TJX vs. DE
Compare and contrast key facts about The TJX Companies, Inc. (TJX) and Deere & Company (DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TJX or DE.
Performance
TJX vs. DE - Performance Comparison
Returns By Period
In the year-to-date period, TJX achieves a 29.66% return, which is significantly higher than DE's 0.89% return. Over the past 10 years, TJX has underperformed DE with an annualized return of 16.20%, while DE has yielded a comparatively higher 18.90% annualized return.
TJX
29.66%
2.51%
20.41%
37.64%
16.48%
16.20%
DE
0.89%
-2.39%
1.24%
5.40%
19.81%
18.90%
Fundamentals
| TJX | DE | |
|---|---|---|
| Market Cap | $135.18B | $107.73B |
| EPS | $4.13 | $29.31 |
| PE Ratio | 29.02 | 13.43 |
| PEG Ratio | 2.43 | 2.94 |
| Total Revenue (TTM) | $42.36B | $40.58B |
| Gross Profit (TTM) | $12.76B | $16.33B |
| EBITDA (TTM) | $5.39B | $11.66B |
Key characteristics
| TJX | DE | |
|---|---|---|
| Sharpe Ratio | 2.13 | 0.28 |
| Sortino Ratio | 2.99 | 0.54 |
| Omega Ratio | 1.38 | 1.07 |
| Calmar Ratio | 4.17 | 0.29 |
| Martin Ratio | 11.72 | 0.93 |
| Ulcer Index | 3.07% | 6.79% |
| Daily Std Dev | 16.93% | 22.60% |
| Max Drawdown | -64.60% | -73.27% |
| Current Drawdown | -0.65% | -8.96% |
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Correlation
The correlation between TJX and DE is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
TJX vs. DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and Deere & Company (DE). 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.
Dividends
TJX vs. DE - Dividend Comparison
TJX's dividend yield for the trailing twelve months is around 1.22%, less than DE's 1.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TJX The TJX Companies, Inc. | 1.22% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
DE Deere & Company | 1.47% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
Drawdowns
TJX vs. DE - Drawdown Comparison
The maximum TJX drawdown since its inception was -64.60%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for TJX and DE. For additional features, visit the drawdowns tool.
Volatility
TJX vs. DE - Volatility Comparison
The current volatility for The TJX Companies, Inc. (TJX) is 3.92%, while Deere & Company (DE) has a volatility of 6.67%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TJX vs. DE - Financials Comparison
This section allows you to compare key financial metrics between The TJX Companies, Inc. and Deere & Company. 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