TJX vs. DLTR
TJX (The TJX Companies, Inc.) and DLTR (Dollar Tree, Inc.) are both stocks. TJX operates in Apparel Retail (Consumer Cyclical), while DLTR operates in Discount Stores (Consumer Defensive). Over the past 10 years, TJX returned 16.06%/yr vs 2.84%/yr for DLTR. At a 0.35 correlation, their price movements are largely independent.
Performance
TJX vs. DLTR - Performance Comparison
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Returns By Period
In the year-to-date period, TJX achieves a -0.88% return, which is significantly lower than DLTR's 1.54% return. Over the past 10 years, TJX has outperformed DLTR with an annualized return of 16.06%, while DLTR has yielded a comparatively lower 2.84% annualized return.
TJX
- 1D
- 0.29%
- 1M
- -10.14%
- 6M
- -3.51%
- YTD
- -0.88%
- 1Y
- 23.83%
- 3Y*
- 22.94%
- 5Y*
- 18.95%
- 10Y*
- 16.06%
DLTR
- 1D
- 3.30%
- 1M
- 9.57%
- 6M
- -5.64%
- YTD
- 1.54%
- 1Y
- 14.22%
- 3Y*
- -5.39%
- 5Y*
- 4.65%
- 10Y*
- 2.84%
TJX vs. DLTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TJX The TJX Companies, Inc. | -0.88% | 28.73% | 30.56% | 19.69% | 6.73% | 12.83% | 12.25% | 38.76% | 18.94% | 3.46% |
DLTR Dollar Tree, Inc. | 1.54% | 64.14% | -47.24% | 0.43% | 0.65% | 30.06% | 14.88% | 4.13% | -15.83% | 39.04% |
Correlation
The correlation between TJX and DLTR is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 1995 | 0.35 |
Fundamentals
TJX:
$167.19B
DLTR:
$24.00B
TJX:
$5.15
DLTR:
$6.36
TJX:
29.40
DLTR:
19.63
TJX:
1.85
DLTR:
1.04
TJX:
2.76
DLTR:
1.28
TJX:
4.69
DLTR:
1.78
TJX:
$61.58B
DLTR:
$19.75B
TJX:
$19.36B
DLTR:
$7.25B
TJX:
$8.31B
DLTR:
$2.05B
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Return for Risk
TJX vs. DLTR — Risk / Return Rank
TJX
DLTR
TJX vs. DLTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and Dollar Tree, Inc. (DLTR). 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 | DLTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.10 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 0.40 | +1.76 |
| Martin ratioReturn relative to average drawdown | 6.67 | 0.86 | +5.81 |
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Drawdowns
TJX vs. DLTR - Drawdown Comparison
The maximum TJX drawdown since its inception was -64.59%, roughly equal to the maximum DLTR drawdown of -67.06%. Use the drawdown chart below to compare losses from any high point for TJX and DLTR.
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Drawdown Indicators
| TJX | DLTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.59% | -67.06% | +2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -38.53% | +27.64% |
Max Drawdown (3Y)Largest decline over 3 years | -11.04% | -60.34% | +49.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.68% | -64.84% | +37.16% |
Max Drawdown (10Y)Largest decline over 10 years | -42.55% | -64.84% | +22.29% |
Current DrawdownCurrent decline from peak | -10.14% | -28.25% | +18.11% |
Average DrawdownAverage peak-to-trough decline | -13.06% | -21.17% | +8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 17.69% | -14.17% |
Volatility
TJX vs. DLTR - Volatility Comparison
The current volatility for The TJX Companies, Inc. (TJX) is 8.06%, while Dollar Tree, Inc. (DLTR) has a volatility of 12.17%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than DLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJX | DLTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 12.17% | -4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 32.22% | -16.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.42% | 41.02% | -21.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 40.68% | -18.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.13% | 37.07% | -10.94% |
Dividends
TJX vs. DLTR - Dividend Comparison
TJX's dividend yield for the trailing twelve months is around 1.16%, while DLTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLTR Dollar Tree, 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. | 1.16% | 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. DLTR - Financials Comparison
This section allows you to compare key financial metrics between The TJX Companies, Inc. and Dollar Tree, 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
TJX vs. DLTR - Profitability Comparison
TJX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
DLTR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Dollar Tree, Inc. reported a gross profit of 1.83B and revenue of 4.98B. Therefore, the gross margin over that period was 36.9%.
TJX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
DLTR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Dollar Tree, Inc. reported an operating income of 473.30M and revenue of 4.98B, resulting in an operating margin of 9.5%.
TJX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.
DLTR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Dollar Tree, Inc. reported a net income of 347.30M and revenue of 4.98B, resulting in a net margin of 7.0%.
Frequently Asked Questions
TJX and DLTR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLTR has higher volatility (12.17%) compared to TJX (8.06%). In terms of maximum drawdown, TJX dropped -64.59% vs DLTR's -67.06%.
TJX currently has the higher Sharpe Ratio (1.21 vs 0.37), 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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