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PUST.PA vs. TTE.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PUST.PA vs. TTE.PA

Last updated Jun 13, 2026

PUST.PA (Amundi PEA Nasdaq-100 UCITS ETF Acc) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while TTE.PA (TotalEnergies SE) is a stock. Over the past 10 years, PUST.PA returned 21.15%/yr vs 12.99%/yr for TTE.PA. At a 0.26 correlation, their price movements are largely independent.

Performance

PUST.PA vs. TTE.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and TotalEnergies SE (TTE.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PUST.PA achieves a 18.53% return, which is significantly lower than TTE.PA's 38.86% return. Over the past 10 years, PUST.PA has outperformed TTE.PA with an annualized return of 21.15%, while TTE.PA has yielded a comparatively lower 12.99% annualized return.

PUST.PA

1D
2.51%
1M
2.84%
YTD
18.53%
6M
19.54%
1Y
35.52%
3Y*
23.19%
5Y*
17.60%
10Y*
21.15%

TTE.PA

1D
-2.08%
1M
-1.84%
YTD
38.86%
6M
40.98%
1Y
47.86%
3Y*
18.33%
5Y*
20.50%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PUST.PA vs. TTE.PA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc		18.53%5.71%35.33%50.06%-29.76%38.74%36.04%40.41%4.65%16.05%
TTE.PA
TotalEnergies SE		38.86%12.36%-9.01%10.44%41.51%35.56%-22.51%10.85%5.41%-0.35%

Correlation

The correlation between PUST.PA and TTE.PA is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.14

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

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since May 20, 2014

0.26

The correlation between PUST.PA and TTE.PA shifts across timeframes, from -0.14 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi PEA Nasdaq-100 UCITS ETF Acc

TotalEnergies SE

Often compared with PUST.PA:
PUST.PA vs. LQQ.PAPUST.PA vs. WPEA.PAPUST.PA vs. XLKQ.LPUST.PA vs. ESE.PAPUST.PA vs. SSOPUST.PA vs. BRK-BPUST.PA vs. MGC
Often compared with TTE.PA:
TTE.PA vs. SHELL.ASTTE.PA vs. REP.MCTTE.PA vs. RUI.PATTE.PA vs. FAST.ASTTE.PA vs. CS.PATTE.PA vs. NVOTTE.PA vs. SPY

Return for Risk

PUST.PA vs. TTE.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PUST.PA
PUST.PA Risk / Return Rank: 7373
Overall Rank
PUST.PA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PUST.PA Sortino Ratio Rank: 7474
Sortino Ratio Rank
PUST.PA Omega Ratio Rank: 7474
Omega Ratio Rank
PUST.PA Calmar Ratio Rank: 7676
Calmar Ratio Rank
PUST.PA Martin Ratio Rank: 6363
Martin Ratio Rank
TTE.PA
TTE.PA Risk / Return Rank: 9090
Overall Rank
TTE.PA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TTE.PA Sortino Ratio Rank: 8787
Sortino Ratio Rank
TTE.PA Omega Ratio Rank: 8888
Omega Ratio Rank
TTE.PA Calmar Ratio Rank: 9292
Calmar Ratio Rank
TTE.PA Martin Ratio Rank: 9393
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.

PUST.PA vs. TTE.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.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.

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.

PUST.PATTE.PADifference
Sharpe ratioReturn per unit of total volatility
2.18
2.18

0.00

Sortino ratioReturn per unit of downside risk
2.91
2.77

+0.13

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

3.47

4.87

-1.40

Martin ratioReturn relative to average drawdown

10.06

13.81

-3.75

PUST.PA vs. TTE.PA - Sharpe Ratio Comparison

The current PUST.PA Sharpe Ratio is 2.18, which is comparable to the TTE.PA Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of PUST.PA and TTE.PA, 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

PUST.PA vs. TTE.PA - Drawdown Comparison

The maximum PUST.PA drawdown since its inception was -31.40%, smaller than the maximum TTE.PA drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for PUST.PA and TTE.PA.

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Drawdown Indicators

PUST.PATTE.PADifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-58.68%

+27.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-9.69%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-26.80%

-26.71%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-26.71%

-4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-58.68%

+27.28%

Current Drawdown

Current decline from peak

-2.76%

-5.60%

+2.84%

Average Drawdown

Average peak-to-trough decline

-5.85%

-14.67%

+8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.44%

+0.06%

Volatility

PUST.PA vs. TTE.PA - Volatility Comparison

The current volatility for Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) is 5.38%, while TotalEnergies SE (TTE.PA) has a volatility of 6.18%. This indicates that PUST.PA experiences smaller price fluctuations and is considered to be less risky 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

PUST.PATTE.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

6.18%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

17.52%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

21.75%

-5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.89%

24.36%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

26.39%

-6.66%

Dividends

PUST.PA vs. TTE.PA - Dividend Comparison

PUST.PA has not paid dividends to shareholders, while TTE.PA's dividend yield for the trailing twelve months is around 4.45%.

PositionTTM20252024202320222021202020192018201720162015
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTE.PA
TotalEnergies SE		4.45%7.43%5.73%4.64%6.26%5.92%7.59%3.94%5.46%5.36%5.01%5.91%

Frequently Asked Questions

PUST.PA and TTE.PA 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.

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