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TCBI vs. BANF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TCBI and BANF is 0.53, 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.


Performance

TCBI vs. BANF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Texas Capital Bancshares, Inc. (TCBI) and BancFirst Corporation (BANF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TCBI:

0.62

BANF:

1.36

Sortino Ratio

TCBI:

0.88

BANF:

1.88

Omega Ratio

TCBI:

1.11

BANF:

1.23

Calmar Ratio

TCBI:

0.38

BANF:

1.37

Martin Ratio

TCBI:

1.37

BANF:

4.84

Ulcer Index

TCBI:

12.40%

BANF:

7.79%

Daily Std Dev

TCBI:

35.32%

BANF:

32.97%

Max Drawdown

TCBI:

-81.15%

BANF:

-59.39%

Current Drawdown

TCBI:

-30.20%

BANF:

-5.46%

Fundamentals

Market Cap

TCBI:

$3.28B

BANF:

$4.08B

EPS

TCBI:

$1.74

BANF:

$6.60

PE Ratio

TCBI:

41.06

BANF:

18.62

PEG Ratio

TCBI:

1.40

BANF:

2.08

PS Ratio

TCBI:

3.68

BANF:

6.39

PB Ratio

TCBI:

1.05

BANF:

2.46

Total Revenue (TTM)

TCBI:

$1.31B

BANF:

$727.64M

Gross Profit (TTM)

TCBI:

$1.26B

BANF:

$502.77M

EBITDA (TTM)

TCBI:

-$7.47M

BANF:

$292.60M

Returns By Period

In the year-to-date period, TCBI achieves a -8.64% return, which is significantly lower than BANF's 5.29% return. Over the past 10 years, TCBI has underperformed BANF with an annualized return of 3.05%, while BANF has yielded a comparatively higher 18.00% annualized return.


TCBI

YTD

-8.64%

1M

4.74%

6M

-18.57%

1Y

20.15%

3Y*

11.66%

5Y*

20.16%

10Y*

3.05%

BANF

YTD

5.29%

1M

3.11%

6M

-1.92%

1Y

44.29%

3Y*

15.09%

5Y*

30.70%

10Y*

18.00%

*Annualized

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Texas Capital Bancshares, Inc.

BancFirst Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TCBI vs. BANF — Risk-Adjusted Performance Rank

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

TCBI
The Risk-Adjusted Performance Rank of TCBI is 6868
Overall Rank
The Sharpe Ratio Rank of TCBI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TCBI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of TCBI is 6262
Omega Ratio Rank
The Calmar Ratio Rank of TCBI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of TCBI is 6969
Martin Ratio Rank

BANF
The Risk-Adjusted Performance Rank of BANF is 8686
Overall Rank
The Sharpe Ratio Rank of BANF is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BANF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BANF is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BANF is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BANF is 8686
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.

TCBI vs. BANF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Capital Bancshares, Inc. (TCBI) and BancFirst Corporation (BANF). 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.


The current TCBI Sharpe Ratio is 0.62, which is lower than the BANF Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of TCBI and BANF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TCBI vs. BANF - Dividend Comparison

TCBI has not paid dividends to shareholders, while BANF's dividend yield for the trailing twelve months is around 1.47%.


TTM20242023202220212020201920182017201620152014
TCBI
Texas Capital Bancshares, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.52%0.82%0.00%
BANF
BancFirst Corporation
1.47%1.52%1.71%1.72%1.98%2.25%1.99%2.04%1.56%1.59%2.39%2.05%

Drawdowns

TCBI vs. BANF - Drawdown Comparison

The maximum TCBI drawdown since its inception was -81.15%, which is greater than BANF's maximum drawdown of -59.39%. Use the drawdown chart below to compare losses from any high point for TCBI and BANF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TCBI vs. BANF - Volatility Comparison

Texas Capital Bancshares, Inc. (TCBI) has a higher volatility of 7.52% compared to BancFirst Corporation (BANF) at 6.11%. This indicates that TCBI's price experiences larger fluctuations and is considered to be riskier than BANF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

TCBI vs. BANF - Financials Comparison

This section allows you to compare key financial metrics between Texas Capital Bancshares, Inc. and BancFirst Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M20212022202320242025
427.29M
156.40M
(TCBI) Total Revenue
(BANF) Total Revenue
Values in USD except per share items