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

Correlation

The correlation between VFC and TJX is 0.49, 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

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.

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Key characteristics

Sharpe Ratio

VFC:

0.03

TJX:

1.43

Sortino Ratio

VFC:

0.51

TJX:

2.33

Omega Ratio

VFC:

1.07

TJX:

1.29

Calmar Ratio

VFC:

-0.02

TJX:

2.75

Martin Ratio

VFC:

-0.07

TJX:

8.73

Ulcer Index

VFC:

23.95%

TJX:

3.47%

Daily Std Dev

VFC:

73.14%

TJX:

19.07%

Max Drawdown

VFC:

-88.41%

TJX:

-64.59%

Current Drawdown

VFC:

-85.71%

TJX:

-6.91%

Fundamentals

Market Cap

VFC:

$4.74B

TJX:

$144.67B

EPS

VFC:

-$0.37

TJX:

$4.25

PEG Ratio

VFC:

0.14

TJX:

3.13

PS Ratio

VFC:

0.50

TJX:

2.54

PB Ratio

VFC:

2.82

TJX:

17.21

Total Revenue (TTM)

VFC:

$7.50B

TJX:

$43.88B

Gross Profit (TTM)

VFC:

$4.04B

TJX:

$13.51B

EBITDA (TTM)

VFC:

$466.30M

TJX:

$5.86B

Returns By Period

In the year-to-date period, VFC achieves a -43.82% return, which is significantly lower than TJX's 4.70% return. Over the past 10 years, VFC has underperformed TJX with an annualized return of -13.11%, while TJX has yielded a comparatively higher 15.89% annualized return.


VFC

YTD

-43.82%

1M

8.01%

6M

-38.66%

1Y

2.35%

3Y*

-33.36%

5Y*

-23.88%

10Y*

-13.11%

TJX

YTD

4.70%

1M

0.48%

6M

4.13%

1Y

27.12%

3Y*

30.09%

5Y*

20.30%

10Y*

15.89%

*Annualized

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V.F. Corporation

The TJX Companies, Inc.

Risk-Adjusted Performance

VFC vs. TJX — Risk-Adjusted Performance Rank

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

VFC
The Risk-Adjusted Performance Rank of VFC is 5252
Overall Rank
The Sharpe Ratio Rank of VFC is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VFC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VFC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VFC is 5050
Calmar Ratio Rank
The Martin Ratio Rank of VFC is 5050
Martin Ratio Rank

TJX
The Risk-Adjusted Performance Rank of TJX is 9191
Overall Rank
The Sharpe Ratio Rank of TJX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TJX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TJX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TJX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of TJX is 9494
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.

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.


The current VFC Sharpe Ratio is 0.03, which is lower than the TJX Sharpe Ratio of 1.43. 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.


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Dividends

VFC vs. TJX - Dividend Comparison

VFC's dividend yield for the trailing twelve months is around 3.00%, more than TJX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
VFC
V.F. Corporation
3.00%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.33%2.87%2.14%1.48%
TJX
The TJX Companies, Inc.
1.23%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%

Drawdowns

VFC vs. TJX - Drawdown Comparison

The maximum VFC drawdown since its inception was -88.41%, which is greater than TJX's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for VFC and TJX. For additional features, visit the drawdowns tool.


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Volatility

VFC vs. TJX - Volatility Comparison

V.F. Corporation (VFC) has a higher volatility of 22.71% compared to The TJX Companies, Inc. (TJX) at 6.00%. 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.


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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


0.005.00B10.00B15.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
2.83B
16.35B
(VFC) Total Revenue
(TJX) Total Revenue
Values in USD except per share items

VFC vs. TJX - Profitability Comparison

The chart below illustrates the profitability comparison between V.F. Corporation and The TJX Companies, 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%40.0%50.0%60.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
56.3%
30.5%
(VFC) Gross Margin
(TJX) Gross Margin
VFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, V.F. Corporation reported a gross profit of 1.60B and revenue of 2.83B. Therefore, the gross margin over that period was 56.3%.

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%.

VFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, V.F. Corporation reported an operating income of 225.78M and revenue of 2.83B, resulting in an operating margin of 8.0%.

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%.

VFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, V.F. Corporation reported a net income of 167.78M and revenue of 2.83B, resulting in a net margin of 5.9%.

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%.