TJX vs. HD
Compare and contrast key facts about The TJX Companies, Inc. (TJX) and The Home Depot, Inc. (HD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TJX or HD.
Key characteristics
| TJX | HD | |
|---|---|---|
| YTD Return | 3.07% | -2.73% |
| 1Y Return | 23.93% | 17.03% |
| 3Y Return (Ann) | 13.15% | 3.98% |
| 5Y Return (Ann) | 13.38% | 13.21% |
| 10Y Return (Ann) | 14.26% | 18.20% |
| Sharpe Ratio | 1.70 | 0.99 |
| Daily Std Dev | 15.51% | 19.60% |
| Max Drawdown | -64.59% | -70.47% |
| Current Drawdown | -4.99% | -15.21% |
Fundamentals
| TJX | HD | |
|---|---|---|
| Market Cap | $109.17B | $332.08B |
| EPS | $3.86 | $15.11 |
| PE Ratio | 24.96 | 22.18 |
| PEG Ratio | 2.45 | 1.91 |
| Revenue (TTM) | $54.22B | $152.67B |
| Gross Profit (TTM) | $13.79B | $52.78B |
| EBITDA (TTM) | $6.76B | $24.94B |
Correlation
The correlation between TJX and HD is 0.42, 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.
Performance
TJX vs. HD - Performance Comparison
In the year-to-date period, TJX achieves a 3.07% return, which is significantly higher than HD's -2.73% return. Over the past 10 years, TJX has underperformed HD with an annualized return of 14.26%, while HD has yielded a comparatively higher 18.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TJX vs. HD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and The Home Depot, Inc. (HD). 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. HD - Dividend Comparison
TJX's dividend yield for the trailing twelve months is around 1.38%, less than HD's 2.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TJX The TJX Companies, Inc. | 1.38% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
HD The Home Depot, Inc. | 2.54% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
Drawdowns
TJX vs. HD - Drawdown Comparison
The maximum TJX drawdown since its inception was -64.59%, smaller than the maximum HD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for TJX and HD. For additional features, visit the drawdowns tool.
Volatility
TJX vs. HD - Volatility Comparison
The current volatility for The TJX Companies, Inc. (TJX) is 4.74%, while The Home Depot, Inc. (HD) has a volatility of 5.89%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TJX vs. HD - Financials Comparison
This section allows you to compare key financial metrics between The TJX Companies, Inc. and The Home Depot, 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