TLN vs. FICO

Last updated Jun 4, 2026

TLN (Talen Energy Corporation) and FICO (Fair Isaac Corporation) are both stocks. TLN operates in Utilities - Independent Power Producers (Utilities), while FICO operates in Software - Application (Technology). Over the past year, TLN returned 48.58% vs -32.55% for FICO. At a 0.20 correlation, their price movements are largely independent.

Performance

TLN vs. FICO - Performance Comparison

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

Returns By Period

In the year-to-date period, TLN achieves a 1.27% return, which is significantly higher than FICO's -30.52% return.

TLN

• 1D: -1.54%
• 1M: -1.31%
• YTD: 1.27%
• 6M: 3.87%
• 1Y: 48.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FICO

• 1D: -6.15%
• 1M: 10.82%
• YTD: -30.52%
• 6M: -33.35%
• 1Y: -32.55%
• 3Y*: 14.10%
• 5Y*: 19.09%
• 10Y*: 26.40%

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

TLN vs. FICO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TLN Talen Energy Corporation	1.27%	86.05%	214.80%	37.63%
FICO Fair Isaac Corporation	-30.52%	-15.08%	71.04%	47.19%

Correlation

The correlation between TLN and FICO is 0.08, 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	0.08
Correlation (All Time) Calculated using the full available price history since Jun 5, 2023	0.20

The correlation between TLN and FICO shifts across timeframes, from 0.08 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TLN : $18.00B FICO : $27.90B
EPS TLN : -$0.44 FICO : $31.51
PS Ratio TLN : 6.00 FICO : 12.55
Total Revenue (TTM) TLN : $3.02B FICO : $2.26B
Gross Profit (TTM) TLN : $1.06B FICO : $1.90B
EBITDA (TTM) TLN : $326.00M FICO : $1.16B

Return for Risk

TLN vs. FICO — Risk / Return Rank

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

TLN

TLN Risk / Return Rank: 67
TLN Sharpe Ratio Rank: 68
TLN Sortino Ratio Rank: 66
TLN Omega Ratio Rank: 64
TLN Calmar Ratio Rank: 69
TLN Martin Ratio Rank: 67

FICO

FICO Risk / Return Rank: 15
FICO Sharpe Ratio Rank: 13
FICO Sortino Ratio Rank: 15
FICO Omega Ratio Rank: 15
FICO Calmar Ratio Rank: 18
FICO Martin Ratio Rank: 13

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. FICO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and Fair Isaac Corporation (FICO). 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	FICO	Difference
Sharpe ratio: Return per unit of total volatility	0.87	-0.65	+1.52
Sortino ratio: Return per unit of downside risk	1.57	-0.72	+2.28
Omega ratio: Gain probability vs. loss probability	1.19	0.90	+0.29
Calmar ratio: Return relative to maximum drawdown	1.52	-0.63	+2.15
Martin ratio: Return relative to average drawdown	3.12	-1.22	+4.34
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. FICO - Sharpe Ratio Comparison

The current TLN Sharpe Ratio is 0.87, which is higher than the FICO Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of TLN and FICO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TLN	FICO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	-0.65	+1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.47	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.05	0.49	+1.56

Drawdowns

TLN vs. FICO - Drawdown Comparison

The maximum TLN drawdown since its inception was -33.80%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for TLN and FICO.

Drawdown Indicators

	TLN	FICO	Difference
Max Drawdown Largest peak-to-trough decline	-33.80%	-79.26%	+45.46%
Max Drawdown (1Y) Largest decline over 1 year	-32.05%	-52.12%	+20.07%
Max Drawdown (3Y) Largest decline over 3 years	-33.80%	-61.28%	+27.48%
Max Drawdown (5Y) Largest decline over 5 years	—	-61.28%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-61.28%	—
Current Drawdown Current decline from peak	-14.86%	-50.69%	+35.83%
Average Drawdown Average peak-to-trough decline	-7.23%	-18.00%	+10.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.60%	26.72%	-11.12%

Volatility

TLN vs. FICO - Volatility Comparison

Talen Energy Corporation (TLN) has a higher volatility of 18.18% compared to Fair Isaac Corporation (FICO) at 14.02%. This indicates that TLN's price experiences larger fluctuations and is considered to be riskier than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLN	FICO	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.18%	14.02%	+4.16%
Volatility (6M) Calculated over the trailing 6-month period	41.44%	38.62%	+2.82%
Volatility (1Y) Calculated over the trailing 1-year period	56.24%	50.22%	+6.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.96%	40.63%	+9.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.96%	38.02%	+11.94%

Dividends

TLN vs. FICO - Dividend Comparison

Neither TLN nor FICO has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%
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%

Financials

TLN vs. FICO - Profitability Comparison

The chart below illustrates the profitability comparison between Talen Energy Corporation and Fair Isaac Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

TLN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Talen Energy Corporation reported a gross profit of 0.00 and revenue of 1.13B. Therefore, the gross margin over that period was 0.0%.

FICO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a gross profit of 600.48M and revenue of 691.68M. Therefore, the gross margin over that period was 86.8%.

TLN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Talen Energy Corporation reported an operating income of 210.00M and revenue of 1.13B, resulting in an operating margin of 18.6%.

FICO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported an operating income of 402.47M and revenue of 691.68M, resulting in an operating margin of 58.2%.

TLN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Talen Energy Corporation reported a net income of 63.00M and revenue of 1.13B, resulting in a net margin of 5.6%.

FICO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fair Isaac Corporation reported a net income of 264.46M and revenue of 691.68M, resulting in a net margin of 38.2%.

Frequently Asked Questions

Can I hold both TLN and FICO in my portfolio?

TLN and FICO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TLN or FICO?

TLN has higher volatility (18.18%) compared to FICO (14.02%). In terms of maximum drawdown, TLN dropped -33.80% vs FICO's -79.26%.

Which has better risk-adjusted returns?

TLN currently has the higher Sharpe Ratio (0.87 vs -0.65), 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.