TLN vs. FICO

In the year-to-date period, TLN achieves a 8.60% return, which is significantly higher than FICO's -14.71% return.

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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.

The current TLN Sharpe Ratio is 4.18, which is higher than the FICO Sharpe Ratio of 1.13. 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.

Neither TLN nor FICO has paid dividends to shareholders.

The maximum TLN drawdown since its inception was -23.13%, 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. For additional features, visit the drawdowns tool.

Talen Energy Corporation (TLN) has a higher volatility of 28.93% compared to Fair Isaac Corporation (FICO) at 7.31%. 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.

This section allows you to compare key financial metrics between Talen Energy Corporation and Fair Isaac Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.