NEGG vs. TLN
NEGG (Newegg Commerce, Inc.) and TLN (Talen Energy Corporation) are both stocks. NEGG operates in Internet Retail (Consumer Cyclical), while TLN operates in Utilities - Independent Power Producers (Utilities). Over the past 3 years, NEGG returned -9.01%/yr vs 98.02%/yr for TLN. At a 0.15 correlation, their price movements are largely independent.
Performance
NEGG vs. TLN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NEGG achieves a -63.49% return, which is significantly lower than TLN's -3.81% return.
NEGG
- 1D
- -0.43%
- 1M
- -20.37%
- YTD
- -63.49%
- 6M
- -70.11%
- 1Y
- 77.83%
- 3Y*
- -9.01%
- 5Y*
- -38.30%
- 10Y*
- -23.00%
TLN
- 1D
- 4.56%
- 1M
- 2.71%
- YTD
- -3.81%
- 6M
- 1.17%
- 1Y
- 31.11%
- 3Y*
- 98.02%
- 5Y*
- —
- 10Y*
- —
NEGG vs. TLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NEGG Newegg Commerce, Inc. | -63.49% | 540.26% | -68.54% | 17.76% |
TLN Talen Energy Corporation | -3.81% | 86.05% | 214.80% | 38.01% |
Correlation
The correlation between NEGG and TLN is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2023 | 0.15 |
Fundamentals
NEGG:
-$1.16
TLN:
-$0.44
NEGG:
0.28
TLN:
5.70
NEGG:
$1.31B
TLN:
$3.02B
NEGG:
$148.16M
TLN:
$1.06B
NEGG:
-$19.73M
TLN:
$326.00M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NEGG vs. TLN — Risk / Return Rank
NEGG
TLN
NEGG vs. TLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Newegg Commerce, Inc. (NEGG) and Talen Energy Corporation (TLN). 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.
| NEGG | TLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.98 | -0.07 |
| Martin ratioReturn relative to average drawdown | 1.35 | 1.96 | -0.61 |
Loading charts...
Drawdowns
NEGG vs. TLN - Drawdown Comparison
The maximum NEGG drawdown since its inception was -99.83%, which is greater than TLN's maximum drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for NEGG and TLN.
Loading charts...
Drawdown Indicators
| NEGG | TLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.83% | -33.80% | -66.03% |
Max Drawdown (1Y)Largest decline over 1 year | -86.90% | -32.05% | -54.85% |
Max Drawdown (3Y)Largest decline over 3 years | -90.28% | -33.80% | -56.48% |
Max Drawdown (5Y)Largest decline over 5 years | -99.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.74% | — | — |
Current DrawdownCurrent decline from peak | -99.08% | -19.13% | -79.95% |
Average DrawdownAverage peak-to-trough decline | -85.54% | -7.33% | -78.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.06% | 15.94% | +42.12% |
Volatility
NEGG vs. TLN - Volatility Comparison
Newegg Commerce, Inc. (NEGG) has a higher volatility of 22.82% compared to Talen Energy Corporation (TLN) at 17.27%. This indicates that NEGG's price experiences larger fluctuations and is considered to be riskier than TLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NEGG | TLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.82% | 17.27% | +5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 64.39% | 42.00% | +22.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 182.18% | 56.34% | +125.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 152.40% | 49.98% | +102.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.24% | 49.98% | +95.26% |
Dividends
NEGG vs. TLN - Dividend Comparison
Neither NEGG nor TLN has paid dividends to shareholders.
Financials
NEGG vs. TLN - Financials Comparison
This section allows you to compare key financial metrics between Newegg Commerce, Inc. and Talen Energy Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NEGG and TLN have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEGG has higher volatility (22.82%) compared to TLN (17.27%). In terms of maximum drawdown, NEGG dropped -99.83% vs TLN's -33.80%.
TLN currently has the higher Sharpe Ratio (0.55 vs 0.43), 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.
Find the right allocation for NEGG and TLN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer