TLN vs. QQQ
TLN (Talen Energy Corporation) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past year, TLN returned -11.62% vs 24.81% for QQQ. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
TLN vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, TLN achieves a -10.87% return, which is significantly lower than QQQ's 12.26% return.
TLN
- 1D
- 0.47%
- 1M
- -8.38%
- 6M
- -4.09%
- YTD
- -10.87%
- 1Y
- -11.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 63.88%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $30.32B | $28.40B | $31.45B | |
| $238.78M | $242.43M | $311.38M |
TLN vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TLN Talen Energy Corporation | -10.87% | 86.05% | 66.50% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 3.01% |
Correlation
The correlation between TLN and QQQ is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2024 | 0.49 |
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Return for Risk
TLN vs. QQQ — Risk / Return Rank
TLN
QQQ
TLN vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.88 | -2.24 |
| Martin ratioReturn relative to average drawdown | -0.68 | 6.00 | -6.68 |
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Drawdowns
TLN vs. QQQ - Drawdown Comparison
The maximum TLN drawdown since its inception was -33.80%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for TLN and QQQ.
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Drawdown Indicators
| TLN | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -82.97% | +49.17% |
Max Drawdown (1Y)Largest decline over 1 year | -32.05% | -11.96% | -20.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.77% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -25.06% | -7.69% | -17.37% |
Average DrawdownAverage peak-to-trough decline | -11.01% | -32.62% | +21.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.88% | 3.74% | +13.14% |
Volatility
TLN vs. QQQ - Volatility Comparison
Talen Energy Corporation (TLN) has a higher volatility of 16.36% compared to Invesco QQQ ETF (QQQ) at 6.87%. This indicates that TLN's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLN | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.36% | 6.87% | +9.49% |
Volatility (6M)Calculated over the trailing 6-month period | 40.74% | 16.08% | +24.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.11% | 19.38% | +33.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.96% | 22.90% | +37.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.96% | 22.50% | +37.46% |
Dividends
TLN vs. QQQ - Dividend Comparison
TLN has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
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% |
Frequently Asked Questions
TLN and QQQ have a correlation of 0.49, 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 QQQ (6.87%). In terms of maximum drawdown, TLN dropped -33.80% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 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.
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