TTE.L vs. ^FCHI
TTE.L (TotalEnergies SE) is a stock, while ^FCHI (CAC 40) is an index. Over the past 10 years, TTE.L returned 11.39%/yr vs 6.77%/yr for ^FCHI. At a 0.49 correlation, their price movements are largely independent.
Performance
TTE.L vs. ^FCHI - Performance Comparison
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Returns By Period
In the year-to-date period, TTE.L achieves a 29.34% return, which is significantly higher than ^FCHI's 2.32% return. Over the past 10 years, TTE.L has outperformed ^FCHI with an annualized return of 11.39%, while ^FCHI has yielded a comparatively lower 6.77% annualized return.
TTE.L
- 1D
- 1.42%
- 1M
- -3.47%
- 6M
- 24.37%
- YTD
- 29.34%
- 1Y
- 39.76%
- 3Y*
- 15.77%
- 5Y*
- 21.27%
- 10Y*
- 11.39%
- ALL TIME*
- 8.71%
^FCHI
- 1D
- -0.47%
- 1M
- -0.98%
- 6M
- 2.80%
- YTD
- 2.32%
- 1Y
- 6.60%
- 3Y*
- 4.44%
- 5Y*
- 5.24%
- 10Y*
- 6.77%
- ALL TIME*
- 4.25%
TTE.L vs. ^FCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTE.L TotalEnergies SE | 29.34% | 14.53% | -9.91% | 8.99% | 42.14% | 35.63% | -22.23% | 10.04% | 5.33% | 0.82% |
^FCHI CAC 40 | 2.32% | 10.42% | -2.15% | 16.52% | -9.50% | 28.85% | -7.14% | 26.37% | -10.95% | 9.26% |
Correlation
The correlation between TTE.L and ^FCHI is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2006 | 0.49 |
Over the past year, the correlation between TTE.L and ^FCHI has dropped to 0.04 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
TTE.L vs. ^FCHI — Risk / Return Rank
TTE.L
^FCHI
TTE.L vs. ^FCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE.L) and CAC 40 (^FCHI). 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.
| TTE.L | ^FCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.09 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 0.59 | +1.19 |
| Martin ratioReturn relative to average drawdown | 5.44 | 1.69 | +3.75 |
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Drawdowns
TTE.L vs. ^FCHI - Drawdown Comparison
The maximum TTE.L drawdown since its inception was -59.23%, smaller than the maximum ^FCHI drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for TTE.L and ^FCHI.
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Drawdown Indicators
| TTE.L | ^FCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.23% | -65.29% | +6.06% |
Max Drawdown (1Y)Largest decline over 1 year | -22.30% | -11.08% | -11.22% |
Max Drawdown (3Y)Largest decline over 3 years | -26.68% | -16.71% | -9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -23.04% | -3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -38.56% | -20.67% |
Current DrawdownCurrent decline from peak | -13.86% | -3.27% | -10.59% |
Average DrawdownAverage peak-to-trough decline | -15.13% | -24.39% | +9.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.29% | 3.89% | +3.40% |
Volatility
TTE.L vs. ^FCHI - Volatility Comparison
TotalEnergies SE (TTE.L) has a higher volatility of 13.45% compared to CAC 40 (^FCHI) at 3.51%. This indicates that TTE.L's price experiences larger fluctuations and is considered to be riskier than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTE.L | ^FCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.45% | 3.51% | +9.94% |
Volatility (6M)Calculated over the trailing 6-month period | 38.27% | 11.50% | +26.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.68% | 14.23% | +32.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.71% | 16.40% | +29.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.26% | 17.39% | +24.87% |
Frequently Asked Questions
TTE.L and ^FCHI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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