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STLA vs. TTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STLA and TTE is 0.44, 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.


-0.50.00.51.00.4

Performance

STLA vs. TTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellantis N.V. (STLA) and TotalEnergies SE (TTE). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-2.18%
49.16%
STLA
TTE

Key characteristics

Sharpe Ratio

STLA:

-1.15

TTE:

-0.76

Sortino Ratio

STLA:

-1.54

TTE:

-0.93

Omega Ratio

STLA:

0.80

TTE:

0.89

Calmar Ratio

STLA:

-0.72

TTE:

-0.59

Martin Ratio

STLA:

-1.21

TTE:

-1.61

Ulcer Index

STLA:

33.00%

TTE:

9.53%

Daily Std Dev

STLA:

34.76%

TTE:

20.05%

Max Drawdown

STLA:

-55.05%

TTE:

-59.76%

Current Drawdown

STLA:

-53.16%

TTE:

-25.48%

Fundamentals

Market Cap

STLA:

$38.39B

TTE:

$123.91B

EPS

STLA:

$4.58

TTE:

$7.09

PE Ratio

STLA:

2.91

TTE:

7.65

PEG Ratio

STLA:

1.77

TTE:

7.12

Total Revenue (TTM)

STLA:

$218.75B

TTE:

$203.26B

Gross Profit (TTM)

STLA:

$40.30B

TTE:

$33.05B

EBITDA (TTM)

STLA:

$29.04B

TTE:

$42.49B

Returns By Period

In the year-to-date period, STLA achieves a -40.94% return, which is significantly lower than TTE's -16.55% return.


STLA

YTD

-40.94%

1M

0.31%

6M

-37.12%

1Y

-40.97%

5Y*

N/A

10Y*

N/A

TTE

YTD

-16.55%

1M

-9.80%

6M

-16.60%

1Y

-16.89%

5Y*

6.15%

10Y*

5.72%

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Risk-Adjusted Performance

STLA vs. TTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) 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.


Sharpe ratio
The chart of Sharpe ratio for STLA, currently valued at -1.15, compared to the broader market-4.00-2.000.002.00-1.15-0.76
The chart of Sortino ratio for STLA, currently valued at -1.54, compared to the broader market-4.00-2.000.002.004.00-1.54-0.93
The chart of Omega ratio for STLA, currently valued at 0.80, compared to the broader market0.501.001.502.000.800.89
The chart of Calmar ratio for STLA, currently valued at -0.72, compared to the broader market0.002.004.006.00-0.72-0.59
The chart of Martin ratio for STLA, currently valued at -1.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.21-1.61
STLA
TTE

The current STLA Sharpe Ratio is -1.15, which is lower than the TTE Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of STLA and TTE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-1.15
-0.76
STLA
TTE

Dividends

STLA vs. TTE - Dividend Comparison

STLA's dividend yield for the trailing twelve months is around 12.82%, more than TTE's 6.19% yield.


TTM20232022202120202019201820172016201520142013
STLA
Stellantis N.V.
12.82%6.32%7.90%2.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTE
TotalEnergies SE
6.19%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%4.31%

Drawdowns

STLA vs. TTE - Drawdown Comparison

The maximum STLA drawdown since its inception was -55.05%, smaller than the maximum TTE drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for STLA and TTE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-53.16%
-25.48%
STLA
TTE

Volatility

STLA vs. TTE - Volatility Comparison

Stellantis N.V. (STLA) has a higher volatility of 13.84% compared to TotalEnergies SE (TTE) at 5.92%. This indicates that STLA'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
13.84%
5.92%
STLA
TTE

Financials

STLA vs. TTE - Financials Comparison

This section allows you to compare key financial metrics between Stellantis N.V. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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