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TLN vs. SGMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TLN vs. SGMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Talen Energy Corporation (TLN) and Sagimet Biosciences Inc. (SGMT). 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 -3.81% return, which is significantly lower than SGMT's 9.46% return.


TLN

1D
4.56%
1M
2.17%
YTD
-3.81%
6M
1.17%
1Y
30.08%
3Y*
98.02%
5Y*
10Y*

SGMT

1D
0.78%
1M
-12.08%
YTD
9.46%
6M
4.01%
1Y
-21.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLN vs. SGMT - Yearly Performance Comparison


2026 (YTD)202520242023
TLN
Talen Energy Corporation
-3.81%86.05%214.80%23.67%
SGMT
Sagimet Biosciences Inc.
9.46%31.56%-16.97%-65.03%

Correlation

The correlation between TLN and SGMT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2023

0.10

Fundamentals

Market Cap

TLN:

$17.10B

SGMT:

$210.99M

EPS

TLN:

-$0.44

SGMT:

-$1.34

PB Ratio

TLN:

15.94

SGMT:

2.06

Total Revenue (TTM)

TLN:

$3.02B

SGMT:

$0.00

Gross Profit (TTM)

TLN:

$1.06B

SGMT:

$0.00

EBITDA (TTM)

TLN:

$326.00M

SGMT:

-$48.74M

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Return for Risk

TLN vs. SGMT — Risk / Return Rank

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

TLN
TLN Risk / Return Rank: 6161
Overall Rank
TLN Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TLN Sortino Ratio Rank: 6161
Sortino Ratio Rank
TLN Omega Ratio Rank: 5858
Omega Ratio Rank
TLN Calmar Ratio Rank: 6363
Calmar Ratio Rank
TLN Martin Ratio Rank: 6262
Martin Ratio Rank

SGMT
SGMT Risk / Return Rank: 3232
Overall Rank
SGMT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SGMT Sortino Ratio Rank: 3737
Sortino Ratio Rank
SGMT Omega Ratio Rank: 3636
Omega Ratio Rank
SGMT Calmar Ratio Rank: 2828
Calmar Ratio Rank
SGMT Martin Ratio Rank: 2929
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. SGMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and Sagimet Biosciences Inc. (SGMT). 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.


TLNSGMTDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.14

1.02

+0.12

Calmar ratioReturn relative to maximum drawdown

0.98

-0.45

+1.42

Martin ratioReturn relative to average drawdown

1.96

-0.73

+2.69

TLN vs. SGMT - Sharpe Ratio Comparison

The current TLN Sharpe Ratio is 0.55, which is higher than the SGMT Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of TLN and SGMT, 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. SGMT - Drawdown Comparison

The maximum TLN drawdown since its inception was -33.80%, smaller than the maximum SGMT drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for TLN and SGMT.


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Drawdown Indicators


TLNSGMTDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-89.69%

+55.89%

Max Drawdown (1Y)

Largest decline over 1 year

-32.05%

-55.57%

+23.52%

Max Drawdown (3Y)

Largest decline over 3 years

-33.80%

Current Drawdown

Current decline from peak

-19.13%

-64.82%

+45.69%

Average Drawdown

Average peak-to-trough decline

-7.33%

-65.85%

+58.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.94%

33.91%

-17.97%

Volatility

TLN vs. SGMT - Volatility Comparison

Talen Energy Corporation (TLN) has a higher volatility of 17.27% compared to Sagimet Biosciences Inc. (SGMT) at 13.28%. This indicates that TLN's price experiences larger fluctuations and is considered to be riskier than SGMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLNSGMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.27%

13.28%

+3.99%

Volatility (6M)

Calculated over the trailing 6-month period

42.00%

59.70%

-17.70%

Volatility (1Y)

Calculated over the trailing 1-year period

56.34%

100.42%

-44.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.98%

150.96%

-100.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.98%

150.96%

-100.98%

Dividends

TLN vs. SGMT - Dividend Comparison

Neither TLN nor SGMT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TLN vs. SGMT - Financials Comparison

This section allows you to compare key financial metrics between Talen Energy Corporation and Sagimet Biosciences 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M1.00B1.20BAprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.13B
0
(TLN) Total Revenue
(SGMT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TLN and SGMT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLN has higher volatility (17.27%) compared to SGMT (13.28%). In terms of maximum drawdown, TLN dropped -33.80% vs SGMT's -89.69%.

TLN currently has the higher Sharpe Ratio (0.55 vs -0.27), 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 SGMT

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

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