FR.PA vs. TTE.PA
FR.PA (Valeo SA) and TTE.PA (TotalEnergies SE) are both stocks. FR.PA operates in Auto Parts (Consumer Cyclical), while TTE.PA operates in Oil & Gas Integrated (Energy). Over the past 10 years, FR.PA returned -7.63%/yr vs 12.48%/yr for TTE.PA. At a 0.34 correlation, their price movements are largely independent.
Performance
FR.PA vs. TTE.PA - Performance Comparison
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Returns By Period
In the year-to-date period, FR.PA achieves a 38.36% return, which is significantly lower than TTE.PA's 40.67% return. Over the past 10 years, FR.PA has underperformed TTE.PA with an annualized return of -7.63%, while TTE.PA has yielded a comparatively higher 12.48% annualized return.
FR.PA
- 1D
- -6.49%
- 1M
- 50.66%
- YTD
- 38.36%
- 6M
- 41.77%
- 1Y
- 82.85%
- 3Y*
- -3.02%
- 5Y*
- -8.42%
- 10Y*
- -7.63%
TTE.PA
- 1D
- -0.26%
- 1M
- -2.42%
- YTD
- 40.67%
- 6M
- 38.85%
- 1Y
- 56.88%
- 3Y*
- 18.34%
- 5Y*
- 21.21%
- 10Y*
- 12.48%
FR.PA vs. TTE.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FR.PA Valeo SA | 38.36% | 31.07% | -30.70% | -15.00% | -36.05% | -16.74% | 3.69% | 29.46% | -58.08% | 16.29% |
TTE.PA TotalEnergies SE | 40.67% | 12.36% | -9.01% | 10.44% | 41.51% | 35.56% | -22.51% | 10.85% | 5.40% | -0.34% |
Correlation
The correlation between FR.PA and TTE.PA is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 1991 | 0.34 |
The correlation between FR.PA and TTE.PA shifts across timeframes, from -0.04 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FR.PA vs. TTE.PA — Risk / Return Rank
FR.PA
TTE.PA
FR.PA vs. TTE.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valeo SA (FR.PA) and TotalEnergies SE (TTE.PA). 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.
| FR.PA | TTE.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.44 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 5.78 | -2.81 |
| Martin ratioReturn relative to average drawdown | 7.89 | 16.78 | -8.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FR.PA | TTE.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 2.58 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.86 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.17 | 0.47 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.40 | -0.25 |
Drawdowns
FR.PA vs. TTE.PA - Drawdown Comparison
The maximum FR.PA drawdown since its inception was -88.08%, which is greater than TTE.PA's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for FR.PA and TTE.PA.
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Drawdown Indicators
| FR.PA | TTE.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.08% | -58.69% | -29.39% |
Max Drawdown (1Y)Largest decline over 1 year | -27.41% | -9.69% | -17.72% |
Max Drawdown (3Y)Largest decline over 3 years | -67.64% | -26.72% | -40.92% |
Max Drawdown (5Y)Largest decline over 5 years | -75.12% | -26.72% | -48.40% |
Max Drawdown (10Y)Largest decline over 10 years | -87.87% | -58.69% | -29.18% |
Current DrawdownCurrent decline from peak | -69.93% | -4.36% | -65.57% |
Average DrawdownAverage peak-to-trough decline | -41.75% | -12.46% | -29.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.39% | 3.36% | +7.03% |
Volatility
FR.PA vs. TTE.PA - Volatility Comparison
Valeo SA (FR.PA) has a higher volatility of 21.67% compared to TotalEnergies SE (TTE.PA) at 6.43%. This indicates that FR.PA's price experiences larger fluctuations and is considered to be riskier than TTE.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FR.PA | TTE.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.67% | 6.43% | +15.24% |
Volatility (6M)Calculated over the trailing 6-month period | 36.45% | 17.42% | +19.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.28% | 21.76% | +25.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.83% | 24.35% | +21.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.28% | 26.42% | +17.86% |
Dividends
FR.PA vs. TTE.PA - Dividend Comparison
FR.PA's dividend yield for the trailing twelve months is around 2.83%, less than TTE.PA's 4.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR.PA Valeo SA | 2.83% | 3.61% | 4.30% | 2.73% | 2.10% | 1.13% | 0.62% | 3.98% | 4.90% | 2.01% | 1.83% | 1.54% |
TTE.PA TotalEnergies SE | 4.39% | 7.43% | 5.73% | 4.64% | 6.26% | 5.92% | 7.59% | 3.94% | 5.46% | 5.36% | 5.01% | 5.91% |
Financials
FR.PA vs. TTE.PA - Financials Comparison
This section allows you to compare key financial metrics between Valeo SA and TotalEnergies SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FR.PA and TTE.PA have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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