TOTB.DE vs. SHEL
Compare and contrast key facts about TotalEnergies SE (TOTB.DE) and Shell plc (SHEL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOTB.DE or SHEL.
Key characteristics
| TOTB.DE | SHEL | |
|---|---|---|
| YTD Return | -2.86% | 4.65% |
| 1Y Return | -3.11% | 6.03% |
| 3Y Return (Ann) | 16.00% | 19.01% |
| 5Y Return (Ann) | 9.88% | 6.46% |
| 10Y Return (Ann) | 8.43% | 4.50% |
| Sharpe Ratio | -0.22 | 0.43 |
| Sortino Ratio | -0.17 | 0.68 |
| Omega Ratio | 0.98 | 1.09 |
| Calmar Ratio | -0.26 | 0.69 |
| Martin Ratio | -0.57 | 1.62 |
| Ulcer Index | 7.41% | 4.53% |
| Daily Std Dev | 19.00% | 17.01% |
| Max Drawdown | -59.59% | -67.46% |
| Current Drawdown | -15.64% | -8.53% |
Fundamentals
| TOTB.DE | SHEL | |
|---|---|---|
| Market Cap | €131.80B | $205.29B |
| EPS | €6.57 | $4.92 |
| PE Ratio | 8.70 | 13.59 |
| PEG Ratio | 7.13 | 2.53 |
| Total Revenue (TTM) | €257.67B | $290.55B |
| Gross Profit (TTM) | €78.86B | $42.07B |
| EBITDA (TTM) | €52.55B | $50.96B |
Correlation
The correlation between TOTB.DE and SHEL is 0.65, 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.
Performance
TOTB.DE vs. SHEL - Performance Comparison
In the year-to-date period, TOTB.DE achieves a -2.86% return, which is significantly lower than SHEL's 4.65% return. Over the past 10 years, TOTB.DE has outperformed SHEL with an annualized return of 8.43%, while SHEL has yielded a comparatively lower 4.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TOTB.DE vs. SHEL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TOTB.DE) and Shell plc (SHEL). 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.
Dividends
TOTB.DE vs. SHEL - Dividend Comparison
TOTB.DE's dividend yield for the trailing twelve months is around 5.36%, more than SHEL's 4.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOTB.DE TotalEnergies SE | 5.36% | 4.63% | 6.21% | 5.87% | 7.51% | 3.92% | 5.44% | 5.33% | 5.02% | 5.82% | 5.64% | 5.34% |
SHEL Shell plc | 4.08% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
Drawdowns
TOTB.DE vs. SHEL - Drawdown Comparison
The maximum TOTB.DE drawdown since its inception was -59.59%, smaller than the maximum SHEL drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for TOTB.DE and SHEL. For additional features, visit the drawdowns tool.
Volatility
TOTB.DE vs. SHEL - Volatility Comparison
TotalEnergies SE (TOTB.DE) has a higher volatility of 6.96% compared to Shell plc (SHEL) at 5.83%. This indicates that TOTB.DE's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TOTB.DE vs. SHEL - Financials Comparison
This section allows you to compare key financial metrics between TotalEnergies SE and Shell plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities