TALO vs. PIT
TALO (Talos Energy Inc.) is a stock, while PIT (VanEck Commodity Strategy ETF) is Commodities fund actively managed by VanEck. Over the past 3 years, TALO returned -1.68%/yr vs 19.64%/yr for PIT. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
TALO vs. PIT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TALO having a 37.75% return and PIT slightly higher at 39.56%.
TALO
- 1D
- 3.97%
- 1M
- 12.69%
- 6M
- 27.35%
- YTD
- 37.75%
- 1Y
- 77.54%
- 3Y*
- -1.68%
- 5Y*
- 5.64%
- 10Y*
- —
- ALL TIME*
- -9.66%
PIT
- 1D
- -0.05%
- 1M
- 12.38%
- 6M
- 25.04%
- YTD
- 39.56%
- 1Y
- 54.64%
- 3Y*
- 19.64%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.38M | $2.80M | $3.76M | |
| $29.89M | $27.79M | $28.88M |
TALO vs. PIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TALO Talos Energy Inc. | 37.75% | 13.49% | -31.76% | -24.63% | -3.13% |
PIT VanEck Commodity Strategy ETF | 39.56% | 21.63% | 6.77% | -4.54% | 1.67% |
Correlation
The correlation between TALO and PIT is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2022 | 0.53 |
The correlation between TALO and PIT has been stable across timeframes, ranging from 0.53 to 0.54 - a consistent structural relationship.
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Return for Risk
TALO vs. PIT — Risk / Return Rank
TALO
PIT
TALO vs. PIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Talos Energy Inc. (TALO) and VanEck Commodity Strategy ETF (PIT). 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 | PIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.19 | +0.32 |
| Martin ratioReturn relative to average drawdown | 9.46 | 10.87 | -1.41 |
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Drawdowns
TALO vs. PIT - Drawdown Comparison
The maximum TALO drawdown since its inception was -86.34%, which is greater than PIT's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for TALO and PIT.
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Drawdown Indicators
| TALO | PIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.34% | -17.20% | -69.14% |
Max Drawdown (1Y)Largest decline over 1 year | -22.18% | -17.20% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -63.16% | -17.20% | -45.96% |
Max Drawdown (5Y)Largest decline over 5 years | -74.63% | — | — |
Current DrawdownCurrent decline from peak | -59.49% | -5.78% | -53.71% |
Average DrawdownAverage peak-to-trough decline | -58.62% | -4.27% | -54.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.35% | 5.05% | +3.30% |
Volatility
TALO vs. PIT - Volatility Comparison
Talos Energy Inc. (TALO) has a higher volatility of 15.93% compared to VanEck Commodity Strategy ETF (PIT) at 6.47%. This indicates that TALO's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TALO | PIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.93% | 6.47% | +9.46% |
Volatility (6M)Calculated over the trailing 6-month period | 39.84% | 19.93% | +19.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.93% | 22.30% | +27.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.62% | 17.70% | +37.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.18% | 17.70% | +46.48% |
Dividends
TALO vs. PIT - Dividend Comparison
TALO has not paid dividends to shareholders, while PIT's dividend yield for the trailing twelve months is around 6.39%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
PIT VanEck Commodity Strategy ETF | 6.39% | 8.92% | 3.59% | 6.44% |
TALO Talos Energy Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TALO and PIT have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TALO has higher volatility (15.93%) compared to PIT (6.47%). In terms of maximum drawdown, TALO dropped -86.34% vs PIT's -17.20%.
PIT currently has the higher Sharpe Ratio (2.47 vs 1.57), 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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