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SAN.PA vs. TTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SAN.PATTE
YTD Return1.64%10.66%
1Y Return-7.06%23.33%
3Y Return (Ann)6.05%25.40%
5Y Return (Ann)7.57%12.87%
10Y Return (Ann)5.55%6.05%
Sharpe Ratio-0.131.09
Daily Std Dev26.04%20.29%
Max Drawdown-50.84%-59.76%
Current Drawdown-12.26%0.00%

Fundamentals


SAN.PATTE
Market Cap€108.46B$167.06B
EPS€4.30$8.67
PE Ratio20.218.31
PEG Ratio0.857.12
Revenue (TTM)€46.03B$218.94B
Gross Profit (TTM)€31.70B$92.26B
EBITDA (TTM)€12.52B$43.91B

Correlation

-0.50.00.51.00.3

The correlation between SAN.PA and TTE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SAN.PA vs. TTE - Performance Comparison

In the year-to-date period, SAN.PA achieves a 1.64% return, which is significantly lower than TTE's 10.66% return. Over the past 10 years, SAN.PA has underperformed TTE with an annualized return of 5.55%, while TTE has yielded a comparatively higher 6.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.38%
13.84%
SAN.PA
TTE

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Sanofi

TotalEnergies SE

Risk-Adjusted Performance

SAN.PA vs. TTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and TotalEnergies SE (TTE). 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.


SAN.PA
Sharpe ratio
The chart of Sharpe ratio for SAN.PA, currently valued at -0.37, compared to the broader market-2.00-1.000.001.002.003.004.00-0.37
Sortino ratio
The chart of Sortino ratio for SAN.PA, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.006.00-0.28
Omega ratio
The chart of Omega ratio for SAN.PA, currently valued at 0.95, compared to the broader market0.501.001.500.95
Calmar ratio
The chart of Calmar ratio for SAN.PA, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for SAN.PA, currently valued at -0.95, compared to the broader market0.0010.0020.0030.00-0.95
TTE
Sharpe ratio
The chart of Sharpe ratio for TTE, currently valued at 1.28, compared to the broader market-2.00-1.000.001.002.003.004.001.28
Sortino ratio
The chart of Sortino ratio for TTE, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.006.001.73
Omega ratio
The chart of Omega ratio for TTE, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for TTE, currently valued at 1.85, compared to the broader market0.002.004.006.001.85
Martin ratio
The chart of Martin ratio for TTE, currently valued at 6.97, compared to the broader market0.0010.0020.0030.006.97

SAN.PA vs. TTE - Sharpe Ratio Comparison

The current SAN.PA Sharpe Ratio is -0.13, which is lower than the TTE Sharpe Ratio of 1.09. The chart below compares the 12-month rolling Sharpe Ratio of SAN.PA and TTE.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
-0.37
1.28
SAN.PA
TTE

Dividends

SAN.PA vs. TTE - Dividend Comparison

SAN.PA's dividend yield for the trailing twelve months is around 3.90%, less than TTE's 4.32% yield.


TTM20232022202120202019201820172016201520142013
SAN.PA
Sanofi
3.90%3.97%3.71%3.63%4.02%3.44%4.03%4.14%3.83%3.65%3.72%3.61%
TTE
TotalEnergies SE
4.32%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%4.31%

Drawdowns

SAN.PA vs. TTE - Drawdown Comparison

The maximum SAN.PA drawdown since its inception was -50.84%, smaller than the maximum TTE drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for SAN.PA and TTE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-11.85%
0
SAN.PA
TTE

Volatility

SAN.PA vs. TTE - Volatility Comparison

Sanofi (SAN.PA) has a higher volatility of 7.48% compared to TotalEnergies SE (TTE) at 4.49%. This indicates that SAN.PA's price experiences larger fluctuations and is considered to be riskier than TTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
7.48%
4.49%
SAN.PA
TTE

Financials

SAN.PA vs. TTE - Financials Comparison

This section allows you to compare key financial metrics between Sanofi 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. SAN.PA values in EUR, TTE values in USD