TJX vs. CHAT

Last updated Jun 24, 2026

TJX (The TJX Companies, Inc.) is a stock, while CHAT (Roundhill Generative AI & Technology ETF) is Technology Equities fund actively managed by Roundhill. Over the past 3 years, TJX returned 27.73%/yr vs 51.32%/yr for CHAT. At a 0.16 correlation, their price movements are largely independent.

Performance

TJX vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The TJX Companies, Inc. (TJX) and Roundhill Generative AI & Technology ETF (CHAT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TJX achieves a 7.65% return, which is significantly lower than CHAT's 63.45% return.

TJX

• 1D: 0.11%
• 1M: 3.84%
• YTD: 7.65%
• 6M: 6.05%
• 1Y: 33.34%
• 3Y*: 27.73%
• 5Y*: 21.42%
• 10Y*: 17.61%

CHAT

• 1D: -7.40%
• 1M: 7.27%
• YTD: 63.45%
• 6M: 62.78%
• 1Y: 115.67%
• 3Y*: 51.32%
• 5Y*: —
• 10Y*: —

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

TJX vs. CHAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TJX The TJX Companies, Inc.	7.65%	28.73%	30.56%	19.72%
CHAT Roundhill Generative AI & Technology ETF	63.45%	49.85%	30.98%	21.04%

Correlation

The correlation between TJX and CHAT is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (All Time) Calculated using the full available price history since May 18, 2023	0.16

The correlation between TJX and CHAT shifts across timeframes, from -0.11 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TJX vs. CHAT — Risk / Return Rank

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

TJX

TJX Risk / Return Rank: 86
TJX Sharpe Ratio Rank: 87
TJX Sortino Ratio Rank: 87
TJX Omega Ratio Rank: 84
TJX Calmar Ratio Rank: 84
TJX Martin Ratio Rank: 90

CHAT

CHAT Risk / Return Rank: 89
CHAT Sharpe Ratio Rank: 94
CHAT Sortino Ratio Rank: 84
CHAT Omega Ratio Rank: 85
CHAT Calmar Ratio Rank: 95
CHAT Martin Ratio Rank: 90

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. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and Roundhill Generative AI & Technology ETF (CHAT). 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.

	TJX	CHAT	Difference
Sharpe ratio: Return per unit of total volatility	1.86	3.34	-1.48
Sortino ratio: Return per unit of downside risk	2.82	3.54	-0.72
Omega ratio: Gain probability vs. loss probability	1.33	1.49	-0.17
Calmar ratio: Return relative to maximum drawdown	3.08	7.14	-4.07
Martin ratio: Return relative to average drawdown	11.36	19.81	-8.45

TJX vs. CHAT - Sharpe Ratio Comparison

The current TJX Sharpe Ratio is 1.86, which is lower than the CHAT Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of TJX and CHAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TJX vs. CHAT - Drawdown Comparison

The maximum TJX drawdown since its inception was -64.59%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for TJX and CHAT.

Drawdown Indicators

	TJX	CHAT	Difference
Max Drawdown Largest peak-to-trough decline	-64.59%	-31.34%	-33.25%
Max Drawdown (1Y) Largest decline over 1 year	-10.89%	-16.28%	+5.39%
Max Drawdown (3Y) Largest decline over 3 years	-11.04%	-31.34%	+20.30%
Max Drawdown (5Y) Largest decline over 5 years	-27.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.55%	—	—
Current Drawdown Current decline from peak	-2.41%	-7.40%	+4.99%
Average Drawdown Average peak-to-trough decline	-13.06%	-5.38%	-7.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	5.86%	-2.92%

Volatility

TJX vs. CHAT - Volatility Comparison

The current volatility for The TJX Companies, Inc. (TJX) is 5.63%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 19.25%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TJX	CHAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.63%	19.25%	-13.62%
Volatility (6M) Calculated over the trailing 6-month period	14.37%	29.60%	-15.23%
Volatility (1Y) Calculated over the trailing 1-year period	18.03%	34.87%	-16.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.29%	31.22%	-8.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.06%	31.22%	-5.16%

Dividends

TJX vs. CHAT - Dividend Comparison

TJX's dividend yield for the trailing twelve months is around 1.07%, less than CHAT's 1.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHAT Roundhill Generative AI & Technology ETF	1.74%	2.85%	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.	1.07%	1.07%	1.21%	1.38%	1.44%	1.37%	0.34%	1.45%	1.66%	1.57%	1.32%	1.14%

Frequently Asked Questions

Can I hold both TJX and CHAT in my portfolio?

TJX and CHAT have a correlation of -0.11, 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 CHAT?

CHAT has higher volatility (19.25%) compared to TJX (5.63%). In terms of maximum drawdown, TJX dropped -64.59% vs CHAT's -31.34%.

Which has better risk-adjusted returns?

CHAT currently has the higher Sharpe Ratio (3.34 vs 1.86), 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.