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TLN vs. AXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TLN and AXP is 0.22, 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.


-0.50.00.51.00.2

Performance

TLN vs. AXP - Performance Comparison

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

0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
47.04%
18.14%
TLN
AXP

Key characteristics

Sharpe Ratio

TLN:

4.18

AXP:

1.70

Sortino Ratio

TLN:

3.61

AXP:

2.34

Omega Ratio

TLN:

1.58

AXP:

1.31

Calmar Ratio

TLN:

9.59

AXP:

3.78

Martin Ratio

TLN:

37.68

AXP:

12.69

Ulcer Index

TLN:

5.89%

AXP:

3.20%

Daily Std Dev

TLN:

53.16%

AXP:

23.95%

Max Drawdown

TLN:

-23.13%

AXP:

-83.91%

Current Drawdown

TLN:

-12.61%

AXP:

-9.35%

Fundamentals

Market Cap

TLN:

$8.50B

AXP:

$207.53B

Total Revenue (TTM)

TLN:

$1.50B

AXP:

$70.03B

Gross Profit (TTM)

TLN:

$979.00M

AXP:

$48.81B

EBITDA (TTM)

TLN:

$1.20B

AXP:

$12.77B

Returns By Period

In the year-to-date period, TLN achieves a 8.60% return, which is significantly higher than AXP's -0.23% return.


TLN

YTD

8.60%

1M

-12.48%

6M

47.04%

1Y

215.50%

5Y*

N/A

10Y*

N/A

AXP

YTD

-0.23%

1M

-8.33%

6M

18.13%

1Y

39.57%

5Y*

18.61%

10Y*

15.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TLN vs. AXP — Risk-Adjusted Performance Rank

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

TLN
The Risk-Adjusted Performance Rank of TLN is 9898
Overall Rank
The Sharpe Ratio Rank of TLN is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of TLN is 9595
Sortino Ratio Rank
The Omega Ratio Rank of TLN is 9696
Omega Ratio Rank
The Calmar Ratio Rank of TLN is 100100
Calmar Ratio Rank
The Martin Ratio Rank of TLN is 9999
Martin Ratio Rank

AXP
The Risk-Adjusted Performance Rank of AXP is 9090
Overall Rank
The Sharpe Ratio Rank of AXP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AXP is 8585
Sortino Ratio Rank
The Omega Ratio Rank of AXP is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AXP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AXP is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TLN vs. AXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and American Express Company (AXP). 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.


Sharpe ratio
The chart of Sharpe ratio for TLN, currently valued at 4.18, compared to the broader market-2.000.002.004.181.70
The chart of Sortino ratio for TLN, currently valued at 3.61, compared to the broader market-4.00-2.000.002.004.006.003.612.34
The chart of Omega ratio for TLN, currently valued at 1.58, compared to the broader market0.501.001.502.001.581.31
The chart of Calmar ratio for TLN, currently valued at 9.59, compared to the broader market0.002.004.006.009.593.78
The chart of Martin ratio for TLN, currently valued at 37.68, compared to the broader market-10.000.0010.0020.0030.0037.6812.69
TLN
AXP

The current TLN Sharpe Ratio is 4.18, which is higher than the AXP Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of TLN and AXP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.003.004.005.006.007.00SeptemberOctoberNovemberDecember2025February
4.18
1.70
TLN
AXP

Dividends

TLN vs. AXP - Dividend Comparison

TLN has not paid dividends to shareholders, while AXP's dividend yield for the trailing twelve months is around 0.95%.


TTM20242023202220212020201920182017201620152014
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%
AXP
American Express Company
0.95%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%

Drawdowns

TLN vs. AXP - Drawdown Comparison

The maximum TLN drawdown since its inception was -23.13%, smaller than the maximum AXP drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for TLN and AXP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.61%
-9.35%
TLN
AXP

Volatility

TLN vs. AXP - Volatility Comparison

Talen Energy Corporation (TLN) has a higher volatility of 28.93% compared to American Express Company (AXP) at 5.36%. This indicates that TLN's price experiences larger fluctuations and is considered to be riskier than AXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
28.93%
5.36%
TLN
AXP

Financials

TLN vs. AXP - Financials Comparison

This section allows you to compare key financial metrics between Talen Energy Corporation and American Express Company. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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