PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TXS vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TXS and ^GSPC is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

TXS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Texas Capital Texas Equity Index ETF (TXS) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
12.34%
10.09%
TXS
^GSPC

Key characteristics

Sharpe Ratio

TXS:

1.99

^GSPC:

1.83

Sortino Ratio

TXS:

2.74

^GSPC:

2.47

Omega Ratio

TXS:

1.35

^GSPC:

1.33

Calmar Ratio

TXS:

3.92

^GSPC:

2.76

Martin Ratio

TXS:

10.38

^GSPC:

11.27

Ulcer Index

TXS:

2.85%

^GSPC:

2.08%

Daily Std Dev

TXS:

14.82%

^GSPC:

12.79%

Max Drawdown

TXS:

-10.66%

^GSPC:

-56.78%

Current Drawdown

TXS:

-4.27%

^GSPC:

-0.07%

Returns By Period

In the year-to-date period, TXS achieves a 2.71% return, which is significantly lower than ^GSPC's 3.96% return.


TXS

YTD

2.71%

1M

-0.41%

6M

12.33%

1Y

25.71%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

3.96%

1M

2.77%

6M

10.09%

1Y

21.57%

5Y*

12.62%

10Y*

11.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TXS vs. ^GSPC — Risk-Adjusted Performance Rank

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

TXS
The Risk-Adjusted Performance Rank of TXS is 8080
Overall Rank
The Sharpe Ratio Rank of TXS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of TXS is 7979
Sortino Ratio Rank
The Omega Ratio Rank of TXS is 7676
Omega Ratio Rank
The Calmar Ratio Rank of TXS is 9090
Calmar Ratio Rank
The Martin Ratio Rank of TXS is 7676
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9090
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.

TXS vs. ^GSPC - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for TXS, currently valued at 1.99, compared to the broader market0.002.004.001.991.83
The chart of Sortino ratio for TXS, currently valued at 2.74, compared to the broader market0.005.0010.002.742.47
The chart of Omega ratio for TXS, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.33
The chart of Calmar ratio for TXS, currently valued at 3.92, compared to the broader market0.005.0010.0015.0020.003.922.76
The chart of Martin ratio for TXS, currently valued at 10.38, compared to the broader market0.0020.0040.0060.0080.00100.0010.3811.27
TXS
^GSPC

The current TXS Sharpe Ratio is 1.99, which is comparable to the ^GSPC Sharpe Ratio of 1.83. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.99
1.83
TXS
^GSPC

Drawdowns

TXS vs. ^GSPC - Drawdown Comparison

The maximum TXS drawdown since its inception was -10.66%, 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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.27%
-0.07%
TXS
^GSPC

Volatility

TXS vs. ^GSPC - Volatility Comparison

Texas Capital Texas Equity Index ETF (TXS) has a higher volatility of 4.49% compared to S&P 500 (^GSPC) at 3.21%. This indicates that TXS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.49%
3.21%
TXS
^GSPC
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab