TLN vs. FICO

Last updated Apr 1, 2026

Compare and contrast key facts about Talen Energy Corporation (TLN) and Fair Isaac Corporation (FICO).

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.

TLN vs. FICO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TLN Talen Energy Corporation	-14.84%	86.05%	214.80%	37.63%
FICO Fair Isaac Corporation	-36.86%	-15.08%	71.04%	47.19%

Fundamentals

EPS TLN : -$6.81 FICO : $27.15
PS Ratio TLN : 5.56 FICO : 12.54
Total Revenue (TTM) TLN : $1.85B FICO : $2.06B
Gross Profit (TTM) TLN : $638.00M FICO : $1.71B
EBITDA (TTM) TLN : $477.00M FICO : $1.00B

Returns By Period

In the year-to-date period, TLN achieves a -14.84% return, which is significantly higher than FICO's -36.86% return.

TLN

• 1D: 1.98%
• 1M: -13.95%
• YTD: -14.84%
• 6M: -24.95%
• 1Y: 59.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FICO

• 1D: 1.87%
• 1M: -24.25%
• YTD: -36.86%
• 6M: -28.67%
• 1Y: -42.11%
• 3Y*: 14.96%
• 5Y*: 16.34%
• 10Y*: 25.66%

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

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: 75
TLN Sharpe Ratio Rank: 77
TLN Sortino Ratio Rank: 74
TLN Omega Ratio Rank: 73
TLN Calmar Ratio Rank: 77
TLN Martin Ratio Rank: 76

FICO

FICO Risk / Return Rank: 11
FICO Sharpe Ratio Rank: 9
FICO Sortino Ratio Rank: 11
FICO Omega Ratio Rank: 11
FICO Calmar Ratio Rank: 15
FICO Martin Ratio Rank: 11

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	1.06	-0.81	+1.87
Sortino ratio Return per unit of downside risk	1.73	-1.02	+2.75
Omega ratio Gain probability vs. loss probability	1.23	0.86	+0.37
Calmar ratio Return relative to maximum drawdown	1.92	-0.76	+2.69
Martin ratio Return relative to average drawdown	4.66	-1.48	+6.13
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 1.06, which is higher than the FICO Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of TLN and FICO, 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	FICO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	-0.81	+1.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.99	0.48	+1.51

Correlation

The correlation between TLN and FICO is 0.21, 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.

Dividends

TLN vs. FICO - Dividend Comparison

Neither TLN nor FICO has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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%

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%	-54.90%	+22.85%
Max Drawdown (5Y) Largest decline over 5 years	—	-58.24%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-58.24%	—
Current Drawdown Current decline from peak	-28.40%	-55.19%	+26.79%
Average Drawdown Average peak-to-trough decline	-6.45%	-17.82%	+11.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.24%	28.31%	-15.07%

Volatility

TLN vs. FICO - Volatility Comparison

The current volatility for Talen Energy Corporation (TLN) is 16.97%, while Fair Isaac Corporation (FICO) has a volatility of 22.06%. This indicates that TLN experiences smaller price fluctuations and is considered to be less risky 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	16.97%	22.06%	-5.09%
Volatility (6M) Calculated over the trailing 6-month period	39.74%	38.56%	+1.18%
Volatility (1Y) Calculated over the trailing 1-year period	56.55%	52.35%	+4.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.52%	39.49%	+10.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.52%	37.39%	+12.13%

Financials