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TAC vs. TLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TAC vs. TLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TransAlta Corp (TAC) and Talen Energy Corporation (TLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAC achieves a 15.23% return, which is significantly higher than TLN's 1.27% return.


TAC

1D
0.84%
1M
14.99%
YTD
15.23%
6M
4.04%
1Y
41.16%
3Y*
15.65%
5Y*
10.67%
10Y*
13.26%

TLN

1D
-1.54%
1M
-1.31%
YTD
1.27%
6M
3.87%
1Y
48.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAC vs. TLN - Yearly Performance Comparison


2026 (YTD)202520242023
TAC
TransAlta Corp
15.23%-9.24%73.96%-14.98%
TLN
Talen Energy Corporation
1.27%86.05%214.80%37.63%

Correlation

The correlation between TAC and TLN is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2023

0.30

Fundamentals

Market Cap

TAC:

$4.29B

TLN:

$18.00B

EPS

TAC:

-$0.57

TLN:

-$0.44

PS Ratio

TAC:

1.96

TLN:

6.00

PB Ratio

TAC:

9.21

TLN:

16.78

Total Revenue (TTM)

TAC:

$2.21B

TLN:

$3.02B

Gross Profit (TTM)

TAC:

$889.52M

TLN:

$1.06B

EBITDA (TTM)

TAC:

$511.31M

TLN:

$326.00M

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Return for Risk

TAC vs. TLN — Risk / Return Rank

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

TAC
TAC Risk / Return Rank: 6767
Overall Rank
TAC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TAC Sortino Ratio Rank: 6767
Sortino Ratio Rank
TAC Omega Ratio Rank: 6767
Omega Ratio Rank
TAC Calmar Ratio Rank: 6565
Calmar Ratio Rank
TAC Martin Ratio Rank: 6161
Martin Ratio Rank

TLN
TLN Risk / Return Rank: 6767
Overall Rank
TLN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TLN Sortino Ratio Rank: 6666
Sortino Ratio Rank
TLN Omega Ratio Rank: 6464
Omega Ratio Rank
TLN Calmar Ratio Rank: 6969
Calmar Ratio Rank
TLN Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TAC vs. TLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TransAlta Corp (TAC) 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.


TACTLNDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratioReturn relative to maximum drawdown

1.25

1.52

-0.27

Martin ratioReturn relative to average drawdown

2.15

3.12

-0.97

TAC vs. TLN - Sharpe Ratio Comparison

The current TAC Sharpe Ratio is 1.05, which is comparable to the TLN Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of TAC and TLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TACTLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.87

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

2.05

-1.91

Drawdowns

TAC vs. TLN - Drawdown Comparison

The maximum TAC drawdown since its inception was -88.12%, which is greater than TLN's maximum drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for TAC and TLN.


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Drawdown Indicators


TACTLNDifference

Max Drawdown

Largest peak-to-trough decline

-88.12%

-33.80%

-54.32%

Max Drawdown (1Y)

Largest decline over 1 year

-33.10%

-32.05%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-43.26%

-33.80%

-9.46%

Max Drawdown (5Y)

Largest decline over 5 years

-46.55%

Max Drawdown (10Y)

Largest decline over 10 years

-55.11%

Current Drawdown

Current decline from peak

-17.81%

-14.86%

-2.95%

Average Drawdown

Average peak-to-trough decline

-40.59%

-7.23%

-33.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.20%

15.60%

+3.60%

Volatility

TAC vs. TLN - Volatility Comparison

The current volatility for TransAlta Corp (TAC) is 8.07%, while Talen Energy Corporation (TLN) has a volatility of 18.18%. This indicates that TAC experiences smaller price fluctuations and is considered to be less risky than TLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TACTLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

18.18%

-10.11%

Volatility (6M)

Calculated over the trailing 6-month period

27.42%

41.44%

-14.02%

Volatility (1Y)

Calculated over the trailing 1-year period

39.65%

56.24%

-16.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.50%

49.96%

-15.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.38%

49.96%

-14.58%

Dividends

TAC vs. TLN - Dividend Comparison

TAC's dividend yield for the trailing twelve months is around 1.33%, while TLN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TAC
TransAlta Corp
1.33%1.44%1.24%2.13%1.76%1.38%1.69%1.68%3.20%2.69%2.74%20.34%
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%

Financials

TAC vs. TLN - Financials Comparison

This section allows you to compare key financial metrics between TransAlta Corp 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


400.00M600.00M800.00M1.00B1.20B20222023202420252026
566.46M
1.13B
(TAC) Total Revenue
(TLN) Total Revenue
Values in USD except per share items

TAC vs. TLN - Profitability Comparison

The chart below illustrates the profitability comparison between TransAlta Corp and Talen Energy Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
43.0%
0
Portfolio components
TAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransAlta Corp reported a gross profit of 243.63M and revenue of 566.46M. Therefore, the gross margin over that period was 43.0%.

TLN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Talen Energy Corporation reported a gross profit of 0.00 and revenue of 1.13B. Therefore, the gross margin over that period was 0.0%.

TAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransAlta Corp reported an operating income of 24.06M and revenue of 566.46M, resulting in an operating margin of 4.3%.

TLN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Talen Energy Corporation reported an operating income of 210.00M and revenue of 1.13B, resulting in an operating margin of 18.6%.

TAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransAlta Corp reported a net income of 13.03M and revenue of 566.46M, resulting in a net margin of 2.3%.

TLN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Talen Energy Corporation reported a net income of 63.00M and revenue of 1.13B, resulting in a net margin of 5.6%.


Frequently Asked Questions


TAC and TLN have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLN has higher volatility (18.18%) compared to TAC (8.07%). In terms of maximum drawdown, TAC dropped -88.12% vs TLN's -33.80%.

TAC currently has the higher Sharpe Ratio (1.05 vs 0.87), 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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