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TJX vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TJX and DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

TJX vs. DE - Performance Comparison

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

20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%80,000.00%NovemberDecember2025FebruaryMarchApril
74,487.26%
18,521.37%
TJX
DE

Key characteristics

Sharpe Ratio

TJX:

1.91

DE:

0.62

Sortino Ratio

TJX:

2.80

DE:

1.15

Omega Ratio

TJX:

1.35

DE:

1.13

Calmar Ratio

TJX:

3.28

DE:

0.83

Martin Ratio

TJX:

10.58

DE:

2.39

Ulcer Index

TJX:

3.43%

DE:

7.52%

Daily Std Dev

TJX:

19.03%

DE:

28.81%

Max Drawdown

TJX:

-64.60%

DE:

-73.27%

Current Drawdown

TJX:

-3.14%

DE:

-8.47%

Fundamentals

Market Cap

TJX:

$140.43B

DE:

$123.88B

EPS

TJX:

$4.25

DE:

$22.69

PE Ratio

TJX:

29.53

DE:

20.12

PEG Ratio

TJX:

2.92

DE:

1.74

PS Ratio

TJX:

2.49

DE:

2.59

PB Ratio

TJX:

16.70

DE:

5.51

Total Revenue (TTM)

TJX:

$56.36B

DE:

$46.93B

Gross Profit (TTM)

TJX:

$17.25B

DE:

$18.07B

EBITDA (TTM)

TJX:

$7.41B

DE:

$13.41B

Returns By Period

In the year-to-date period, TJX achieves a 5.03% return, which is significantly lower than DE's 10.01% return. Over the past 10 years, TJX has underperformed DE with an annualized return of 16.16%, while DE has yielded a comparatively higher 20.15% annualized return.


TJX

YTD

5.03%

1M

5.52%

6M

11.45%

1Y

34.55%

5Y*

24.10%

10Y*

16.16%

DE

YTD

10.01%

1M

-2.67%

6M

13.83%

1Y

19.46%

5Y*

29.17%

10Y*

20.15%

*Annualized

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Risk-Adjusted Performance

TJX vs. DE — Risk-Adjusted Performance Rank

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

TJX
The Risk-Adjusted Performance Rank of TJX is 9595
Overall Rank
The Sharpe Ratio Rank of TJX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TJX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TJX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TJX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of TJX is 9595
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 7474
Overall Rank
The Sharpe Ratio Rank of DE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DE is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for TJX, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.00
TJX: 1.91
DE: 0.62
The chart of Sortino ratio for TJX, currently valued at 2.80, compared to the broader market-6.00-4.00-2.000.002.004.00
TJX: 2.80
DE: 1.15
The chart of Omega ratio for TJX, currently valued at 1.35, compared to the broader market0.501.001.502.00
TJX: 1.35
DE: 1.13
The chart of Calmar ratio for TJX, currently valued at 3.28, compared to the broader market0.001.002.003.004.005.00
TJX: 3.28
DE: 0.83
The chart of Martin ratio for TJX, currently valued at 10.58, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TJX: 10.58
DE: 2.39

The current TJX Sharpe Ratio is 1.91, which is higher than the DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of TJX and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.91
0.62
TJX
DE

Dividends

TJX vs. DE - Dividend Comparison

TJX's dividend yield for the trailing twelve months is around 1.19%, less than DE's 1.33% yield.


TTM20242023202220212020201920182017201620152014
TJX
The TJX Companies, Inc.
1.19%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%
DE
Deere & Company
1.33%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.14%
-8.47%
TJX
DE

Volatility

TJX vs. DE - Volatility Comparison

The current volatility for The TJX Companies, Inc. (TJX) is 8.96%, while Deere & Company (DE) has a volatility of 14.26%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.96%
14.26%
TJX
DE

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items