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TLN vs. NUKZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLN vs. NUKZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, TLN achieves a 16.88% return, which is significantly higher than NUKZ's 11.95% return.


TLN

1D
0.42%
1M
17.63%
YTD
16.88%
6M
15.64%
1Y
51.78%
3Y*
111.29%
5Y*
10Y*

NUKZ

1D
-0.50%
1M
0.47%
YTD
11.95%
6M
9.32%
1Y
32.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLN vs. NUKZ - Yearly Performance Comparison


2026 (YTD)20252024
TLN
Talen Energy Corporation
16.88%86.05%209.53%
NUKZ
Range Nuclear Renaissance ETF
11.95%56.57%60.11%

Correlation

The correlation between TLN and NUKZ is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2024

0.60

The correlation between TLN and NUKZ has been stable across timeframes, ranging from 0.60 to 0.60 - a consistent structural relationship.

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Return for Risk

TLN vs. NUKZ — Risk / Return Rank

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

TLN
TLN Risk / Return Rank: 6969
Overall Rank
TLN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TLN Sortino Ratio Rank: 6969
Sortino Ratio Rank
TLN Omega Ratio Rank: 6767
Omega Ratio Rank
TLN Calmar Ratio Rank: 7171
Calmar Ratio Rank
TLN Martin Ratio Rank: 7070
Martin Ratio Rank

NUKZ
NUKZ Risk / Return Rank: 3333
Overall Rank
NUKZ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
NUKZ Sortino Ratio Rank: 3131
Sortino Ratio Rank
NUKZ Omega Ratio Rank: 2929
Omega Ratio Rank
NUKZ Calmar Ratio Rank: 4141
Calmar Ratio Rank
NUKZ Martin Ratio Rank: 3333
Martin Ratio Rank
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. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and Range Nuclear Renaissance ETF (NUKZ). 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.


TLNNUKZDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.62

2.00

-0.38

Martin ratioReturn relative to average drawdown

3.25

4.79

-1.54

TLN vs. NUKZ - Sharpe Ratio Comparison

The current TLN Sharpe Ratio is 0.91, which is comparable to the NUKZ Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TLN and NUKZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TLN vs. NUKZ - Drawdown Comparison

The maximum TLN drawdown since its inception was -33.80%, roughly equal to the maximum NUKZ drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for TLN and NUKZ.


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Drawdown Indicators


TLNNUKZDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-33.03%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-32.05%

-16.51%

-15.54%

Max Drawdown (3Y)

Largest decline over 3 years

-33.80%

Current Drawdown

Current decline from peak

-1.73%

-6.74%

+5.01%

Average Drawdown

Average peak-to-trough decline

-7.33%

-6.07%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.98%

6.88%

+9.10%

Volatility

TLN vs. NUKZ - Volatility Comparison

Talen Energy Corporation (TLN) has a higher volatility of 15.87% compared to Range Nuclear Renaissance ETF (NUKZ) at 10.68%. This indicates that TLN's price experiences larger fluctuations and is considered to be riskier than NUKZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLNNUKZDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.87%

10.68%

+5.19%

Volatility (6M)

Calculated over the trailing 6-month period

42.20%

23.04%

+19.16%

Volatility (1Y)

Calculated over the trailing 1-year period

57.39%

30.54%

+26.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.17%

32.87%

+17.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.17%

32.87%

+17.30%

Dividends

TLN vs. NUKZ - Dividend Comparison

TLN has not paid dividends to shareholders, while NUKZ's dividend yield for the trailing twelve months is around 0.81%.


PositionTTM20252024
NUKZ
Range Nuclear Renaissance ETF
0.81%0.91%0.09%
TLN
Talen Energy Corporation
0.00%0.00%0.00%

Frequently Asked Questions


TLN and NUKZ have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLN has higher volatility (15.87%) compared to NUKZ (10.68%). In terms of maximum drawdown, TLN dropped -33.80% vs NUKZ's -33.03%.

NUKZ currently has the higher Sharpe Ratio (1.08 vs 0.91), 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.

Portfolio Optimizer

Find the right allocation for TLN and NUKZ

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