VST vs. TLN

Last updated Apr 1, 2026

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

Performance

VST vs. TLN - Performance Comparison

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

VST vs. TLN - Yearly Performance Comparison

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

Fundamentals

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

Returns By Period

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

VST

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

TLN

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

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

Return for Risk

VST vs. TLN — Risk / Return Rank

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

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

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

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.

VST vs. TLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) 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.

	VST	TLN	Difference
Sharpe ratio Return per unit of total volatility	0.52	1.06	-0.55
Sortino ratio Return per unit of downside risk	1.04	1.73	-0.69
Omega ratio Gain probability vs. loss probability	1.14	1.23	-0.10
Calmar ratio Return relative to maximum drawdown	0.78	1.92	-1.14
Martin ratio Return relative to average drawdown	1.65	4.66	-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.

VST vs. TLN - Sharpe Ratio Comparison

The current VST Sharpe Ratio is 0.52, which is lower than the TLN Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of VST and TLN, 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

	VST	TLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	1.06	-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	0.73	1.99	-1.26

Correlation

The correlation between VST and TLN 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

VST vs. TLN - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
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%

Drawdowns

VST vs. TLN - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

VST vs. TLN - Volatility Comparison

Vistra Corp. (VST) has a higher volatility of 18.07% compared to Talen Energy Corporation (TLN) at 16.97%. This indicates that VST's price experiences larger fluctuations and is considered to be riskier than TLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

Financials