TJX vs. UL
TJX (The TJX Companies, Inc.) and UL (Unilever PLC) are both stocks. TJX operates in Apparel Retail (Consumer Cyclical), while UL operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, TJX returned 16.24%/yr vs 5.32%/yr for UL. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
TJX vs. UL - Performance Comparison
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Returns By Period
In the year-to-date period, TJX achieves a 3.05% return, which is significantly higher than UL's -1.37% return. Over the past 10 years, TJX has outperformed UL with an annualized return of 16.24%, while UL has yielded a comparatively lower 5.32% annualized return.
TJX
- 1D
- -1.21%
- 1M
- 2.00%
- 6M
- 5.67%
- YTD
- 3.05%
- 1Y
- 26.40%
- 3Y*
- 23.76%
- 5Y*
- 19.72%
- 10Y*
- 16.24%
- ALL TIME*
- 17.96%
UL
- 1D
- -2.85%
- 1M
- 1.49%
- 6M
- -5.64%
- YTD
- -1.37%
- 1Y
- -3.63%
- 3Y*
- 5.24%
- 5Y*
- 3.14%
- 10Y*
- 5.32%
- ALL TIME*
- 9.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $728.77M | $758.76M | $934.14M | |
| $387.98M | $308.85M | $260.04M |
TJX vs. UL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TJX The TJX Companies, Inc. | 3.05% | 28.73% | 30.56% | 19.69% | 6.73% | 12.83% | 12.25% | 38.76% | 18.94% | 3.46% |
UL Unilever PLC | -1.37% | 5.96% | 20.90% | -0.17% | -2.82% | -7.61% | 9.04% | 12.88% | -2.34% | 40.15% |
Correlation
The correlation between TJX and UL is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 1988 | 0.24 |
The correlation between TJX and UL shifts across timeframes, from 0.24 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TJX:
$173.81B
UL:
$136.60B
TJX:
$5.15
UL:
€5.38
TJX:
30.56
UL:
10.22
TJX:
1.93
UL:
2.00
TJX:
2.87
UL:
1.09
TJX:
$61.58B
UL:
€111.11B
TJX:
$19.36B
UL:
€111.26B
TJX:
$8.31B
UL:
€24.12B
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Return for Risk
TJX vs. UL — Risk / Return Rank
TJX
UL
TJX vs. UL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The TJX Companies, Inc. (TJX) and Unilever PLC (UL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TJX | UL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.02 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | -0.01 | +2.58 |
| Martin ratioReturn relative to average drawdown | 6.97 | -0.02 | +6.99 |
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Drawdowns
TJX vs. UL - Drawdown Comparison
The maximum TJX drawdown since its inception was -64.59%, which is greater than UL's maximum drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for TJX and UL.
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Drawdown Indicators
| TJX | UL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.59% | -53.55% | -11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -25.09% | +14.20% |
Max Drawdown (3Y)Largest decline over 3 years | -11.04% | -25.09% | +14.05% |
Max Drawdown (5Y)Largest decline over 5 years | -27.68% | -25.09% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -42.55% | -30.13% | -12.42% |
Current DrawdownCurrent decline from peak | -6.57% | -13.52% | +6.95% |
Average DrawdownAverage peak-to-trough decline | -13.05% | -10.63% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 13.47% | -9.46% |
Volatility
TJX vs. UL - Volatility Comparison
The current volatility for The TJX Companies, Inc. (TJX) is 6.10%, while Unilever PLC (UL) has a volatility of 11.44%. This indicates that TJX experiences smaller price fluctuations and is considered to be less risky than UL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJX | UL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 11.44% | -5.34% |
Volatility (6M)Calculated over the trailing 6-month period | 16.21% | 19.70% | -3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 24.32% | -4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.45% | 21.32% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 21.76% | +4.40% |
Dividends
TJX vs. UL - Dividend Comparison
TJX's dividend yield for the trailing twelve months is around 1.12%, less than UL's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TJX The TJX Companies, Inc. | 1.12% | 1.07% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% |
UL Unilever PLC | 3.60% | 3.51% | 3.29% | 3.83% | 3.57% | 3.77% | 3.07% | 3.18% | 3.49% | 2.80% | 3.42% | 3.02% |
Financials
TJX vs. UL - Financials Comparison
This section allows you to compare key financial metrics between The TJX Companies, Inc. and Unilever PLC. 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
Frequently Asked Questions
TJX and UL have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UL has higher volatility (11.44%) compared to TJX (6.10%). In terms of maximum drawdown, TJX dropped -64.59% vs UL's -53.55%.
TJX currently has the higher Sharpe Ratio (1.42 vs -0.01), 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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