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 sector. Data as of 2026-09-13.
| Last close price | $126.02 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +12.11% |
| Total return over period | +40.57% |
| Annualized volatility | 18.59% |
| Period volatility | 32.09% |
| Sharpe ratio | 0.44 |
| Sortino ratio | 0.65 |
| Max drawdown | -25.17% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.48% |
| Correlation with the S&P 500 | 0.36 |
| Period range | $84.12 – $168.41 |
| Trading days analyzed | 751 |
Over the last 3.0 years, TJX Companies (TJX) has posted an annualized return of +12.11% with annual volatility of 18.59%, a Sharpe ratio of 0.44. Its worst stretch (max drawdown from a peak) was -25.17%. Its correlation with the S&P 500 is 0.36, 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.
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Is it part of the S&P 500?
Yes, TJX Companies (TJX) is of the S&P 500.
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