SGDM vs. TLN
SGDM (Sprott Gold Miners ETF) is Materials fund tracking the Solactive Gold Miners Custom Factors Index, while TLN (Talen Energy Corporation) is a stock. Over the past 3 years, SGDM returned 37.20%/yr vs 98.02%/yr for TLN. At a 0.22 correlation, their price movements are largely independent.
Performance
SGDM vs. TLN - Performance Comparison
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Returns By Period
In the year-to-date period, SGDM achieves a -4.58% return, which is significantly lower than TLN's -3.81% return.
SGDM
- 1D
- 3.49%
- 1M
- -14.98%
- YTD
- -4.58%
- 6M
- -4.02%
- 1Y
- 43.72%
- 3Y*
- 37.20%
- 5Y*
- 17.23%
- 10Y*
- 11.84%
TLN
- 1D
- 4.56%
- 1M
- 2.17%
- YTD
- -3.81%
- 6M
- 1.17%
- 1Y
- 30.08%
- 3Y*
- 98.02%
- 5Y*
- —
- 10Y*
- —
SGDM vs. TLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SGDM Sprott Gold Miners ETF | -4.58% | 153.46% | 12.14% | -8.47% |
TLN Talen Energy Corporation | -3.81% | 86.05% | 214.80% | 38.01% |
Correlation
The correlation between SGDM and TLN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2023 | 0.22 |
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Return for Risk
SGDM vs. TLN — Risk / Return Rank
SGDM
TLN
SGDM vs. TLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) 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.
| SGDM | TLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 0.98 | +0.32 |
| Martin ratioReturn relative to average drawdown | 3.60 | 1.96 | +1.64 |
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Drawdowns
SGDM vs. TLN - Drawdown Comparison
The maximum SGDM drawdown since its inception was -54.95%, which is greater than TLN's maximum drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for SGDM and TLN.
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Drawdown Indicators
| SGDM | TLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.95% | -33.80% | -21.15% |
Max Drawdown (1Y)Largest decline over 1 year | -35.96% | -32.05% | -3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -35.96% | -33.80% | -2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -45.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.69% | — | — |
Current DrawdownCurrent decline from peak | -30.31% | -19.13% | -11.18% |
Average DrawdownAverage peak-to-trough decline | -25.46% | -7.33% | -18.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.93% | 15.94% | -3.01% |
Volatility
SGDM vs. TLN - Volatility Comparison
Sprott Gold Miners ETF (SGDM) and Talen Energy Corporation (TLN) have volatilities of 16.53% and 17.27%, 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.
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Volatility by Period
| SGDM | TLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.53% | 17.27% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 38.64% | 42.00% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.24% | 56.34% | -10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.11% | 49.98% | -13.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.97% | 49.98% | -13.01% |
Dividends
SGDM vs. TLN - Dividend Comparison
SGDM's dividend yield for the trailing twelve months is around 1.09%, while TLN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDM Sprott Gold Miners ETF | 1.09% | 1.04% | 1.04% | 1.39% | 1.42% | 1.33% | 0.30% | 0.25% | 0.50% | 0.58% | 0.02% | 1.47% |
TLN Talen Energy Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGDM and TLN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLN has higher volatility (17.27%) compared to SGDM (16.53%). In terms of maximum drawdown, SGDM dropped -54.95% vs TLN's -33.80%.
SGDM currently has the higher Sharpe Ratio (1.01 vs 0.55), 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.
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