TLN vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Talen Energy Corporation (TLN) and S&P 500 Index (^GSPC).

Performance

TLN vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Talen Energy Corporation (TLN) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TLN vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TLN Talen Energy Corporation	-12.47%	86.05%	214.80%	37.63%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	11.38%

Returns By Period

In the year-to-date period, TLN achieves a -12.47% return, which is significantly lower than ^GSPC's -3.95% return.

TLN

• 1D: 2.77%
• 1M: -7.12%
• YTD: -12.47%
• 6M: -23.16%
• 1Y: 58.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TLN vs. ^GSPC — Risk / Return Rank

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

TLN

TLN Risk / Return Rank: 74
TLN Sharpe Ratio Rank: 75
TLN Sortino Ratio Rank: 72
TLN Omega Ratio Rank: 71
TLN Calmar Ratio Rank: 77
TLN Martin Ratio Rank: 75

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

TLN vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and S&P 500 Index (^GSPC). 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.

	TLN	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.03	0.92	+0.12
Sortino ratio Return per unit of downside risk	1.70	1.41	+0.29
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	2.01	1.41	+0.59
Martin ratio Return relative to average drawdown	4.82	6.61	-1.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLN vs. ^GSPC - Sharpe Ratio Comparison

The current TLN Sharpe Ratio is 1.03, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TLN and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TLN	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	0.92	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.03	0.46	+1.57

Correlation

The correlation between TLN and ^GSPC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

TLN vs. ^GSPC - Drawdown Comparison

The maximum TLN drawdown since its inception was -33.80%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TLN and ^GSPC.

Drawdown Indicators

	TLN	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-33.80%	-56.78%	+22.98%
Max Drawdown (1Y) Largest decline over 1 year	-32.05%	-12.14%	-19.91%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-26.41%	-5.78%	-20.63%
Average Drawdown Average peak-to-trough decline	-6.47%	-10.75%	+4.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.35%	2.60%	+10.75%

Volatility

TLN vs. ^GSPC - Volatility Comparison

Talen Energy Corporation (TLN) has a higher volatility of 16.97% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that TLN's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLN	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.97%	5.37%	+11.60%
Volatility (6M) Calculated over the trailing 6-month period	39.83%	9.55%	+30.28%
Volatility (1Y) Calculated over the trailing 1-year period	56.60%	18.33%	+38.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.51%	16.90%	+32.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.51%	18.05%	+31.46%