TPL vs. USD=X
TPL (Texas Pacific Land Corporation) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, TPL returned 36.58%/yr vs 0.00%/yr for USD=X.
Performance
TPL vs. USD=X - Performance Comparison
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Returns By Period
TPL
- 1D
- 2.53%
- 1M
- -2.32%
- YTD
- 32.28%
- 6M
- 35.91%
- 1Y
- 2.17%
- 3Y*
- 38.06%
- 5Y*
- 18.80%
- 10Y*
- 36.58%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
TPL vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPL Texas Pacific Land Corporation | 32.28% | -21.61% | 115.31% | -32.40% | 91.29% | 73.25% | -4.69% | 44.58% | 21.96% | 51.18% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
TPL vs. USD=X — Risk / Return Rank
TPL
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TPL vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Texas Pacific Land Corporation (TPL) and USD Cash (USD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TPL | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | — | — |
| Martin ratioReturn relative to average drawdown | 0.25 | — | — |
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Drawdowns
TPL vs. USD=X - Drawdown Comparison
The maximum TPL drawdown since its inception was -73.05%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TPL and USD=X.
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Drawdown Indicators
| TPL | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.05% | 0.00% | -73.05% |
Max Drawdown (1Y)Largest decline over 1 year | -31.68% | 0.00% | -31.68% |
Max Drawdown (3Y)Largest decline over 3 years | -52.22% | 0.00% | -52.22% |
Max Drawdown (5Y)Largest decline over 5 years | -52.50% | 0.00% | -52.50% |
Max Drawdown (10Y)Largest decline over 10 years | -65.46% | 0.00% | -65.46% |
Current DrawdownCurrent decline from peak | -33.65% | 0.00% | -33.65% |
Average DrawdownAverage peak-to-trough decline | -27.27% | 0.00% | -27.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.08% | 0.00% | +17.08% |
Volatility
TPL vs. USD=X - Volatility Comparison
Texas Pacific Land Corporation (TPL) has a higher volatility of 14.23% compared to USD Cash (USD=X) at 0.00%. This indicates that TPL's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPL | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.23% | 0.00% | +14.23% |
Volatility (6M)Calculated over the trailing 6-month period | 38.06% | 0.00% | +38.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.87% | 0.00% | +46.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.25% | 0.00% | +46.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.10% | 0.00% | +47.10% |
Frequently Asked Questions
TPL has higher volatility (14.23%) compared to USD=X (0.00%). In terms of maximum drawdown, TPL dropped -73.05% vs USD=X's 0.00%.
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