PortfoliosLab logoPortfoliosLab logo
TALO vs. FXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TALO vs. FXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Talos Energy Inc. (TALO) and iShares China Large-Cap ETF (FXI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TALO achieves a 26.68% return, which is significantly higher than FXI's -13.61% return.


TALO

1D
-0.71%
1M
-12.97%
YTD
26.68%
6M
24.98%
1Y
57.92%
3Y*
1.53%
5Y*
-4.36%
10Y*

FXI

1D
-1.79%
1M
-6.88%
YTD
-13.61%
6M
-14.15%
1Y
-7.33%
3Y*
9.64%
5Y*
-4.39%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TALO vs. FXI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TALO
Talos Energy Inc.
26.68%13.49%-31.76%-24.63%92.65%18.93%-72.67%84.74%-53.37%
FXI
iShares China Large-Cap ETF
-13.61%28.95%28.98%-12.42%-20.66%-20.06%8.92%14.90%-15.57%

Correlation

The correlation between TALO and FXI is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

0.22

The correlation between TALO and FXI shifts across timeframes, from -0.00 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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

TALO vs. FXI — Risk / Return Rank

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

TALO
TALO Risk / Return Rank: 7777
Overall Rank
TALO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TALO Sortino Ratio Rank: 7070
Sortino Ratio Rank
TALO Omega Ratio Rank: 7070
Omega Ratio Rank
TALO Calmar Ratio Rank: 8484
Calmar Ratio Rank
TALO Martin Ratio Rank: 8585
Martin Ratio Rank

FXI
FXI Risk / Return Rank: 55
Overall Rank
FXI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 55
Sortino Ratio Rank
FXI Omega Ratio Rank: 55
Omega Ratio Rank
FXI Calmar Ratio Rank: 66
Calmar Ratio Rank
FXI Martin Ratio Rank: 55
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.

TALO vs. FXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talos Energy Inc. (TALO) and iShares China Large-Cap ETF (FXI). 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.


TALOFXIDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.21

0.95

+0.26

Calmar ratioReturn relative to maximum drawdown

3.14

-0.37

+3.51

Martin ratioReturn relative to average drawdown

8.07

-0.90

+8.98

TALO vs. FXI - Sharpe Ratio Comparison

The current TALO Sharpe Ratio is 1.19, which is higher than the FXI Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of TALO and FXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TALO vs. FXI - Drawdown Comparison

The maximum TALO drawdown since its inception was -86.34%, which is greater than FXI's maximum drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for TALO and FXI.


Loading charts...

Drawdown Indicators


TALOFXIDifference

Max Drawdown

Largest peak-to-trough decline

-86.34%

-72.68%

-13.66%

Max Drawdown (1Y)

Largest decline over 1 year

-18.53%

-19.91%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-63.16%

-28.72%

-34.44%

Max Drawdown (5Y)

Largest decline over 5 years

-74.63%

-54.94%

-19.69%

Max Drawdown (10Y)

Largest decline over 10 years

-60.81%

Current Drawdown

Current decline from peak

-62.74%

-31.97%

-30.77%

Average Drawdown

Average peak-to-trough decline

-58.57%

-31.21%

-27.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

8.13%

-0.92%

Volatility

TALO vs. FXI - Volatility Comparison

Talos Energy Inc. (TALO) has a higher volatility of 15.41% compared to iShares China Large-Cap ETF (FXI) at 6.02%. This indicates that TALO's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TALOFXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.41%

6.02%

+9.39%

Volatility (6M)

Calculated over the trailing 6-month period

38.07%

14.66%

+23.41%

Volatility (1Y)

Calculated over the trailing 1-year period

49.28%

20.00%

+29.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.93%

31.72%

+24.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.32%

27.60%

+36.72%

Dividends

TALO vs. FXI - Dividend Comparison

TALO has not paid dividends to shareholders, while FXI's dividend yield for the trailing twelve months is around 2.07%.


PositionTTM20252024202320222021202020192018201720162015
FXI
iShares China Large-Cap ETF
2.07%2.42%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%
TALO
Talos Energy Inc.
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


TALO and FXI have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TALO has higher volatility (15.41%) compared to FXI (6.02%). In terms of maximum drawdown, TALO dropped -86.34% vs FXI's -72.68%.

TALO currently has the higher Sharpe Ratio (1.19 vs -0.37), 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.

Portfolio Optimizer

Find the right allocation for TALO and FXI

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