TJX (FRA:TJX) 1-Year Sharpe Ratio : 0.07 (As of Jul. 21, 2025)

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What is TJX 1-Year Sharpe Ratio?

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2025-07-21), TJX's 1-Year Sharpe Ratio is 0.07.

Competitive Comparison of TJX's 1-Year Sharpe Ratio

For the Apparel Retail subindustry, TJX's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

TJX's 1-Year Sharpe Ratio Distribution in the Retail - Cyclical Industry

For the Retail - Cyclical industry and Consumer Cyclical sector, TJX's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where TJX's 1-Year Sharpe Ratio falls into.

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TJX 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

TJX (FRA:TJX) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

TJX 1-Year Sharpe Ratio Related Terms

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TJX Business Description

Industry

GURUFOCUS.COM » STOCK LIST » Consumer Cyclical » Retail - Cyclical » TJX Companies Inc (FRA:TJX) » Definitions » 1-Year Sharpe Ratio

Comparable Companies

Traded in Other Exchanges

TJX:USA TJX:Mexico 1TJX:Italy TJXd:UK 0LCE:UK TJX:Canada TJXC34:Brazil TJXC:Austria

Address

770 Cochituate Road, Framingham, MA, USA, 01701

Website

https://www.tjx.com

TJX Companies is the leading off-price retailer of apparel, accessories, and home merchandise in the United States. The firm leverages its more than 20,000 global vendor relationships to procure and sell brand-name merchandise at prices 20%-60% cheaper than conventional retail channels. TJX opportunistically purchases excess inventory that stems from manufacturing overruns and retail closeout sales. The retailer disperses its vast and disparate merchandise across its 5,000 global stores, creating a treasure-hunt shopping experience for consumers. Over three quarters of TJX's sales are derived from the United States, primarily via the T.J. Maxx, Marshalls, and HomeGoods banners. About 10% of sales come from Canada and 12% from Europe and Australia.