Texas Pacific Risk Adjusted Performance
| TPL Stock | | | USD 438.91 -0.24 -0.05% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Texas Pacific's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.126 places Texas Pacific at positive but modest risk-adjusted return. Texas Pacific has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.126 | |
Risk Adjusted Performance Peers Comparison
Relative to peers, Texas Pacific's Risk Adjusted Performance is below the group average of 0.13. Peer readings range from -0.0951 (Expand Energy) to 0.3161 (Tenaris SA ADR), reflecting wide dispersion across the sector. Texas Pacific's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Texas Pacific and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
The Maximum Drawdown-to-Risk Adjusted Performance ratio for Texas Pacific sits near
207.03 , with Risk Adjusted Performance at
0.13 and Maximum Drawdown at
26.09 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Texas Pacific.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for Texas Pacific is 0.126. The Risk Adjusted Performance for Texas Pacific is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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