Talos Energy Inc. (TALO) displayed a highly uneven return profile across the examined horizons, delivering strong positive performance in the medium term but underperforming its sector benchmark over longer intervals. The stock posted a 31.03% total return over six months, outpacing the XLE sector ETF by 23.17 percentage points, while its one‑year gain of 70.28% exceeded sector alpha by 51.29 points. Conversely, multi‑year periods show deteriorating relative performance, with only a 4.11% three‑year return lagging the sector by 61.80 points and a negative five‑year total return of -7.67%, trailing the sector by 79.49 points.

Talos Energy Inc. (TALO) exhibits markedly higher price variability than the broader market, with an annualized volatility of 64.38% versus the S&P 500's 17.78%, indicating more than three‑times the typical stock swing. The elevated short‑term (60‑day) volatility of 52.78% and 252‑day volatility of 48.92% both sit above its long‑term average, suggesting persistent turbulence rather than a temporary spike. Downside risk is pronounced: a downside deviation of 44.61% reflects that negative returns dominate the dispersion, while an historic maximum drawdown of –86.34% over a 20‑month plunge from August 2018 to April 2020 underscores deep and prolonged loss potential that has not yet been recovered.

Talos Energy Inc. (TALO) exhibits a trailing market beta of 1.254, placing it in the aggressive range (>1.2) and indicating that its equity price tends to move more than the S&P 500 on average. The upside beta of 0.988 suggests near‑market sensitivity when the broader market rises, while the downside beta of 1.558 shows substantially higher responsiveness during market declines, highlighting pronounced asymmetry that can amplify losses in bearish environments. With an R-squared of 14.3% against the S&P 500, only a small fraction of TALO’s price variation is explained by overall market movements, meaning the majority (85.7%) is idiosyncratic and potentially diversifiable, whereas its sector beta of 1.449 and sector correlation of 0.715 imply that sector dynamics drive more than half (51.1% R²) of its variance, underscoring significant exposure to energy‑sector trends.

Talos Energy Inc. (TALO) delivers a modest risk-adjusted return profile as indicated by its Sharpe ratio of 0.089, which falls well below the benchmark threshold of 1.0 and signals that total returns barely exceed the risk‑free rate after accounting for total volatility. The Sortino ratio of 0.128 exceeds the Sharpe figure, suggesting that the stock’s downside volatility is lower than its overall volatility and that investors are being compensated slightly better for adverse price movements. However, other risk-adjusted metrics—Calmar at 0.108, Information Ratio at -0.083, and a Treynor ratio of 4.55—highlight limited upside potential relative to drawdown severity, negative alpha generation, and a relatively high systematic risk exposure.

Talos Energy Inc. (TALO) exhibits markedly different return characteristics depending on the prevailing market regime. In a Bull-LowVol environment, where the S&P 500 is trending upward with modest volatility, TALO delivers an average monthly gain of 1.08%, reflecting strong participation in broad equity rallies. By contrast, during Bull-HighVol periods—characterized by heightened market turbulence despite an overall uptrend—the stock’s average return falls to just 0.5% per month, indicating sensitivity to volatility spikes that dampen its upside momentum. In bear markets the picture is more nuanced: under Bear-LowVol conditions TALO suffers a steep monthly decline of -4.53%, while in Bear-HighVol episodes it surprisingly posts a modest gain of 1.65%, suggesting some defensive resilience when market stress intensifies. The company’s capture metrics further illuminate its risk‑return profile. An upside capture ratio of 123.6% signals that TALO outperforms the S&P 500 on the upside, yet a downside capture of 155.6% reveals that losses during down markets are amplified relative to the benchmark. The resulting capture ratio (upside/downside) of 0.79 is below the ideal threshold of 1.0, highlighting an asymmetry where defensive protection is limited. Given the current Bull-HighVol regime, investors can expect muted upside contribution from TALO and should be mindful of its elevated downside sensitivity if market conditions shift.