TXS vs. ^GSPC

In the year-to-date period, TXS achieves a 3.39% return, which is significantly higher than ^GSPC's 0.51% return.

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This table presents a comparison of risk-adjusted performance metrics for Texas Capital Texas Equity Index ETF (TXS) and S&P 500 (^GSPC). 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 TXS Sharpe Ratio is 0.92, which is higher than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of TXS and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum TXS drawdown since its inception was -19.69%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TXS and ^GSPC.

Texas Capital Texas Equity Index ETF (TXS) and S&P 500 (^GSPC) have volatilities of 4.91% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.