TJX vs. FANG

In the year-to-date period, TJX achieves a 5.03% return, which is significantly higher than FANG's -16.30% return. Over the past 10 years, TJX has outperformed FANG with an annualized return of 16.16%, while FANG has yielded a comparatively lower 8.04% annualized return.

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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.

The current TJX Sharpe Ratio is 1.91, which is higher than the FANG Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of TJX and FANG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TJX's dividend yield for the trailing twelve months is around 1.19%, less than FANG's 4.56% yield.

The maximum TJX drawdown since its inception was -64.60%, 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. For additional features, visit the drawdowns tool.

The current volatility for The TJX Companies, Inc. (TJX) is 8.96%, while Diamondback Energy, Inc. (FANG) has a volatility of 27.09%. 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.

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.