TJX Companies (TJX): analysis and statistics
Return, volatility, Sharpe ratio and risk for TJX Companies, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $138.39 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +18.15% |
| Total return over period | +64.51% |
| Annualized volatility | 18.95% |
| Period volatility | 32.73% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.59 |
| Sortino ratio | 2.36 |
| Max drawdown | -27.06% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.49% |
| Correlation with the S&P 500 | 0.34 |
| Period range | $84.96 – $168.41 |
| Trading days analyzed | 752 |
Over the last 3.0 years, TJX Companies (TJX) has posted an annualized return of +18.15% with annual volatility of 18.95%, a Sharpe ratio of 1.59. Its worst stretch (max drawdown from a peak) was -27.06%. Its correlation with the S&P 500 is 0.34, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how TJX would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with TJX →
Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, TJX Companies (TJX) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio