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

Performance

TPR vs. TLN - Performance Comparison

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

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Returns By Period

In the year-to-date period, TPR achieves a 10.89% return, which is significantly higher than TLN's -2.68% return.


TPR

1D
0.57%
1M
5.86%
YTD
10.89%
6M
20.82%
1Y
80.77%
3Y*
52.54%
5Y*
29.87%
10Y*
17.11%

TLN

1D
0.01%
1M
-5.59%
YTD
-2.68%
6M
3.23%
1Y
41.09%
3Y*
99.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPR vs. TLN - Yearly Performance Comparison


2026 (YTD)202520242023
TPR
Tapestry, Inc.
10.89%98.73%82.80%-4.66%
TLN
Talen Energy Corporation
-2.68%86.05%214.80%38.01%

Correlation

The correlation between TPR and TLN is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.30

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

0.30

Fundamentals

Market Cap

TPR:

$29.35B

TLN:

$17.30B

EPS

TPR:

$3.15

TLN:

-$0.44

PS Ratio

TPR:

3.78

TLN:

5.76

PB Ratio

TPR:

43.01

TLN:

16.12

Total Revenue (TTM)

TPR:

$7.85B

TLN:

$3.02B

Gross Profit (TTM)

TPR:

$5.98B

TLN:

$1.06B

EBITDA (TTM)

TPR:

$1.06B

TLN:

$326.00M

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Return for Risk

TPR vs. TLN — Risk / Return Rank

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

TPR
TPR Risk / Return Rank: 8787
Overall Rank
TPR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TPR Sortino Ratio Rank: 8181
Sortino Ratio Rank
TPR Omega Ratio Rank: 8686
Omega Ratio Rank
TPR Calmar Ratio Rank: 8989
Calmar Ratio Rank
TPR Martin Ratio Rank: 8989
Martin Ratio Rank

TLN
TLN Risk / Return Rank: 6565
Overall Rank
TLN Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TLN Sortino Ratio Rank: 6565
Sortino Ratio Rank
TLN Omega Ratio Rank: 6363
Omega Ratio Rank
TLN Calmar Ratio Rank: 6767
Calmar Ratio Rank
TLN Martin Ratio Rank: 6565
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.

TPR vs. TLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tapestry, Inc. (TPR) and Talen Energy Corporation (TLN). 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.


TPRTLNDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.36

1.17

+0.19

Calmar ratioReturn relative to maximum drawdown

4.23

1.29

+2.94

Martin ratioReturn relative to average drawdown

10.73

2.62

+8.11

TPR vs. TLN - Sharpe Ratio Comparison

The current TPR Sharpe Ratio is 1.99, which is higher than the TLN Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of TPR and TLN, 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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Sharpe Ratios by Period


TPRTLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.73

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.98

-1.54

Drawdowns

TPR vs. TLN - Drawdown Comparison

The maximum TPR drawdown since its inception was -82.55%, which is greater than TLN's maximum drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for TPR and TLN.


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Drawdown Indicators


TPRTLNDifference

Max Drawdown

Largest peak-to-trough decline

-82.55%

-33.80%

-48.75%

Max Drawdown (1Y)

Largest decline over 1 year

-19.21%

-32.05%

+12.84%

Max Drawdown (3Y)

Largest decline over 3 years

-39.54%

-33.80%

-5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-41.87%

Max Drawdown (10Y)

Largest decline over 10 years

-79.06%

Current Drawdown

Current decline from peak

-11.72%

-18.18%

+6.46%

Average Drawdown

Average peak-to-trough decline

-27.74%

-7.27%

-20.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

15.71%

-8.16%

Volatility

TPR vs. TLN - Volatility Comparison

The current volatility for Tapestry, Inc. (TPR) is 8.83%, while Talen Energy Corporation (TLN) has a volatility of 16.60%. This indicates that TPR experiences smaller price fluctuations and is considered to be less risky than TLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPRTLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

16.60%

-7.77%

Volatility (6M)

Calculated over the trailing 6-month period

27.95%

41.46%

-13.51%

Volatility (1Y)

Calculated over the trailing 1-year period

40.87%

56.37%

-15.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.24%

49.91%

-9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.23%

49.91%

-5.68%

Dividends

TPR vs. TLN - Dividend Comparison

TPR's dividend yield for the trailing twelve months is around 1.14%, while TLN has not paid dividends to shareholders.


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%
TPR
Tapestry, Inc.
1.14%1.17%2.14%3.53%2.89%1.23%1.09%5.01%3.00%3.06%3.85%4.13%

Financials

TPR vs. TLN - Financials Comparison

This section allows you to compare key financial metrics between Tapestry, Inc. and Talen Energy Corporation. 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


500.00M1.00B1.50B2.00B2.50B20222023202420252026
1.92B
1.13B
(TPR) Total Revenue
(TLN) Total Revenue
Values in USD except per share items

TPR vs. TLN - Profitability Comparison

The chart below illustrates the profitability comparison between Tapestry, Inc. and Talen Energy Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
76.9%
0
Portfolio components
TPR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tapestry, Inc. reported a gross profit of 1.48B and revenue of 1.92B. Therefore, the gross margin over that period was 76.9%.

TLN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Talen Energy Corporation reported a gross profit of 0.00 and revenue of 1.13B. Therefore, the gross margin over that period was 0.0%.

TPR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tapestry, Inc. reported an operating income of 427.50M and revenue of 1.92B, resulting in an operating margin of 22.3%.

TLN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Talen Energy Corporation reported an operating income of 210.00M and revenue of 1.13B, resulting in an operating margin of 18.6%.

TPR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tapestry, Inc. reported a net income of 343.80M and revenue of 1.92B, resulting in a net margin of 17.9%.

TLN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Talen Energy Corporation reported a net income of 63.00M and revenue of 1.13B, resulting in a net margin of 5.6%.


Frequently Asked Questions


TPR and TLN have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLN has higher volatility (16.60%) compared to TPR (8.83%). In terms of maximum drawdown, TPR dropped -82.55% vs TLN's -33.80%.

TPR currently has the higher Sharpe Ratio (1.99 vs 0.73), 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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