TLN vs. VST

Last updated Apr 1, 2026

Compare and contrast key facts about Talen Energy Corporation (TLN) and Vistra Corp. (VST).

Performance

TLN vs. VST - Performance Comparison

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

TLN vs. VST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TLN Talen Energy Corporation	-14.84%	86.05%	214.80%	37.63%
VST Vistra Corp.	-6.69%	17.66%	261.52%	58.97%

Fundamentals

EPS TLN : -$6.81 VST : $4.17
PS Ratio TLN : 5.56 VST : 1.92
Total Revenue (TTM) TLN : $1.85B VST : $17.74B
Gross Profit (TTM) TLN : $638.00M VST : $3.96B
EBITDA (TTM) TLN : $477.00M VST : -$2.59B

Returns By Period

In the year-to-date period, TLN achieves a -14.84% return, which is significantly lower than VST's -6.69% return.

TLN

• 1D: 1.98%
• 1M: -13.95%
• YTD: -14.84%
• 6M: -24.95%
• 1Y: 59.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VST

• 1D: 1.89%
• 1M: -13.43%
• YTD: -6.69%
• 6M: -23.06%
• 1Y: 28.66%
• 3Y*: 86.61%
• 5Y*: 56.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TLN vs. VST — Risk / Return Rank

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

TLN

TLN Risk / Return Rank: 75
TLN Sharpe Ratio Rank: 77
TLN Sortino Ratio Rank: 74
TLN Omega Ratio Rank: 73
TLN Calmar Ratio Rank: 77
TLN Martin Ratio Rank: 76

VST

VST Risk / Return Rank: 59
VST Sharpe Ratio Rank: 61
VST Sortino Ratio Rank: 58
VST Omega Ratio Rank: 57
VST Calmar Ratio Rank: 60
VST Martin Ratio Rank: 59

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. VST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and Vistra Corp. (VST). 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.

	TLN	VST	Difference
Sharpe ratio Return per unit of total volatility	1.06	0.52	+0.55
Sortino ratio Return per unit of downside risk	1.73	1.04	+0.69
Omega ratio Gain probability vs. loss probability	1.23	1.14	+0.10
Calmar ratio Return relative to maximum drawdown	1.92	0.78	+1.14
Martin ratio Return relative to average drawdown	4.66	1.65	+3.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLN vs. VST - Sharpe Ratio Comparison

The current TLN Sharpe Ratio is 1.06, which is higher than the VST Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of TLN and VST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TLN	VST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	0.52	+0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.99	0.73	+1.26

Correlation

The correlation between TLN and VST is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TLN vs. VST - Dividend Comparison

TLN has not paid dividends to shareholders, while VST's dividend yield for the trailing twelve months is around 0.60%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
VST Vistra Corp.	0.60%	0.56%	0.63%	2.13%	3.12%	2.64%	2.75%	2.17%	0.00%	0.00%	14.97%

Drawdowns

TLN vs. VST - Drawdown Comparison

The maximum TLN drawdown since its inception was -33.80%, smaller than the maximum VST drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for TLN and VST.

Drawdown Indicators

	TLN	VST	Difference
Max Drawdown Largest peak-to-trough decline	-33.80%	-53.32%	+19.52%
Max Drawdown (1Y) Largest decline over 1 year	-32.05%	-34.51%	+2.46%
Max Drawdown (5Y) Largest decline over 5 years	—	-48.80%	—
Current Drawdown Current decline from peak	-28.40%	-30.83%	+2.43%
Average Drawdown Average peak-to-trough decline	-6.45%	-13.39%	+6.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.24%	16.29%	-3.05%

Volatility

TLN vs. VST - Volatility Comparison

The current volatility for Talen Energy Corporation (TLN) is 16.97%, while Vistra Corp. (VST) has a volatility of 18.07%. This indicates that TLN experiences smaller price fluctuations and is considered to be less risky than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLN	VST	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.97%	18.07%	-1.10%
Volatility (6M) Calculated over the trailing 6-month period	39.74%	38.53%	+1.21%
Volatility (1Y) Calculated over the trailing 1-year period	56.55%	55.49%	+1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.52%	47.36%	+2.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.52%	42.15%	+7.37%

Financials