TROW vs. TJX
Compare and contrast key facts about T. Rowe Price Group, Inc. (TROW) and The TJX Companies, Inc. (TJX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TROW or TJX.
Performance
TROW vs. TJX - Performance Comparison
Returns By Period
In the year-to-date period, TROW achieves a 14.01% return, which is significantly lower than TJX's 29.66% return. Over the past 10 years, TROW has underperformed TJX with an annualized return of 7.54%, while TJX has yielded a comparatively higher 16.20% annualized return.
TROW
14.01%
6.44%
4.05%
27.47%
3.50%
7.54%
TJX
29.66%
2.51%
20.41%
37.64%
16.48%
16.20%
Fundamentals
TROW | TJX | |
---|---|---|
Market Cap | $26.23B | $135.18B |
EPS | $9.13 | $4.13 |
PE Ratio | 12.93 | 29.02 |
PEG Ratio | 3.90 | 2.43 |
Total Revenue (TTM) | $6.91B | $42.36B |
Gross Profit (TTM) | $5.83B | $12.76B |
EBITDA (TTM) | $2.81B | $5.39B |
Key characteristics
TROW | TJX | |
---|---|---|
Sharpe Ratio | 1.12 | 2.13 |
Sortino Ratio | 1.66 | 2.99 |
Omega Ratio | 1.20 | 1.38 |
Calmar Ratio | 0.50 | 4.17 |
Martin Ratio | 4.12 | 11.72 |
Ulcer Index | 6.39% | 3.07% |
Daily Std Dev | 23.54% | 16.93% |
Max Drawdown | -67.43% | -64.60% |
Current Drawdown | -39.58% | -0.65% |
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Correlation
The correlation between TROW and TJX 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.
Risk-Adjusted Performance
TROW vs. TJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) and The TJX Companies, Inc. (TJX). 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.
Dividends
TROW vs. TJX - Dividend Comparison
TROW's dividend yield for the trailing twelve months is around 4.16%, more than TJX's 1.22% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
T. Rowe Price Group, Inc. | 4.16% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% | 1.81% |
The TJX Companies, Inc. | 1.22% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
Drawdowns
TROW vs. TJX - Drawdown Comparison
The maximum TROW drawdown since its inception was -67.43%, roughly equal to the maximum TJX drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for TROW and TJX. For additional features, visit the drawdowns tool.
Volatility
TROW vs. TJX - Volatility Comparison
T. Rowe Price Group, Inc. (TROW) has a higher volatility of 8.76% compared to The TJX Companies, Inc. (TJX) at 3.92%. This indicates that TROW's price experiences larger fluctuations and is considered to be riskier than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TROW vs. TJX - Financials Comparison
This section allows you to compare key financial metrics between T. Rowe Price Group, Inc. and The TJX Companies, 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.
Total Revenue: Total amount of money received from sales and other business activities