TJX vs. KSS

Last updated Jun 4, 2026

TJX (The TJX Companies, Inc.) and KSS (Kohl's Corporation) are both stocks. Both are in the Consumer Cyclical sector — TJX in Apparel Retail, KSS in Department Stores. Over the past 10 years, TJX returned 16.87%/yr vs -3.71%/yr for KSS. At a 0.41 correlation, their price movements are largely independent.

Performance

TJX vs. KSS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The TJX Companies, Inc. (TJX) and Kohl's Corporation (KSS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TJX achieves a 3.42% return, which is significantly higher than KSS's -23.20% return. Over the past 10 years, TJX has outperformed KSS with an annualized return of 16.87%, while KSS has yielded a comparatively lower -3.71% 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%

KSS

• 1D: -2.08%
• 1M: 9.37%
• YTD: -23.20%
• 6M: -31.40%
• 1Y: 92.26%
• 3Y*: -1.71%
• 5Y*: -16.95%
• 10Y*: -3.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TJX vs. KSS - 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%
KSS Kohl's Corporation	-23.20%	51.46%	-45.83%	23.77%	-45.98%	23.58%	-17.18%	-19.22%	26.65%	15.75%

Correlation

The correlation between TJX and KSS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since May 20, 1992	0.41

The correlation between TJX and KSS shifts across timeframes, from 0.23 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS TJX : $5.15 KSS : $3.16
PE Ratio TJX : 30.67 KSS : 4.91
PEG Ratio TJX : 1.93 KSS : 0.27
PS Ratio TJX : 2.88 KSS : 0.09
Total Revenue (TTM) TJX : $61.58B KSS : $15.46B
Gross Profit (TTM) TJX : $19.36B KSS : $4.94B
EBITDA (TTM) TJX : $8.31B KSS : $1.31B

Return for Risk

TJX vs. KSS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TJX

TJX Risk / Return Rank: 78
TJX Sharpe Ratio Rank: 79
TJX Sortino Ratio Rank: 77
TJX Omega Ratio Rank: 73
TJX Calmar Ratio Rank: 76
TJX Martin Ratio Rank: 83

KSS

KSS Risk / Return Rank: 73
KSS Sharpe Ratio Rank: 72
KSS Sortino Ratio Rank: 80
KSS Omega Ratio Rank: 74
KSS Calmar Ratio Rank: 72
KSS Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TJX vs. KSS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and Kohl's Corporation (KSS). 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	KSS	Difference
Sharpe ratio Return per unit of total volatility	1.40	1.04	+0.36
Sortino ratio Return per unit of downside risk	2.17	2.37	-0.20
Omega ratio Gain probability vs. loss probability	1.25	1.26	-0.01
Calmar ratio Return relative to maximum drawdown	2.28	1.79	+0.49
Martin ratio Return relative to average drawdown	7.90	3.64	+4.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TJX vs. KSS - Sharpe Ratio Comparison

The current TJX Sharpe Ratio is 1.40, which is higher than the KSS Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TJX and KSS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TJX	KSS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.04	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	-0.25	+1.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	-0.06	+0.71
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.19	+0.34

Drawdowns

TJX vs. KSS - Drawdown Comparison

The maximum TJX drawdown since its inception was -64.59%, smaller than the maximum KSS drawdown of -89.16%. Use the drawdown chart below to compare losses from any high point for TJX and KSS.

Drawdown Indicators

	TJX	KSS	Difference
Max Drawdown Largest peak-to-trough decline	-64.59%	-89.16%	+24.57%
Max Drawdown (1Y) Largest decline over 1 year	-10.89%	-51.84%	+40.95%
Max Drawdown (3Y) Largest decline over 3 years	-11.04%	-77.01%	+65.97%
Max Drawdown (5Y) Largest decline over 5 years	-27.68%	-87.56%	+59.88%
Max Drawdown (10Y) Largest decline over 10 years	-42.55%	-89.16%	+46.61%
Current Drawdown Current decline from peak	-3.99%	-71.54%	+67.55%
Average Drawdown Average peak-to-trough decline	-13.08%	-29.37%	+16.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.14%	25.43%	-22.29%

Volatility

TJX vs. KSS - Volatility Comparison

The current volatility for The TJX Companies, Inc. (TJX) is 8.18%, while Kohl's Corporation (KSS) has a volatility of 26.43%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than KSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TJX	KSS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.18%	26.43%	-18.25%
Volatility (6M) Calculated over the trailing 6-month period	14.02%	43.86%	-29.84%
Volatility (1Y) Calculated over the trailing 1-year period	17.77%	89.25%	-71.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.29%	69.35%	-47.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.04%	63.47%	-37.43%

Dividends

TJX vs. KSS - Dividend Comparison

TJX's dividend yield for the trailing twelve months is around 1.11%, less than KSS's 3.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KSS Kohl's Corporation	3.22%	2.45%	14.25%	6.97%	7.92%	2.02%	1.73%	5.26%	3.68%	4.06%	4.05%	3.78%
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%

Financials

TJX vs. KSS - Profitability Comparison

The chart below illustrates the profitability comparison between The TJX Companies, Inc. and Kohl's Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

TJX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

KSS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kohl's Corporation reported a gross profit of 39.90M and revenue of 3.17B. Therefore, the gross margin over that period was 1.3%.

TJX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

KSS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kohl's Corporation reported an operating income of 46.00M and revenue of 3.17B, resulting in an operating margin of 1.5%.

TJX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.

KSS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kohl's Corporation reported a net income of -14.00M and revenue of 3.17B, resulting in a net margin of -0.4%.

Frequently Asked Questions

Can I hold both TJX and KSS in my portfolio?

TJX and KSS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TJX or KSS?

KSS has higher volatility (26.43%) compared to TJX (8.18%). In terms of maximum drawdown, TJX dropped -64.59% vs KSS's -89.16%.

Which has better risk-adjusted returns?

TJX currently has the higher Sharpe Ratio (1.40 vs 1.04), 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.