The TJX Companies, Inc. (TJX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The TJX Companies, Inc. (TJX): 1Y return 23.3%, Sharpe ratio 1.26, volatility 17.2%, max drawdown -10.9%. 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: -1.0%, Sharpe: -0.30, Volatility: 27.0%, Max Drawdown: -6.2%
- YTD
- Return: 1.4%, Sharpe: 0.26, Volatility: 20.4%, Max Drawdown: -10.9%
- 1Y
- Return: 23.3%, Sharpe: 1.26, Volatility: 17.2%, Max Drawdown: -10.9%
- 5Y
- Return: 146.4%, Sharpe: 0.91, Volatility: 21.8%, Max Drawdown: -27.7%
- 10Y
- Return: 364.4%, Sharpe: 0.71, Volatility: 25.5%, 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.