TJX vs. IXC
TJX (The TJX Companies, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global Energy Sector Index. Over the past 10 years, TJX returned 16.87%/yr vs 10.29%/yr for IXC. At a 0.31 correlation, their price movements are largely independent.
Performance
TJX vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, TJX achieves a 3.42% return, which is significantly lower than IXC's 32.22% return. Over the past 10 years, TJX has outperformed IXC with an annualized return of 16.87%, while IXC has yielded a comparatively lower 10.29% annualized return.
TJX
- 1D
- 2.74%
- 1M
- 2.44%
- YTD
- 3.42%
- 6M
- 5.87%
- 1Y
- 24.75%
- 3Y*
- 28.13%
- 5Y*
- 20.94%
- 10Y*
- 16.87%
IXC
- 1D
- 0.87%
- 1M
- -1.75%
- YTD
- 32.22%
- 6M
- 30.00%
- 1Y
- 48.10%
- 3Y*
- 18.84%
- 5Y*
- 19.64%
- 10Y*
- 10.29%
TJX vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TJX The TJX Companies, Inc. | 3.42% | 28.73% | 30.56% | 19.69% | 6.73% | 12.83% | 12.25% | 38.76% | 18.94% | 3.46% |
IXC iShares Global Energy ETF | 32.22% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between TJX and IXC is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2001 | 0.31 |
The correlation between TJX and IXC shifts across timeframes, from -0.11 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TJX vs. IXC — Risk / Return Rank
TJX
IXC
TJX vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and iShares Global Energy ETF (IXC). 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 | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 5.00 | -2.72 |
| Martin ratioReturn relative to average drawdown | 7.90 | 15.10 | -7.20 |
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 | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 2.58 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.84 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.38 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.32 | +0.22 |
Drawdowns
TJX vs. IXC - Drawdown Comparison
The maximum TJX drawdown since its inception was -64.59%, roughly equal to the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for TJX and IXC.
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Drawdown Indicators
| TJX | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.59% | -67.88% | +3.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -9.66% | -1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -11.04% | -19.06% | +8.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.68% | -24.93% | -2.75% |
Max Drawdown (10Y)Largest decline over 10 years | -42.55% | -64.16% | +21.61% |
Current DrawdownCurrent decline from peak | -3.99% | -4.84% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -13.08% | -17.48% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.20% | -0.06% |
Volatility
TJX vs. IXC - Volatility Comparison
The TJX Companies, Inc. (TJX) has a higher volatility of 8.18% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that TJX's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJX | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 7.50% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 14.02% | 15.42% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 18.75% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.29% | 23.50% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.04% | 26.85% | -0.81% |
Dividends
TJX vs. IXC - Dividend Comparison
TJX's dividend yield for the trailing twelve months is around 1.11%, less than IXC's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.79% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
TJX The TJX Companies, Inc. | 1.11% | 1.07% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% |
Frequently Asked Questions
TJX and IXC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TJX has higher volatility (8.18%) compared to IXC (7.50%). In terms of maximum drawdown, TJX dropped -64.59% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.58 vs 1.40), 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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