TJX TJX Companie...

Fundamental Data

Get detailed Fundamental insights of TJX Companies Inc. and compare it to the S&P500.
YTD Return
TJX +25.62%
vs.
SPY +18.46%
1-Year Return
TJX +27.48%
vs.
SPY +27.00%
3-Year Return
TJX +15.39%
vs.
SPY +5.68%

Worst 10 Drawdowns of TJX

Started Recovered Drawdown Days
Feb 27, 2020 Nov 23, 2020 -42.55% 271
Jan 5, 2022 Nov 15, 2022 -28.32% 315
Oct 17, 2018 Jul 11, 2019 -25.83% 268
Aug 15, 2016 Mar 1, 2018 -19.28% 564
Aug 26, 2021 Dec 30, 2021 -16.94% 127
Aug 19, 2015 Mar 16, 2016 -16.38% 211
May 10, 2021 Aug 19, 2021 -14.11% 102
Jul 15, 2019 Sep 6, 2019 -11.45% 54
Jan 9, 2023 Jun 26, 2023 -11.10% 169
Feb 24, 2021 Apr 22, 2021 -10.94% 58

TJX vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

TJX
S&P500
Metric TJX S&P500
Cumulative Return +246.79% +174.09%
Compound Annual Growth Rate (CAGR) +9.25% +7.44%
Sharpe 0.62 0.67
Sortino 0.89 0.94
Max Drawdown -42.55% -34.1%
Longest Drawdown Days 564 745
Volatility (ann.) 26.63% 17.83%
Correlation 62.85% -
R^2 0.39 -
Calmar 0.22 0.22
Skew -0.32 -0.55
Kurtosis 15.53 12.49
Expected Daily +0.05% +0.04%
Expected Monthly +1.07% +0.87%
Expected Yearly +13.24% +10.61%
Kelly Criterion 0.67% 4.87%
Risk of Ruin 0% 0%
Daily Value-at-Risk -2.69% -1.80%
Expected Shortfall (cVaR) -2.69% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 12 8
Gain/Pain Ratio 0.12 0.14
Gain/Pain (1M) 0.85 0.78
Payoff Ratio 0.94 0.92
Profit Factor 1.12 1.14
Outlier Win Ratio 3.34 5.27
Outlier Loss Ratio 3.32 4.88
MTD +0.49% -0.11%
3M +8.61% +3.74%
6M +20.80% +10.44%
Best Day +12.90% +9.06%
Worst Day -20.40% -10.94%
Best Month +25.02% +12.70%
Worst Month -20.05% -13.00%
Best Year +36.48% +28.79%
Worst Year +1.76% -19.48%
Avg. Drawdown -4.19% -1.83%
Avg. Drawdown Days 36 22
Recovery Factor 3.73 3.41
Ulcer Index 0.10 0.08
Avg. Up Month +5.21% +4.03%
Avg. Down Month -5.73% -4.71%
Win Days 52.00% 54.39%
Win Month 64.96% 66.67%
Win Quarter 66.67% 76.92%
Win Year 100.00% 70.00%

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