TTE.L vs. SHELL.AS

Last updated Apr 2, 2026

Compare and contrast key facts about TotalEnergies SE (TTE.L) and Shell plc (SHELL.AS).

Performance

TTE.L vs. SHELL.AS - Performance Comparison

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

TTE.L vs. SHELL.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTE.L TotalEnergies SE	38.64%	14.53%	-9.91%	10.27%	42.59%	35.62%	-22.25%	10.04%	5.33%	0.82%
SHELL.AS Shell plc	26.78%	8.80%	5.18%	17.09%	42.18%	37.42%	-41.43%	8.52%	-2.19%	14.14%

Returns By Period

In the year-to-date period, TTE.L achieves a 38.64% return, which is significantly higher than SHELL.AS's 26.78% return. Over the past 10 years, TTE.L has outperformed SHELL.AS with an annualized return of 13.73%, while SHELL.AS has yielded a comparatively lower 11.99% annualized return.

TTE.L

• 1D: -3.98%
• 1M: 12.30%
• YTD: 38.64%
• 6M: 53.04%
• 1Y: 38.01%
• 3Y*: 18.79%
• 5Y*: 22.00%
• 10Y*: 13.73%

SHELL.AS

• 1D: -3.73%
• 1M: 10.01%
• YTD: 26.78%
• 6M: 30.14%
• 1Y: 21.69%
• 3Y*: 18.93%
• 5Y*: 23.39%
• 10Y*: 11.99%

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

Return for Risk

TTE.L vs. SHELL.AS — 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: 71
TTE.L Sharpe Ratio Rank: 72
TTE.L Sortino Ratio Rank: 68
TTE.L Omega Ratio Rank: 64
TTE.L Calmar Ratio Rank: 77
TTE.L Martin Ratio Rank: 74

SHELL.AS

SHELL.AS Risk / Return Rank: 76
SHELL.AS Sharpe Ratio Rank: 73
SHELL.AS Sortino Ratio Rank: 62
SHELL.AS Omega Ratio Rank: 65
SHELL.AS Calmar Ratio Rank: 90
SHELL.AS Martin Ratio Rank: 92

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. SHELL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE.L) and Shell plc (SHELL.AS). 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	SHELL.AS	Difference
Sharpe ratio Return per unit of total volatility	0.93	0.96	-0.03
Sortino ratio Return per unit of downside risk	1.51	1.29	+0.22
Omega ratio Gain probability vs. loss probability	1.19	1.19	0.00
Calmar ratio Return relative to maximum drawdown	2.05	3.84	-1.79
Martin ratio Return relative to average drawdown	4.61	12.37	-7.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTE.L vs. SHELL.AS - Sharpe Ratio Comparison

The current TTE.L Sharpe Ratio is 0.93, which is comparable to the SHELL.AS Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of TTE.L and SHELL.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TTE.L	SHELL.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	0.96	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.94	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.42	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.39	-0.10

Correlation

The correlation between TTE.L and SHELL.AS is 0.52, 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.

Dividends

TTE.L vs. SHELL.AS - Dividend Comparison

TTE.L's dividend yield for the trailing twelve months is around 4.38%, more than SHELL.AS's 3.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TTE.L TotalEnergies SE	4.38%	7.30%	5.75%	4.61%	6.20%	5.90%	7.58%	3.95%	5.42%	5.33%	5.03%	5.87%
SHELL.AS Shell plc	3.16%	4.01%	4.18%	3.84%	3.56%	3.61%	5.72%	6.43%	6.24%	5.96%	6.55%	8.08%

Drawdowns

TTE.L vs. SHELL.AS - Drawdown Comparison

The maximum TTE.L drawdown since its inception was -59.25%, smaller than the maximum SHELL.AS drawdown of -63.48%. Use the drawdown chart below to compare losses from any high point for TTE.L and SHELL.AS.

Drawdown Indicators

	TTE.L	SHELL.AS	Difference
Max Drawdown Largest peak-to-trough decline	-59.25%	-63.48%	+4.23%
Max Drawdown (1Y) Largest decline over 1 year	-18.53%	-19.88%	+1.35%
Max Drawdown (5Y) Largest decline over 5 years	-31.45%	-21.48%	-9.97%
Max Drawdown (10Y) Largest decline over 10 years	-59.25%	-63.48%	+4.23%
Current Drawdown Current decline from peak	-7.67%	-3.73%	-3.94%
Average Drawdown Average peak-to-trough decline	-14.00%	-13.62%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.25%	3.18%	+5.07%

Volatility

TTE.L vs. SHELL.AS - Volatility Comparison

TotalEnergies SE (TTE.L) has a higher volatility of 17.77% compared to Shell plc (SHELL.AS) at 7.91%. This indicates that TTE.L's price experiences larger fluctuations and is considered to be riskier than SHELL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTE.L	SHELL.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.77%	7.91%	+9.86%
Volatility (6M) Calculated over the trailing 6-month period	31.75%	15.06%	+16.69%
Volatility (1Y) Calculated over the trailing 1-year period	40.76%	22.33%	+18.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.04%	24.50%	+25.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.42%	28.21%	+13.21%

Financials