TJX vs. FANG
Compare and contrast key facts about The TJX Companies, Inc. (TJX) and Diamondback Energy, Inc. (FANG).
Performance
TJX vs. FANG - Performance Comparison
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TJX vs. FANG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TJX The TJX Companies, Inc. | 5.78% | 28.73% | 30.56% | 19.69% | 6.73% | 12.83% | 12.25% | 38.76% | 18.94% | 3.46% |
FANG Diamondback Energy, Inc. | 27.56% | -5.64% | 10.35% | 19.66% | 35.34% | 127.51% | -46.00% | 0.92% | -26.35% | 24.93% |
Fundamentals
TJX:
$182.28B
FANG:
$54.48B
TJX:
$4.87
FANG:
$5.75
TJX:
33.26
FANG:
33.15
TJX:
3.03
FANG:
3.68
TJX:
5.10
FANG:
1.47
TJX:
$60.37B
FANG:
$14.98B
TJX:
$13.27B
FANG:
$7.48B
TJX:
$8.32B
FANG:
$7.31B
Returns By Period
In the year-to-date period, TJX achieves a 5.78% return, which is significantly lower than FANG's 27.56% return. Over the past 10 years, TJX has outperformed FANG with an annualized return of 16.81%, while FANG has yielded a comparatively lower 12.44% annualized return.
TJX
- 1D
- 1.46%
- 1M
- 1.31%
- YTD
- 5.78%
- 6M
- 12.91%
- 1Y
- 33.64%
- 3Y*
- 29.14%
- 5Y*
- 21.45%
- 10Y*
- 16.81%
FANG
- 1D
- -3.63%
- 1M
- 7.15%
- YTD
- 27.56%
- 6M
- 34.51%
- 1Y
- 21.73%
- 3Y*
- 16.36%
- 5Y*
- 23.73%
- 10Y*
- 12.44%
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Return for Risk
TJX vs. FANG — Risk / Return Rank
TJX
FANG
TJX vs. FANG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and Diamondback Energy, Inc. (FANG). 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 | FANG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 0.56 | +1.34 |
Sortino ratioReturn per unit of downside risk | 2.71 | 0.98 | +1.73 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.13 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.42 | 0.86 | +2.56 |
Martin ratioReturn relative to average drawdown | 9.08 | 2.18 | +6.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TJX | FANG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 0.56 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.62 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.25 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.46 | +0.08 |
Correlation
The correlation between TJX and FANG is 0.23, 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.
Dividends
TJX vs. FANG - Dividend Comparison
TJX's dividend yield for the trailing twelve months is around 1.05%, less than FANG's 2.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TJX The TJX Companies, Inc. | 1.05% | 1.07% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% |
FANG Diamondback Energy, Inc. | 2.12% | 2.66% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% |
Drawdowns
TJX vs. FANG - Drawdown Comparison
The maximum TJX drawdown since its inception was -64.59%, smaller than the maximum FANG drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for TJX and FANG.
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Drawdown Indicators
| TJX | FANG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.59% | -88.72% | +24.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -26.16% | +16.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.68% | -42.10% | +14.42% |
Max Drawdown (10Y)Largest decline over 10 years | -42.55% | -88.72% | +46.17% |
Current DrawdownCurrent decline from peak | 0.00% | -5.72% | +5.72% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -19.57% | +6.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 10.33% | -6.51% |
Volatility
TJX vs. FANG - Volatility Comparison
The current volatility for The TJX Companies, Inc. (TJX) is 5.35%, while Diamondback Energy, Inc. (FANG) has a volatility of 8.16%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than FANG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJX | FANG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 8.16% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 20.91% | -8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 39.22% | -21.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.31% | 38.39% | -16.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.96% | 48.95% | -22.99% |
Financials
TJX vs. FANG - Financials Comparison
This section allows you to compare key financial metrics between The TJX Companies, Inc. and Diamondback Energy, 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