TLN vs. NEGG
TLN (Talen Energy Corporation) and NEGG (Newegg Commerce, Inc.) are both stocks. TLN operates in Utilities - Independent Power Producers (Utilities), while NEGG operates in Internet Retail (Consumer Cyclical). Over the past 3 years, TLN returned 98.02%/yr vs -9.01%/yr for NEGG. At a 0.15 correlation, their price movements are largely independent.
Performance
TLN vs. NEGG - Performance Comparison
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Returns By Period
In the year-to-date period, TLN achieves a -3.81% return, which is significantly higher than NEGG's -63.49% return.
TLN
- 1D
- 4.56%
- 1M
- 2.71%
- YTD
- -3.81%
- 6M
- 1.17%
- 1Y
- 31.11%
- 3Y*
- 98.02%
- 5Y*
- —
- 10Y*
- —
NEGG
- 1D
- -0.43%
- 1M
- -20.37%
- YTD
- -63.49%
- 6M
- -70.11%
- 1Y
- 77.83%
- 3Y*
- -9.01%
- 5Y*
- -38.30%
- 10Y*
- -23.00%
TLN vs. NEGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TLN Talen Energy Corporation | -3.81% | 86.05% | 214.80% | 38.01% |
NEGG Newegg Commerce, Inc. | -63.49% | 540.26% | -68.54% | 17.76% |
Correlation
The correlation between TLN and NEGG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2023 | 0.15 |
Fundamentals
TLN:
-$0.44
NEGG:
-$1.16
TLN:
5.70
NEGG:
0.28
TLN:
$3.02B
NEGG:
$1.31B
TLN:
$1.06B
NEGG:
$148.16M
TLN:
$326.00M
NEGG:
-$19.73M
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Return for Risk
TLN vs. NEGG — Risk / Return Rank
TLN
NEGG
TLN vs. NEGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and Newegg Commerce, Inc. (NEGG). 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 | NEGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.90 | +0.07 |
| Martin ratioReturn relative to average drawdown | 1.96 | 1.35 | +0.61 |
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Drawdowns
TLN vs. NEGG - Drawdown Comparison
The maximum TLN drawdown since its inception was -33.80%, smaller than the maximum NEGG drawdown of -99.83%. Use the drawdown chart below to compare losses from any high point for TLN and NEGG.
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Drawdown Indicators
| TLN | NEGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -99.83% | +66.03% |
Max Drawdown (1Y)Largest decline over 1 year | -32.05% | -86.90% | +54.85% |
Max Drawdown (3Y)Largest decline over 3 years | -33.80% | -90.28% | +56.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.74% | — |
Current DrawdownCurrent decline from peak | -19.13% | -99.08% | +79.95% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -85.54% | +78.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.94% | 58.06% | -42.12% |
Volatility
TLN vs. NEGG - Volatility Comparison
The current volatility for Talen Energy Corporation (TLN) is 17.27%, while Newegg Commerce, Inc. (NEGG) has a volatility of 22.82%. This indicates that TLN experiences smaller price fluctuations and is considered to be less risky than NEGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLN | NEGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.27% | 22.82% | -5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 42.00% | 64.39% | -22.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.34% | 182.18% | -125.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.98% | 152.40% | -102.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.98% | 145.24% | -95.26% |
Dividends
TLN vs. NEGG - Dividend Comparison
Neither TLN nor NEGG has paid dividends to shareholders.
Financials
TLN vs. NEGG - Financials Comparison
This section allows you to compare key financial metrics between Talen Energy Corporation and Newegg Commerce, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TLN and NEGG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEGG has higher volatility (22.82%) compared to TLN (17.27%). In terms of maximum drawdown, TLN dropped -33.80% vs NEGG's -99.83%.
TLN currently has the higher Sharpe Ratio (0.55 vs 0.43), 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.
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