TJX vs. BURL

Last updated Jun 3, 2026

TJX (The TJX Companies, Inc.) and BURL (Burlington Stores, Inc.) are both stocks. Both operate in the Apparel Retail industry within the Consumer Cyclical sector. Over the past 10 years, TJX returned 16.55%/yr vs 17.77%/yr for BURL. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

TJX vs. BURL - Performance Comparison

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

Returns By Period

In the year-to-date period, TJX achieves a 0.66% return, which is significantly lower than BURL's 11.15% return. Over the past 10 years, TJX has underperformed BURL with an annualized return of 16.55%, while BURL has yielded a comparatively higher 17.77% annualized return.

TJX

• 1D: 0.62%
• 1M: -1.68%
• YTD: 0.66%
• 6M: 3.07%
• 1Y: 21.13%
• 3Y*: 26.98%
• 5Y*: 20.21%
• 10Y*: 16.55%

BURL

• 1D: 2.25%
• 1M: 0.97%
• YTD: 11.15%
• 6M: 31.02%
• 1Y: 37.88%
• 3Y*: 28.60%
• 5Y*: 1.14%
• 10Y*: 17.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TJX vs. BURL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TJX The TJX Companies, Inc.	0.66%	28.73%	30.56%	19.69%	6.73%	12.83%	12.25%	38.76%	18.94%	3.46%
BURL Burlington Stores, Inc.	11.15%	1.33%	46.58%	-4.08%	-30.44%	11.45%	14.70%	40.18%	32.22%	45.17%

Correlation

The correlation between TJX and BURL is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Oct 3, 2013	0.57

The correlation between TJX and BURL shifts across timeframes, from 0.42 (1 year) to 0.59 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TJX : $172.13B BURL : $20.59B
EPS TJX : $5.15 BURL : $9.74
PE Ratio TJX : 29.86 BURL : 32.96
PEG Ratio TJX : 1.88 BURL : 1.70
PS Ratio TJX : 2.81 BURL : 1.73
PB Ratio TJX : 4.76 BURL : 5.41
Total Revenue (TTM) TJX : $61.58B BURL : $11.92B
Gross Profit (TTM) TJX : $19.36B BURL : $5.24B
EBITDA (TTM) TJX : $8.31B BURL : $1.33B

Return for Risk

TJX vs. BURL — Risk / Return Rank

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

TJX

TJX Risk / Return Rank: 74
TJX Sharpe Ratio Rank: 76
TJX Sortino Ratio Rank: 73
TJX Omega Ratio Rank: 68
TJX Calmar Ratio Rank: 75
TJX Martin Ratio Rank: 81

BURL

BURL Risk / Return Rank: 70
BURL Sharpe Ratio Rank: 71
BURL Sortino Ratio Rank: 65
BURL Omega Ratio Rank: 64
BURL Calmar Ratio Rank: 75
BURL Martin Ratio Rank: 75

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.

TJX vs. BURL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and Burlington Stores, Inc. (BURL). 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.

	TJX	BURL	Difference
Sharpe ratio Return per unit of total volatility	1.21	1.00	+0.20
Sortino ratio Return per unit of downside risk	1.90	1.54	+0.36
Omega ratio Gain probability vs. loss probability	1.22	1.19	+0.02
Calmar ratio Return relative to maximum drawdown	2.07	2.08	0.00
Martin ratio Return relative to average drawdown	7.21	5.22	+1.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TJX vs. BURL - Sharpe Ratio Comparison

The current TJX Sharpe Ratio is 1.21, which is comparable to the BURL Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of TJX and BURL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TJX	BURL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	1.00	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.03	+0.89
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.43	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.55	-0.02

Drawdowns

TJX vs. BURL - Drawdown Comparison

The maximum TJX drawdown since its inception was -64.59%, smaller than the maximum BURL drawdown of -68.87%. Use the drawdown chart below to compare losses from any high point for TJX and BURL.

Drawdown Indicators

	TJX	BURL	Difference
Max Drawdown Largest peak-to-trough decline	-64.59%	-68.87%	+4.28%
Max Drawdown (1Y) Largest decline over 1 year	-10.89%	-19.55%	+8.66%
Max Drawdown (3Y) Largest decline over 3 years	-11.04%	-35.38%	+24.34%
Max Drawdown (5Y) Largest decline over 5 years	-27.68%	-68.87%	+41.19%
Max Drawdown (10Y) Largest decline over 10 years	-42.55%	-68.87%	+26.32%
Current Drawdown Current decline from peak	-6.55%	-8.95%	+2.40%
Average Drawdown Average peak-to-trough decline	-13.08%	-18.56%	+5.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	7.79%	-4.66%

Volatility

TJX vs. BURL - Volatility Comparison

The current volatility for The TJX Companies, Inc. (TJX) is 7.84%, while Burlington Stores, Inc. (BURL) has a volatility of 16.61%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than BURL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TJX	BURL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.84%	16.61%	-8.77%
Volatility (6M) Calculated over the trailing 6-month period	13.78%	27.11%	-13.33%
Volatility (1Y) Calculated over the trailing 1-year period	17.61%	37.92%	-20.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.26%	44.10%	-21.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.04%	41.77%	-15.73%

Dividends

TJX vs. BURL - Dividend Comparison

TJX's dividend yield for the trailing twelve months is around 1.14%, while BURL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BURL Burlington Stores, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TJX The TJX Companies, Inc.	1.14%	1.07%	1.21%	1.38%	1.44%	1.37%	0.34%	1.45%	1.66%	1.57%	1.32%	1.14%

Financials

TJX vs. BURL - Profitability Comparison

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

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%.

BURL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Burlington Stores, Inc. reported a gross profit of 1.26B and revenue of 2.86B. Therefore, the gross margin over that period was 44.2%.

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%.

BURL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Burlington Stores, Inc. reported an operating income of 142.67M and revenue of 2.86B, resulting in an operating margin of 5.0%.

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%.

BURL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Burlington Stores, Inc. reported a net income of 114.74M and revenue of 2.86B, resulting in a net margin of 4.0%.

Frequently Asked Questions

Can I hold both TJX and BURL in my portfolio?

TJX and BURL have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TJX or BURL?

BURL has higher volatility (16.61%) compared to TJX (7.84%). In terms of maximum drawdown, TJX dropped -64.59% vs BURL's -68.87%.

Which has better risk-adjusted returns?

TJX currently has the higher Sharpe Ratio (1.21 vs 1.00), 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.