The TJX Companies, Inc. (TJX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The TJX Companies, Inc. (TJX): 1Y return 2.3%, Sharpe ratio 0.21, volatility 20.8%, max drawdown -26.8%. A Stock in the Equity asset class. Compare TJX with other assets and invest through your own broker with pfolio.
The TJX Companies, Inc. (TJX) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
TJX Performance
- MTD
- Return: 7.3%, Sharpe: 13.58, Volatility: 16.4%, Max Drawdown: -0.7%
- YTD
- Return: -6.8%, Sharpe: -0.28, Volatility: 22.2%, Max Drawdown: -26.8%
- 1Y
- Return: 2.3%, Sharpe: 0.21, Volatility: 20.8%, Max Drawdown: -26.8%
- 5Y
- Return: 142.3%, Sharpe: 0.89, Volatility: 21.9%, Max Drawdown: -27.7%
- 10Y
- Return: 333.0%, Sharpe: 0.68, Volatility: 25.7%, Max Drawdown: -42.6%
Frequently Asked Questions
- What is The TJX Companies, Inc. (TJX)?
- The TJX Companies, Inc. (TJX) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does TJX compare to other assets?
- You can compare TJX with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TJX through pfolio?
- pfolio helps you build diversified portfolios that may include TJX. You invest through your own broker — pfolio provides the analytics.