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IBTX vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IBTX and ^SP500TR is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

IBTX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Independent Bank Group, Inc. (IBTX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
5.60%
9.28%
IBTX
^SP500TR

Key characteristics

Returns By Period


IBTX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

4.20%

1M

1.25%

6M

10.54%

1Y

24.47%

5Y*

14.71%

10Y*

13.29%

*Annualized

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Risk-Adjusted Performance

IBTX vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBTX
The Risk-Adjusted Performance Rank of IBTX is 6565
Overall Rank
The Sharpe Ratio Rank of IBTX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IBTX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IBTX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IBTX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IBTX is 6666
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9090
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBTX vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Independent Bank Group, Inc. (IBTX) and S&P 500 Total Return (^SP500TR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for IBTX, currently valued at 1.01, compared to the broader market-2.000.002.001.011.87
The chart of Sortino ratio for IBTX, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.006.001.742.52
The chart of Omega ratio for IBTX, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.34
The chart of Calmar ratio for IBTX, currently valued at 0.72, compared to the broader market0.002.004.006.000.722.83
The chart of Martin ratio for IBTX, currently valued at 4.90, compared to the broader market-10.000.0010.0020.0030.004.9011.72
IBTX
^SP500TR


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.01
1.87
IBTX
^SP500TR

Drawdowns

IBTX vs. ^SP500TR - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.22%
-0.42%
IBTX
^SP500TR

Volatility

IBTX vs. ^SP500TR - Volatility Comparison

The current volatility for Independent Bank Group, Inc. (IBTX) is 0.00%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.00%. This indicates that IBTX experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
3.00%
IBTX
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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