TJX Companies (TJX): analysis and statistics
Return, volatility, Sharpe ratio and risk for TJX Companies, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $159.25 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +24.32% |
| Total return over period | +91.49% |
| Annualized volatility | 18.27% |
| Sharpe ratio | 1.13 |
| Sortino ratio | 1.72 |
| Max drawdown | -11.04% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.34% |
| Correlation with the S&P 500 | 0.37 |
| Period range | $82.13 – $168.41 |
| Trading days analyzed | 752 |
Over the last 3.0 years, TJX Companies (TJX) has posted an annualized return of +24.32% with annual volatility of 18.27%, a Sharpe ratio of 1.13. Its worst stretch (max drawdown from a peak) was -11.04%. Its correlation with the S&P 500 is 0.37, 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 S&P 500 stocks, try the optimizer.
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