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 -18.85% vs 21.68% for XOEF. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
THNPY vs. XOEF - Performance Comparison
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Returns By Period
In the year-to-date period, THNPY achieves a -7.36% return, which is significantly lower than XOEF's 14.99% return.
THNPY
- 1D
- 1.38%
- 1M
- -9.70%
- 6M
- -8.74%
- YTD
- -7.36%
- 1Y
- -18.85%
- 3Y*
- 18.49%
- 5Y*
- 24.15%
- 10Y*
- —
- ALL TIME*
- 21.62%
XOEF
- 1D
- 0.24%
- 1M
- -0.82%
- 6M
- 10.02%
- YTD
- 14.99%
- 1Y
- 21.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $108.38K | $330.81K | $311.70K | |
| $70.06K | $115.19K | $90.79K |
THNPY vs. XOEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
THNPY Technip Energies NV ADR | -7.36% | -8.89% |
XOEF iShares S&P 500 ex S&P 100 ETF | 14.99% | 4.27% |
Correlation
The correlation between THNPY and XOEF is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.26 |
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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 | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.28 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 2.67 | -3.32 |
| Martin ratioReturn relative to average drawdown | -1.16 | 10.28 | -11.44 |
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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.
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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 | -28.28% | -7.66% | -20.62% |
Max Drawdown (3Y)Largest decline over 3 years | -28.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.82% | — | — |
Current DrawdownCurrent decline from peak | -27.29% | -1.99% | -25.30% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -1.30% | -11.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.83% | 1.99% | +13.84% |
Volatility
THNPY vs. XOEF - Volatility Comparison
Technip Energies NV ADR (THNPY) has a higher volatility of 11.81% compared to iShares S&P 500 ex S&P 100 ETF (XOEF) at 2.92%. 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.
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Volatility by Period
| THNPY | XOEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.81% | 2.92% | +8.89% |
Volatility (6M)Calculated over the trailing 6-month period | 26.54% | 9.89% | +16.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.13% | 12.90% | +21.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.00% | 12.67% | +24.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.39% | 12.67% | +25.72% |
Dividends
THNPY vs. XOEF - Dividend Comparison
THNPY's dividend yield for the trailing twelve months is around 3.35%, more than XOEF's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
THNPY Technip Energies NV ADR | 3.35% | 2.44% | 2.32% | 2.40% | 3.05% |
XOEF iShares S&P 500 ex S&P 100 ETF | 1.06% | 0.63% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
THNPY and XOEF have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THNPY has higher volatility (11.81%) compared to XOEF (2.92%). In terms of maximum drawdown, THNPY dropped -44.46% vs XOEF's -7.66%.
XOEF currently has the higher Sharpe Ratio (1.59 vs -0.54), 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.
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