VFC vs. TJX

In the year-to-date period, VFC achieves a -42.83% return, which is significantly lower than TJX's 6.65% return. Over the past 10 years, VFC has underperformed TJX with an annualized return of -13.28%, while TJX has yielded a comparatively higher 16.00% annualized return.

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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 -0.01, which is lower than the TJX Sharpe Ratio of 1.97. 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.

VFC's dividend yield for the trailing twelve months is around 2.95%, more than TJX's 1.17% yield.

The maximum VFC drawdown since its inception was -88.41%, 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.

V.F. Corporation (VFC) has a higher volatility of 32.59% compared to The TJX Companies, Inc. (TJX) at 7.65%. 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.

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.