PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VFC vs. TJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VFC and TJX is 0.37, 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.


-0.50.00.51.00.4

Performance

VFC vs. TJX - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,756.36%
71,622.52%
VFC
TJX

Key characteristics

Sharpe Ratio

VFC:

0.48

TJX:

2.22

Sortino Ratio

VFC:

1.20

TJX:

3.15

Omega Ratio

VFC:

1.14

TJX:

1.40

Calmar Ratio

VFC:

0.31

TJX:

4.32

Martin Ratio

VFC:

1.35

TJX:

12.04

Ulcer Index

VFC:

19.88%

TJX:

3.10%

Daily Std Dev

VFC:

56.62%

TJX:

16.85%

Max Drawdown

VFC:

-86.04%

TJX:

-64.60%

Current Drawdown

VFC:

-73.60%

TJX:

-4.09%

Fundamentals

Market Cap

VFC:

$8.79B

TJX:

$138.34B

EPS

VFC:

-$1.03

TJX:

$4.24

PEG Ratio

VFC:

0.14

TJX:

2.51

Total Revenue (TTM)

VFC:

$10.01B

TJX:

$56.42B

Gross Profit (TTM)

VFC:

$5.23B

TJX:

$26.82B

EBITDA (TTM)

VFC:

-$124.91M

TJX:

$7.41B

Returns By Period

In the year-to-date period, VFC achieves a 21.10% return, which is significantly lower than TJX's 31.85% return. Over the past 10 years, VFC has underperformed TJX with an annualized return of -8.24%, while TJX has yielded a comparatively higher 15.29% annualized return.


VFC

YTD

21.10%

1M

19.08%

6M

57.16%

1Y

22.47%

5Y*

-23.14%

10Y*

-8.24%

TJX

YTD

31.85%

1M

1.86%

6M

10.62%

1Y

34.66%

5Y*

16.80%

10Y*

15.29%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VFC vs. TJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for V.F. Corporation (VFC) 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.


Sharpe ratio
The chart of Sharpe ratio for VFC, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.482.22
The chart of Sortino ratio for VFC, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.203.15
The chart of Omega ratio for VFC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.40
The chart of Calmar ratio for VFC, currently valued at 0.31, compared to the broader market0.002.004.006.000.314.32
The chart of Martin ratio for VFC, currently valued at 1.35, compared to the broader market-5.000.005.0010.0015.0020.0025.001.3512.04
VFC
TJX

The current VFC Sharpe Ratio is 0.48, which is lower than the TJX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of VFC and TJX, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.48
2.22
VFC
TJX

Dividends

VFC vs. TJX - Dividend Comparison

VFC's dividend yield for the trailing twelve months is around 1.62%, more than TJX's 1.20% yield.


TTM20232022202120202019201820172016201520142013
VFC
V.F. Corporation
1.62%5.27%7.28%2.69%2.26%1.91%2.65%2.33%2.87%2.14%1.48%1.47%
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%

Drawdowns

VFC vs. TJX - Drawdown Comparison

The maximum VFC drawdown since its inception was -86.04%, which is greater than TJX's maximum drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for VFC and TJX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.60%
-4.09%
VFC
TJX

Volatility

VFC vs. TJX - Volatility Comparison

V.F. Corporation (VFC) has a higher volatility of 10.10% compared to The TJX Companies, Inc. (TJX) at 4.49%. This indicates that VFC'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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.10%
4.49%
VFC
TJX

Financials

VFC vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between V.F. Corporation 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab