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

Correlation

The correlation between TJX and TROW is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

TJX vs. TROW - Performance Comparison

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

20,000.00%30,000.00%40,000.00%50,000.00%JulyAugustSeptemberOctoberNovemberDecember
51,290.06%
18,607.91%
TJX
TROW

Key characteristics

Sharpe Ratio

TJX:

2.22

TROW:

0.63

Sortino Ratio

TJX:

3.15

TROW:

1.01

Omega Ratio

TJX:

1.40

TROW:

1.13

Calmar Ratio

TJX:

4.32

TROW:

0.30

Martin Ratio

TJX:

12.04

TROW:

2.24

Ulcer Index

TJX:

3.10%

TROW:

6.45%

Daily Std Dev

TJX:

16.85%

TROW:

22.95%

Max Drawdown

TJX:

-64.60%

TROW:

-67.43%

Current Drawdown

TJX:

-4.09%

TROW:

-40.31%

Fundamentals

Market Cap

TJX:

$138.34B

TROW:

$26.19B

EPS

TJX:

$4.24

TROW:

$9.12

PE Ratio

TJX:

29.02

TROW:

12.93

PEG Ratio

TJX:

2.51

TROW:

2.54

Total Revenue (TTM)

TJX:

$56.42B

TROW:

$6.91B

Gross Profit (TTM)

TJX:

$26.82B

TROW:

$5.83B

EBITDA (TTM)

TJX:

$7.41B

TROW:

$2.89B

Returns By Period

In the year-to-date period, TJX achieves a 31.85% return, which is significantly higher than TROW's 12.62% return. Over the past 10 years, TJX has outperformed TROW with an annualized return of 15.29%, while TROW has yielded a comparatively lower 6.69% annualized return.


TJX

YTD

31.85%

1M

1.86%

6M

10.62%

1Y

34.66%

5Y*

16.80%

10Y*

15.29%

TROW

YTD

12.62%

1M

-0.73%

6M

0.26%

1Y

12.41%

5Y*

3.09%

10Y*

6.69%

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Risk-Adjusted Performance

TJX vs. TROW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and T. Rowe Price Group, Inc. (TROW). 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.


Sharpe ratio
The chart of Sharpe ratio for TJX, currently valued at 2.22, compared to the broader market-4.00-2.000.002.002.220.63
The chart of Sortino ratio for TJX, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.003.151.01
The chart of Omega ratio for TJX, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.13
The chart of Calmar ratio for TJX, currently valued at 4.32, compared to the broader market0.002.004.006.004.320.30
The chart of Martin ratio for TJX, currently valued at 12.04, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.042.24
TJX
TROW

The current TJX Sharpe Ratio is 2.22, which is higher than the TROW Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of TJX and TROW, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.22
0.63
TJX
TROW

Dividends

TJX vs. TROW - Dividend Comparison

TJX's dividend yield for the trailing twelve months is around 1.20%, less than TROW's 4.27% yield.


TTM20232022202120202019201820172016201520142013
TJX
The TJX Companies, Inc.
1.20%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%
TROW
T. Rowe Price Group, Inc.
4.27%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%1.81%

Drawdowns

TJX vs. TROW - Drawdown Comparison

The maximum TJX drawdown since its inception was -64.60%, roughly equal to the maximum TROW drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for TJX and TROW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.09%
-40.31%
TJX
TROW

Volatility

TJX vs. TROW - Volatility Comparison

The current volatility for The TJX Companies, Inc. (TJX) is 4.49%, while T. Rowe Price Group, Inc. (TROW) has a volatility of 6.66%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than TROW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.49%
6.66%
TJX
TROW

Financials

TJX vs. TROW - Financials Comparison

This section allows you to compare key financial metrics between The TJX Companies, Inc. and T. Rowe Price Group, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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