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TJX vs. ROST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TJX and ROST is 0.48, 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. ROST - Performance Comparison

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

100,000.00%150,000.00%200,000.00%December2025FebruaryMarchAprilMay
75,925.94%
193,429.41%
TJX
ROST

Key characteristics

Sharpe Ratio

TJX:

2.08

ROST:

0.48

Sortino Ratio

TJX:

3.01

ROST:

0.93

Omega Ratio

TJX:

1.38

ROST:

1.11

Calmar Ratio

TJX:

3.56

ROST:

0.56

Martin Ratio

TJX:

11.44

ROST:

1.47

Ulcer Index

TJX:

3.43%

ROST:

8.07%

Daily Std Dev

TJX:

18.97%

ROST:

24.73%

Max Drawdown

TJX:

-64.60%

ROST:

-82.24%

Current Drawdown

TJX:

-1.27%

ROST:

-9.16%

Fundamentals

Market Cap

TJX:

$144.34B

ROST:

$46.20B

EPS

TJX:

$4.26

ROST:

$6.32

PE Ratio

TJX:

30.33

ROST:

22.23

PEG Ratio

TJX:

2.94

ROST:

2.63

PS Ratio

TJX:

2.52

ROST:

2.16

PB Ratio

TJX:

16.85

ROST:

8.29

Total Revenue (TTM)

TJX:

$43.88B

ROST:

$16.27B

Gross Profit (TTM)

TJX:

$13.51B

ROST:

$4.50B

EBITDA (TTM)

TJX:

$5.86B

ROST:

$2.43B

Returns By Period

In the year-to-date period, TJX achieves a 7.05% return, which is significantly higher than ROST's -6.18% return. Over the past 10 years, TJX has outperformed ROST with an annualized return of 16.05%, while ROST has yielded a comparatively lower 11.81% annualized return.


TJX

YTD

7.05%

1M

5.55%

6M

15.12%

1Y

37.39%

5Y*

23.73%

10Y*

16.05%

ROST

YTD

-6.18%

1M

8.56%

6M

1.14%

1Y

9.27%

5Y*

10.85%

10Y*

11.81%

*Annualized

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Risk-Adjusted Performance

TJX vs. ROST — Risk-Adjusted Performance Rank

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

TJX
The Risk-Adjusted Performance Rank of TJX is 9595
Overall Rank
The Sharpe Ratio Rank of TJX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TJX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TJX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TJX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of TJX is 9696
Martin Ratio Rank

ROST
The Risk-Adjusted Performance Rank of ROST is 6666
Overall Rank
The Sharpe Ratio Rank of ROST is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ROST is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ROST is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ROST is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ROST is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TJX vs. ROST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and Ross Stores, Inc. (ROST). 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 2.08, which is higher than the ROST Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of TJX and ROST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
2.08
0.48
TJX
ROST

Dividends

TJX vs. ROST - Dividend Comparison

TJX's dividend yield for the trailing twelve months is around 1.16%, more than ROST's 1.07% yield.


TTM20242023202220212020201920182017201620152014
TJX
The TJX Companies, Inc.
1.16%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%
ROST
Ross Stores, Inc.
1.07%0.97%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%

Drawdowns

TJX vs. ROST - Drawdown Comparison

The maximum TJX drawdown since its inception was -64.60%, smaller than the maximum ROST drawdown of -82.24%. Use the drawdown chart below to compare losses from any high point for TJX and ROST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.27%
-9.16%
TJX
ROST

Volatility

TJX vs. ROST - Volatility Comparison

The current volatility for The TJX Companies, Inc. (TJX) is 8.16%, while Ross Stores, Inc. (ROST) has a volatility of 9.89%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than ROST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.16%
9.89%
TJX
ROST

Financials

TJX vs. ROST - Financials Comparison

This section allows you to compare key financial metrics between The TJX Companies, Inc. and Ross Stores, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
16.35B
5.91B
(TJX) Total Revenue
(ROST) Total Revenue
Values in USD except per share items

TJX vs. ROST - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
30.5%
26.5%
(TJX) Gross Margin
(ROST) Gross Margin
TJX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The TJX Companies, Inc. reported a gross profit of 4.98B and revenue of 16.35B. Therefore, the gross margin over that period was 30.5%.

ROST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ross Stores, Inc. reported a gross profit of 1.57B and revenue of 5.91B. Therefore, the gross margin over that period was 26.5%.

TJX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The TJX Companies, Inc. reported an operating income of 1.85B and revenue of 16.35B, resulting in an operating margin of 11.3%.

ROST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ross Stores, Inc. reported an operating income of 731.02M and revenue of 5.91B, resulting in an operating margin of 12.4%.

TJX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The TJX Companies, Inc. reported a net income of 1.40B and revenue of 16.35B, resulting in a net margin of 8.6%.

ROST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ross Stores, Inc. reported a net income of 586.78M and revenue of 5.91B, resulting in a net margin of 9.9%.