USD=X vs. TPL
USD=X (USD Cash) is a currency, while TPL (Texas Pacific Land Corporation) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 36.58%/yr for TPL.
Performance
USD=X vs. TPL - Performance Comparison
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Returns By Period
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
- 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 vs. TPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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Return for Risk
USD=X vs. TPL — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TPL
USD=X vs. TPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Texas Pacific Land Corporation (TPL). 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.
| USD=X | TPL | 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
USD=X vs. TPL - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TPL drawdown of -73.05%. Use the drawdown chart below to compare losses from any high point for USD=X and TPL.
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Drawdown Indicators
| USD=X | TPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -73.05% | +73.05% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -31.68% | +31.68% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -52.22% | +52.22% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -52.50% | +52.50% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -65.46% | +65.46% |
Current DrawdownCurrent decline from peak | 0.00% | -33.65% | +33.65% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -27.27% | +27.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 17.08% | -17.08% |
Volatility
USD=X vs. TPL - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Texas Pacific Land Corporation (TPL) has a volatility of 14.23%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than TPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | TPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 14.23% | -14.23% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 38.06% | -38.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 46.87% | -46.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 46.25% | -46.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 47.10% | -47.10% |
Frequently Asked Questions
TPL has higher volatility (14.23%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TPL's -73.05%.
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