown since its inception was -67.75%, roughly equal to the maximum TJX drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for RNMBY and TJX.


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Drawdown Indicators


RNMBYTJXDifference

Max Drawdown

Largest peak-to-trough decline

-67.75%

-64.59%

-3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-44.06%

-10.89%

-33.17%

Max Drawdown (3Y)

Largest decline over 3 years

-44.06%

-11.04%

-33.02%

Max Drawdown (5Y)

Largest decline over 5 years

-44.06%

-27.68%

-16.38%

Max Drawdown (10Y)

Largest decline over 10 years

-67.75%

-42.55%

-25.20%

Current Drawdown

Current decline from peak

-40.00%

0.00%

-40.00%

Average Drawdown

Average peak-to-trough decline

-16.73%

-13.07%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.36%

2.93%

+17.43%

Volatility

RNMBY vs. TJX - Volatility Comparison

Rheinmetall AG ADR (RNMBY) has a higher volatility of 12.05% compared to The TJX Companies, Inc. (TJX) at 7.58%. This indicates that RNMBY'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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Volatility by Period


RNMBYTJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.05%

7.58%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

33.85%

14.33%

+19.52%

Volatility (1Y)

Calculated over the trailing 1-year period

45.65%

18.00%

+27.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.78%

22.32%

+22.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.51%

26.06%

+15.45%

Dividends

RNMBY vs. TJX - Dividend Comparison

RNMBY's dividend yield for the trailing twelve months is around 0.98%, less than TJX's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
RNMBY
Rheinmetall AG ADR
0.98%0.49%0.96%1.46%1.82%1.72%1.56%1.36%1.47%2.06%2.97%0.53%
TJX
The TJX Companies, Inc.
1.04%1.07%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%

Financials

RNMBY vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between Rheinmetall AG ADR 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


0.005.00B10.00B15.00B20222023202420252026
1.97B
14.32B
(RNMBY) Total Revenue
(TJX) Total Revenue
Please note, different currencies. RNMBY values in EUR, TJX values in USD

RNMBY vs. TJX - Profitability Comparison

The chart below illustrates the profitability comparison between Rheinmetall AG ADR 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

20.0%30.0%40.0%50.0%60.0%20222023202420252026
21.9%
31.3%
Portfolio components
RNMBY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rheinmetall AG ADR reported a gross profit of 430.97M and revenue of 1.97B. Therefore, the gross margin over that period was 21.9%.

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%.

RNMBY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rheinmetall AG ADR reported an operating income of 178.89M and revenue of 1.97B, resulting in an operating margin of 9.1%.

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%.

RNMBY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rheinmetall AG ADR reported a net income of 112.83M and revenue of 1.97B, resulting in a net margin of 5.7%.

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


RNMBY and TJX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RNMBY has higher volatility (12.05%) compared to TJX (7.58%). In terms of maximum drawdown, RNMBY dropped -67.75% vs TJX's -64.59%.

TJX currently has the higher Sharpe Ratio (2.06 vs -0.67), 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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