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TTE.L vs. ^FCHI
Performance
Return for Risk
Drawdowns
Volatility

Performance

TTE.L vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in TotalEnergies SE (TTE.L) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTE.L vs. ^FCHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TTE.L
TTE.L Risk / Return Rank: 7474
Overall Rank
TTE.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TTE.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
TTE.L Omega Ratio Rank: 6969
Omega Ratio Rank
TTE.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
TTE.L Martin Ratio Rank: 8181
Martin Ratio Rank

^FCHI
^FCHI Risk / Return Rank: 2121
Overall Rank
^FCHI Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
^FCHI Sortino Ratio Rank: 1919
Sortino Ratio Rank
^FCHI Omega Ratio Rank: 1919
Omega Ratio Rank
^FCHI Calmar Ratio Rank: 2222
Calmar Ratio Rank
^FCHI Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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^FCHIDifference
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

TTE.L vs. ^FCHI - Sharpe Ratio Comparison

The current TTE.L Sharpe Ratio is 0.85, which is higher than the ^FCHI Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TTE.L and ^FCHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^FCHIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.86%

-3.27%

-10.59%

Average Drawdown

Average peak-to-trough decline

-15.13%

-24.39%

+9.26%

Ulcer Index

Depth 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^FCHIDifference

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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