THNPY vs. XOEF
THNPY (Technip Energies NV ADR) is a stock, while XOEF (iShares S&P 500 ex S&P 100 ETF) is S&P 500 fund tracking the S&P 500 Ex-S&P 100 Select Index. Over the past year, THNPY returned -11.14% vs 21.04% for XOEF. At a 0.28 correlation, their price movements are largely independent.
Performance
THNPY vs. XOEF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, THNPY achieves a 1.34% return, which is significantly lower than XOEF's 15.88% return.
THNPY
- 1D
- -1.67%
- 1M
- -9.15%
- 6M
- -0.86%
- YTD
- 1.34%
- 1Y
- -11.14%
- 3Y*
- 19.54%
- 5Y*
- 27.07%
- 10Y*
- —
XOEF
- 1D
- -0.53%
- 1M
- 0.64%
- 6M
- 11.35%
- YTD
- 15.88%
- 1Y
- 21.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
THNPY vs. XOEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
THNPY Technip Energies NV ADR | 1.34% | -8.89% |
XOEF iShares S&P 500 ex S&P 100 ETF | 15.88% | 4.27% |
Correlation
The correlation between THNPY and XOEF is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.28 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
THNPY vs. XOEF — Risk / Return Rank
THNPY
XOEF
THNPY vs. XOEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Technip Energies NV ADR (THNPY) and iShares S&P 500 ex S&P 100 ETF (XOEF). 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.
| THNPY | XOEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.28 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 2.76 | -3.20 |
| Martin ratioReturn relative to average drawdown | -0.74 | 10.67 | -11.41 |
Loading charts...
Drawdowns
THNPY vs. XOEF - Drawdown Comparison
The maximum THNPY drawdown since its inception was -44.46%, which is greater than XOEF's maximum drawdown of -7.66%. Use the drawdown chart below to compare losses from any high point for THNPY and XOEF.
Loading charts...
Drawdown Indicators
| THNPY | XOEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.46% | -7.66% | -36.80% |
Max Drawdown (1Y)Largest decline over 1 year | -25.32% | -7.66% | -17.66% |
Max Drawdown (3Y)Largest decline over 3 years | -25.32% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.82% | — | — |
Current DrawdownCurrent decline from peak | -20.46% | -1.23% | -19.23% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -1.26% | -11.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.05% | 1.98% | +13.07% |
Volatility
THNPY vs. XOEF - Volatility Comparison
Technip Energies NV ADR (THNPY) has a higher volatility of 10.11% compared to iShares S&P 500 ex S&P 100 ETF (XOEF) at 4.12%. This indicates that THNPY's price experiences larger fluctuations and is considered to be riskier than XOEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| THNPY | XOEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 4.12% | +5.99% |
Volatility (6M)Calculated over the trailing 6-month period | 25.15% | 9.93% | +15.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.08% | 12.87% | +20.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.88% | 12.82% | +24.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.35% | 12.82% | +25.53% |
Dividends
THNPY vs. XOEF - Dividend Comparison
THNPY's dividend yield for the trailing twelve months is around 3.06%, more than XOEF's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
THNPY Technip Energies NV ADR | 3.06% | 2.44% | 2.32% | 2.40% | 3.05% |
XOEF iShares S&P 500 ex S&P 100 ETF | 1.05% | 0.63% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
THNPY and XOEF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THNPY has higher volatility (10.11%) compared to XOEF (4.12%). In terms of maximum drawdown, THNPY dropped -44.46% vs XOEF's -7.66%.
XOEF currently has the higher Sharpe Ratio (1.65 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for THNPY and XOEF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer