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 12.07%/yr vs 6.42%/yr for ^FCHI. At a 0.43 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 32.20% return, which is significantly higher than ^FCHI's 1.16% return. Over the past 10 years, TTE.L has outperformed ^FCHI with an annualized return of 12.07%, while ^FCHI has yielded a comparatively lower 6.42% annualized return.
TTE.L
- 1D
- 0.00%
- 1M
- -6.54%
- YTD
- 32.20%
- 6M
- 39.25%
- 1Y
- 49.08%
- 3Y*
- 15.98%
- 5Y*
- 19.78%
- 10Y*
- 12.07%
^FCHI
- 1D
- 1.15%
- 1M
- 2.26%
- YTD
- 1.16%
- 6M
- 1.51%
- 1Y
- 5.63%
- 3Y*
- 4.61%
- 5Y*
- 4.82%
- 10Y*
- 6.42%
TTE.L vs. ^FCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTE.L TotalEnergies SE | 32.20% | 14.53% | -9.91% | 10.27% | 42.59% | 35.62% | -22.25% | 10.04% | 5.33% | 0.82% |
^FCHI CAC 40 | 1.16% | 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 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 4, 2001 | 0.43 |
Over the past year, the correlation between TTE.L and ^FCHI has dropped to 0.06 - well below their long-term average of 0.43, 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.
| TTE.L | ^FCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.08 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 0.50 | +3.05 |
| Martin ratioReturn relative to average drawdown | 9.29 | 1.47 | +7.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TTE.L | ^FCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.39 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.29 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.36 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.21 | +0.07 |
Drawdowns
TTE.L vs. ^FCHI - Drawdown Comparison
The maximum TTE.L drawdown since its inception was -59.25%, 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 | -59.25% | -65.29% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.74% | -11.08% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -16.71% | -9.98% |
Max Drawdown (5Y)Largest decline over 5 years | -31.45% | -23.04% | -8.41% |
Max Drawdown (10Y)Largest decline over 10 years | -59.25% | -38.56% | -20.69% |
Current DrawdownCurrent decline from peak | -11.96% | -4.37% | -7.59% |
Average DrawdownAverage peak-to-trough decline | -13.95% | -23.50% | +9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.27% | 3.80% | +1.47% |
Volatility
TTE.L vs. ^FCHI - Volatility Comparison
TotalEnergies SE (TTE.L) has a higher volatility of 12.87% compared to CAC 40 (^FCHI) at 4.33%. 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 | 12.87% | 4.33% | +8.54% |
Volatility (6M)Calculated over the trailing 6-month period | 35.36% | 11.19% | +24.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.06% | 14.20% | +27.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.36% | 16.42% | +33.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.82% | 17.71% | +24.11% |
Frequently Asked Questions
TTE.L and ^FCHI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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