PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, TLN achieves a -10.87% return, which is significantly lower than NUKZ's 0.28% return.


TLN

1D
0.47%
1M
-8.38%
6M
-4.09%
YTD
-10.87%
1Y
-11.62%
3Y*
5Y*
10Y*
ALL TIME*
63.88%

NUKZ

1D
-0.20%
1M
-4.27%
6M
-8.28%
YTD
0.28%
1Y
9.75%
3Y*
5Y*
10Y*
ALL TIME*
44.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.06M$6.01M$8.30M
$238.78M$242.43M$311.38M

TLN vs. NUKZ - Yearly Performance Comparison


2026 (YTD)20252024
TLN
Talen Energy Corporation
-10.87%86.05%66.50%
NUKZ
Range Nuclear Renaissance ETF
0.28%56.57%21.90%

Correlation

The correlation between TLN and NUKZ is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2024

0.64

The correlation between TLN and NUKZ has been stable across timeframes, ranging from 0.61 to 0.64 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TLN vs. NUKZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TLN
TLN Risk / Return Rank: 3333
Overall Rank
TLN Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TLN Sortino Ratio Rank: 3434
Sortino Ratio Rank
TLN Omega Ratio Rank: 3434
Omega Ratio Rank
TLN Calmar Ratio Rank: 3232
Calmar Ratio Rank
TLN Martin Ratio Rank: 3232
Martin Ratio Rank

NUKZ
NUKZ Risk / Return Rank: 1616
Overall Rank
NUKZ Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
NUKZ Sortino Ratio Rank: 1717
Sortino Ratio Rank
NUKZ Omega Ratio Rank: 1616
Omega Ratio Rank
NUKZ Calmar Ratio Rank: 1717
Calmar Ratio Rank
NUKZ Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

-0.44

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.01

1.06

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.36

0.33

-0.69

Martin ratioReturn relative to average drawdown

-0.68

0.80

-1.48

TLN vs. NUKZ - Sharpe Ratio Comparison

The current TLN Sharpe Ratio is -0.22, which is lower than the NUKZ Sharpe Ratio of 0.22. 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.


Loading charts...

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.


Loading charts...

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%

-20.29%

-11.76%

Current Drawdown

Current decline from peak

-25.06%

-16.46%

-8.60%

Average Drawdown

Average peak-to-trough decline

-11.01%

-6.44%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.88%

8.42%

+8.46%

Volatility

TLN vs. NUKZ - Volatility Comparison

Talen Energy Corporation (TLN) has a higher volatility of 16.36% compared to Range Nuclear Renaissance ETF (NUKZ) at 9.21%. 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.


Loading charts...

Volatility by Period


TLNNUKZDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.36%

9.21%

+7.15%

Volatility (6M)

Calculated over the trailing 6-month period

40.74%

23.79%

+16.95%

Volatility (1Y)

Calculated over the trailing 1-year period

53.11%

31.03%

+22.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.96%

32.74%

+27.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.96%

32.74%

+27.22%

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 0.91%.


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

Frequently Asked Questions


TLN and NUKZ have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLN has higher volatility (16.36%) compared to NUKZ (9.21%). In terms of maximum drawdown, TLN dropped -33.80% vs NUKZ's -33.03%.

NUKZ currently has the higher Sharpe Ratio (0.22 vs -0.22), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer