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TXS vs. TXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TXS vs. TXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Texas Capital Texas Equity Index ETF (TXS) and Texas Instruments Incorporated (TXN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TXS achieves a 11.66% return, which is significantly lower than TXN's 77.48% return.


TXS

1D
-0.15%
1M
-0.75%
YTD
11.66%
6M
10.21%
1Y
15.65%
3Y*
5Y*
10Y*

TXN

1D
-8.40%
1M
-1.57%
YTD
77.48%
6M
73.88%
1Y
55.37%
3Y*
25.60%
5Y*
13.22%
10Y*
20.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TXS vs. TXN - Yearly Performance Comparison


2026 (YTD)202520242023
TXS
Texas Capital Texas Equity Index ETF
11.66%10.31%24.29%5.77%
TXN
Texas Instruments Incorporated
77.48%-4.47%13.14%-5.01%

Correlation

The correlation between TXS and TXN is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2023

0.53

The correlation between TXS and TXN has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.

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Return for Risk

TXS vs. TXN — Risk / Return Rank

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

TXS
TXS Risk / Return Rank: 4545
Overall Rank
TXS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TXS Sortino Ratio Rank: 4040
Sortino Ratio Rank
TXS Omega Ratio Rank: 3838
Omega Ratio Rank
TXS Calmar Ratio Rank: 5353
Calmar Ratio Rank
TXS Martin Ratio Rank: 5151
Martin Ratio Rank

TXN
TXN Risk / Return Rank: 7777
Overall Rank
TXN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
TXN Sortino Ratio Rank: 7878
Sortino Ratio Rank
TXN Omega Ratio Rank: 7979
Omega Ratio Rank
TXN Calmar Ratio Rank: 7474
Calmar Ratio Rank
TXN Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TXS vs. TXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Capital Texas Equity Index ETF (TXS) and Texas Instruments Incorporated (TXN). 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.


TXSTXNDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratioReturn relative to maximum drawdown

2.40

1.88

+0.52

Martin ratioReturn relative to average drawdown

8.12

3.91

+4.21

TXS vs. TXN - Sharpe Ratio Comparison

The current TXS Sharpe Ratio is 1.34, which is comparable to the TXN Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TXS and TXN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TXS vs. TXN - Drawdown Comparison

The maximum TXS drawdown since its inception was -19.69%, smaller than the maximum TXN drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for TXS and TXN.


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Drawdown Indicators


TXSTXNDifference

Max Drawdown

Largest peak-to-trough decline

-19.69%

-85.81%

+66.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-29.57%

+23.03%

Max Drawdown (3Y)

Largest decline over 3 years

-33.41%

Max Drawdown (5Y)

Largest decline over 5 years

-33.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

Current Drawdown

Current decline from peak

-1.61%

-8.40%

+6.79%

Average Drawdown

Average peak-to-trough decline

-2.81%

-34.77%

+31.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

14.19%

-12.26%

Volatility

TXS vs. TXN - Volatility Comparison

The current volatility for Texas Capital Texas Equity Index ETF (TXS) is 3.20%, while Texas Instruments Incorporated (TXN) has a volatility of 18.81%. This indicates that TXS experiences smaller price fluctuations and is considered to be less risky than TXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TXSTXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

18.81%

-15.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

33.67%

-25.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

41.84%

-30.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

32.88%

-17.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

31.39%

-15.55%

Dividends

TXS vs. TXN - Dividend Comparison

TXS's dividend yield for the trailing twelve months is around 0.75%, less than TXN's 1.85% yield.


PositionTTM20252024202320222021202020192018201720162015
TXN
Texas Instruments Incorporated
1.85%3.17%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%
TXS
Texas Capital Texas Equity Index ETF
0.75%0.82%0.86%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TXS and TXN have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TXN has higher volatility (18.81%) compared to TXS (3.20%). In terms of maximum drawdown, TXS dropped -19.69% vs TXN's -85.81%.

TXS currently has the higher Sharpe Ratio (1.34 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TXS and TXN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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