TALO vs. FXI
TALO (Talos Energy Inc.) is a stock, while FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index. Over the past 5 years, TALO returned -4.36%/yr vs -4.39%/yr for FXI. At a 0.22 correlation, their price movements are largely independent.
Performance
TALO vs. FXI - Performance Comparison
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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%
TALO vs. FXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
TALO vs. FXI — Risk / Return Rank
TALO
FXI
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.
| TALO | FXI | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| TALO | FXI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -62.74% | -31.97% | -30.77% |
Average DrawdownAverage peak-to-trough decline | -58.57% | -31.21% | -27.36% |
Ulcer IndexDepth 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.
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Volatility by Period
| TALO | FXI | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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