TLN vs. IBKR

Last updated Jun 13, 2026

TLN (Talen Energy Corporation) and IBKR (Interactive Brokers Group, Inc.) are both stocks. TLN operates in Utilities - Independent Power Producers (Utilities), while IBKR operates in Capital Markets (Financial Services). Over the past 3 years, TLN returned 98.02%/yr vs 67.33%/yr for IBKR. At a 0.34 correlation, their price movements are largely independent.

Performance

TLN vs. IBKR - Performance Comparison

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

Returns By Period

In the year-to-date period, TLN achieves a -3.81% return, which is significantly lower than IBKR's 41.50% return.

TLN

• 1D: 4.56%
• 1M: 7.87%
• YTD: -3.81%
• 6M: 1.17%
• 1Y: 30.08%
• 3Y*: 98.02%
• 5Y*: —
• 10Y*: —

IBKR

• 1D: 2.23%
• 1M: 4.48%
• YTD: 41.50%
• 6M: 41.85%
• 1Y: 80.51%
• 3Y*: 67.33%
• 5Y*: 41.64%
• 10Y*: 26.54%

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

TLN vs. IBKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TLN Talen Energy Corporation	-3.81%	86.05%	214.80%	38.01%
IBKR Interactive Brokers Group, Inc.	41.50%	46.37%	114.43%	5.90%

Correlation

The correlation between TLN and IBKR is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jun 2, 2023	0.34

The correlation between TLN and IBKR shifts across timeframes, from 0.34 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TLN : $17.10B IBKR : $40.72B
EPS TLN : -$0.44 IBKR : $3.76
PS Ratio TLN : 5.70 IBKR : 4.66
PB Ratio TLN : 15.94 IBKR : 1.92
Total Revenue (TTM) TLN : $3.02B IBKR : $8.69B
Gross Profit (TTM) TLN : $1.06B IBKR : $7.75B
EBITDA (TTM) TLN : $326.00M IBKR : $7.07B

Return for Risk

TLN vs. IBKR — Risk / Return Rank

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

TLN

TLN Risk / Return Rank: 61
TLN Sharpe Ratio Rank: 62
TLN Sortino Ratio Rank: 61
TLN Omega Ratio Rank: 58
TLN Calmar Ratio Rank: 63
TLN Martin Ratio Rank: 62

IBKR

IBKR Risk / Return Rank: 88
IBKR Sharpe Ratio Rank: 90
IBKR Sortino Ratio Rank: 86
IBKR Omega Ratio Rank: 84
IBKR Calmar Ratio Rank: 90
IBKR Martin Ratio Rank: 89

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. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and Interactive Brokers Group, Inc. (IBKR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TLN	IBKR	Difference
Sharpe ratio: Return per unit of total volatility	0.55	2.08	-1.53
Sortino ratio: Return per unit of downside risk	1.19	2.67	-1.48
Omega ratio: Gain probability vs. loss probability	1.14	1.33	-0.18
Calmar ratio: Return relative to maximum drawdown	0.98	4.20	-3.22
Martin ratio: Return relative to average drawdown	1.96	10.65	-8.70

TLN vs. IBKR - Sharpe Ratio Comparison

The current TLN Sharpe Ratio is 0.55, which is lower than the IBKR Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of TLN and IBKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TLN vs. IBKR - Drawdown Comparison

The maximum TLN drawdown since its inception was -33.80%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for TLN and IBKR.

Drawdown Indicators

	TLN	IBKR	Difference
Max Drawdown Largest peak-to-trough decline	-33.80%	-63.66%	+29.86%
Max Drawdown (1Y) Largest decline over 1 year	-32.05%	-18.70%	-13.35%
Max Drawdown (3Y) Largest decline over 3 years	-33.80%	-38.66%	+4.86%
Max Drawdown (5Y) Largest decline over 5 years	—	-38.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-55.09%	—
Current Drawdown Current decline from peak	-19.13%	0.00%	-19.13%
Average Drawdown Average peak-to-trough decline	-7.33%	-24.85%	+17.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.94%	7.35%	+8.59%

Volatility

TLN vs. IBKR - Volatility Comparison

Talen Energy Corporation (TLN) has a higher volatility of 17.27% compared to Interactive Brokers Group, Inc. (IBKR) at 11.31%. This indicates that TLN's price experiences larger fluctuations and is considered to be riskier than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLN	IBKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.27%	11.31%	+5.96%
Volatility (6M) Calculated over the trailing 6-month period	42.00%	27.82%	+14.18%
Volatility (1Y) Calculated over the trailing 1-year period	56.34%	37.67%	+18.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.98%	34.50%	+15.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.98%	33.37%	+16.61%

Dividends

TLN vs. IBKR - Dividend Comparison

TLN has not paid dividends to shareholders, while IBKR's dividend yield for the trailing twelve months is around 0.36%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IBKR Interactive Brokers Group, Inc.	0.36%	0.47%	0.48%	0.48%	0.55%	0.50%	0.66%	0.86%	0.73%	0.68%	1.10%	0.92%
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

Frequently Asked Questions

Can I hold both TLN and IBKR in my portfolio?

TLN and IBKR have a correlation of 0.45, 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 IBKR?

TLN has higher volatility (17.27%) compared to IBKR (11.31%). In terms of maximum drawdown, TLN dropped -33.80% vs IBKR's -63.66%.

Which has better risk-adjusted returns?

IBKR currently has the higher Sharpe Ratio (2.08 vs 0.55), 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.