SGI vs. TJX
SGI (Somnigroup International Inc.) and TJX (The TJX Companies, Inc.) are both stocks. Both are in the Consumer Cyclical sector — SGI in Furnishings, Fixtures & Appliances, TJX in Apparel Retail. Over the past 10 years, SGI returned 16.99%/yr vs 16.99%/yr for TJX. At a 0.39 correlation, their price movements are largely independent.
Performance
SGI vs. TJX - Performance Comparison
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Returns By Period
In the year-to-date period, SGI achieves a -21.65% return, which is significantly lower than TJX's 3.90% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SGI at 16.99% and TJX at 16.99%.
SGI
- 1D
- 3.29%
- 1M
- -6.29%
- YTD
- -21.65%
- 6M
- -22.47%
- 1Y
- 7.67%
- 3Y*
- 26.40%
- 5Y*
- 13.72%
- 10Y*
- 16.99%
TJX
- 1D
- 0.46%
- 1M
- 2.70%
- YTD
- 3.90%
- 6M
- 6.19%
- 1Y
- 25.38%
- 3Y*
- 27.91%
- 5Y*
- 21.05%
- 10Y*
- 16.99%
SGI vs. TJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGI Somnigroup International Inc. | -21.65% | 58.81% | 12.34% | 50.08% | -25.99% | 75.59% | 24.05% | 110.29% | -33.96% | -8.19% |
TJX The TJX Companies, Inc. | 3.90% | 28.73% | 30.56% | 19.69% | 6.73% | 12.83% | 12.25% | 38.76% | 18.94% | 3.46% |
Correlation
The correlation between SGI and TJX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2003 | 0.39 |
Fundamentals
SGI:
$14.80B
TJX:
$177.67B
SGI:
$2.45
TJX:
$5.15
SGI:
28.39
TJX:
30.82
SGI:
1.93
TJX:
2.90
SGI:
4.70
TJX:
4.91
SGI:
$7.67B
TJX:
$61.58B
SGI:
$3.40B
TJX:
$19.36B
SGI:
$1.14B
TJX:
$8.31B
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Return for Risk
SGI vs. TJX — Risk / Return Rank
SGI
TJX
SGI vs. TJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Somnigroup International Inc. (SGI) 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.
| SGI | TJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.25 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.34 | -2.13 |
| Martin ratioReturn relative to average drawdown | 0.59 | 8.08 | -7.49 |
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
| SGI | TJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 1.43 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.95 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.65 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.54 | -0.26 |
Drawdowns
SGI vs. TJX - Drawdown Comparison
The maximum SGI drawdown since its inception was -89.24%, which is greater than TJX's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for SGI and TJX.
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Drawdown Indicators
| SGI | TJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.24% | -64.59% | -24.65% |
Max Drawdown (1Y)Largest decline over 1 year | -37.12% | -10.89% | -26.23% |
Max Drawdown (3Y)Largest decline over 3 years | -37.12% | -11.04% | -26.08% |
Max Drawdown (5Y)Largest decline over 5 years | -58.53% | -27.68% | -30.85% |
Max Drawdown (10Y)Largest decline over 10 years | -74.91% | -42.55% | -32.36% |
Current DrawdownCurrent decline from peak | -28.62% | -3.55% | -25.07% |
Average DrawdownAverage peak-to-trough decline | -27.79% | -13.08% | -14.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.12% | 3.15% | +9.97% |
Volatility
SGI vs. TJX - Volatility Comparison
Somnigroup International Inc. (SGI) has a higher volatility of 16.94% compared to The TJX Companies, Inc. (TJX) at 8.19%. This indicates that SGI'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
| SGI | TJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.94% | 8.19% | +8.75% |
Volatility (6M)Calculated over the trailing 6-month period | 30.65% | 14.01% | +16.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.92% | 17.77% | +19.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.37% | 22.29% | +17.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.68% | 26.04% | +20.64% |
Dividends
SGI vs. TJX - Dividend Comparison
SGI's dividend yield for the trailing twelve months is around 0.92%, less than TJX's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGI Somnigroup International Inc. | 0.92% | 0.67% | 0.92% | 0.86% | 1.17% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TJX The TJX Companies, Inc. | 1.11% | 1.07% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% |
Financials
SGI vs. TJX - Financials Comparison
This section allows you to compare key financial metrics between Somnigroup International 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
SGI vs. TJX - Profitability Comparison
SGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported a gross profit of 776.90M and revenue of 1.80B. Therefore, the gross margin over that period was 43.1%.
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%.
SGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported an operating income of 187.10M and revenue of 1.80B, resulting in an operating margin of 10.4%.
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%.
SGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Somnigroup International Inc. reported a net income of 104.20M and revenue of 1.80B, resulting in a net margin of 5.8%.
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
SGI and TJX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGI has higher volatility (16.94%) compared to TJX (8.19%). In terms of maximum drawdown, SGI dropped -89.24% vs TJX's -64.59%.
TJX currently has the higher Sharpe Ratio (1.43 vs 0.21), 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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