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TLN vs. XSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLN vs. XSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Talen Energy Corporation (TLN) and iShares Core Canadian Short Term Bond Index ETF (XSB.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TLN is traded in USD, while XSB.TO is traded in CAD. To make them comparable, the XSB.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TLN achieves a 16.39% return, which is significantly higher than XSB.TO's -1.94% return.


TLN

1D
6.46%
1M
17.14%
YTD
16.39%
6M
17.20%
1Y
51.14%
3Y*
110.91%
5Y*
10Y*

XSB.TO

1D
-0.29%
1M
-2.16%
YTD
-1.94%
6M
-1.24%
1Y
-0.10%
3Y*
2.55%
5Y*
-0.59%
10Y*
0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLN vs. XSB.TO - Yearly Performance Comparison


2026 (YTD)202520242023
TLN
Talen Energy Corporation
16.39%86.05%214.80%38.01%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
-1.94%8.66%-2.39%6.05%

Correlation

The correlation between TLN and XSB.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2023

0.03

The correlation between TLN and XSB.TO shifts across timeframes, from 0.03 (3 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TLN vs. XSB.TO — 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: 6868
Sortino Ratio Rank
TLN Omega Ratio Rank: 6666
Omega Ratio Rank
TLN Calmar Ratio Rank: 7171
Calmar Ratio Rank
TLN Martin Ratio Rank: 6969
Martin Ratio Rank

XSB.TO
XSB.TO Risk / Return Rank: 4949
Overall Rank
XSB.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 5353
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4747
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. XSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and iShares Core Canadian Short Term Bond Index ETF (XSB.TO). 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.


TLNXSB.TODifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.19

1.00

+0.19

Calmar ratioReturn relative to maximum drawdown

1.58

0.00

+1.57

Martin ratioReturn relative to average drawdown

3.15

0.01

+3.14

TLN vs. XSB.TO - Sharpe Ratio Comparison

The current TLN Sharpe Ratio is 0.88, which is higher than the XSB.TO Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of TLN and XSB.TO, 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. XSB.TO - Drawdown Comparison

The maximum TLN drawdown since its inception was -33.80%, which is greater than XSB.TO's maximum drawdown of -28.27%. Use the drawdown chart below to compare losses from any high point for TLN and XSB.TO.


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Drawdown Indicators


TLNXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-28.27%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-32.05%

-3.82%

-28.23%

Max Drawdown (3Y)

Largest decline over 3 years

-33.80%

-7.05%

-26.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

Max Drawdown (10Y)

Largest decline over 10 years

-18.49%

Current Drawdown

Current decline from peak

-2.14%

-9.49%

+7.35%

Average Drawdown

Average peak-to-trough decline

-7.34%

-11.09%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.98%

1.49%

+14.49%

Volatility

TLN vs. XSB.TO - Volatility Comparison

Talen Energy Corporation (TLN) has a higher volatility of 17.71% compared to iShares Core Canadian Short Term Bond Index ETF (XSB.TO) at 1.22%. This indicates that TLN's price experiences larger fluctuations and is considered to be riskier than XSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLNXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.71%

1.22%

+16.49%

Volatility (6M)

Calculated over the trailing 6-month period

42.77%

3.70%

+39.07%

Volatility (1Y)

Calculated over the trailing 1-year period

57.30%

4.72%

+52.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.20%

6.83%

+43.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.20%

7.24%

+42.96%

Dividends

TLN vs. XSB.TO - Dividend Comparison

TLN has not paid dividends to shareholders, while XSB.TO's dividend yield for the trailing twelve months is around 3.10%.


PositionTTM20252024202320222021202020192018201720162015
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%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
3.10%3.15%3.05%2.67%2.28%2.05%2.21%2.39%2.39%2.36%2.36%2.50%

Frequently Asked Questions


TLN and XSB.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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