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TTE.PA vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

TTE.PA vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in TotalEnergies SE (TTE.PA) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TTE.PA is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TTE.PA achieves a 38.86% return, which is significantly higher than BTC-USD's -26.22% return. Over the past 10 years, TTE.PA has underperformed BTC-USD with an annualized return of 12.99%, while BTC-USD has yielded a comparatively higher 56.81% annualized return.


TTE.PA

1D
-2.08%
1M
-1.84%
YTD
38.86%
6M
40.98%
1Y
47.86%
3Y*
18.33%
5Y*
20.50%
10Y*
12.99%

BTC-USD

1D
0.00%
1M
-18.80%
YTD
-26.22%
6M
-28.53%
1Y
-39.76%
3Y*
31.75%
5Y*
12.25%
10Y*
56.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTE.PA vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTE.PA
TotalEnergies SE
38.86%12.36%-9.01%10.44%41.51%35.56%-22.51%10.85%5.41%-0.35%
BTC-USD
Bitcoin
-26.20%-17.40%136.59%145.80%-61.85%71.33%271.22%98.48%-73.46%1,229.62%

Correlation

The correlation between TTE.PA and BTC-USD is -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2012

0.03

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Return for Risk

TTE.PA vs. BTC-USD — Risk / Return Rank

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

TTE.PA
TTE.PA Risk / Return Rank: 9090
Overall Rank
TTE.PA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TTE.PA Sortino Ratio Rank: 8787
Sortino Ratio Rank
TTE.PA Omega Ratio Rank: 8888
Omega Ratio Rank
TTE.PA Calmar Ratio Rank: 9292
Calmar Ratio Rank
TTE.PA Martin Ratio Rank: 9393
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3737
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3232
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.PA vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE.PA) and Bitcoin (BTC-USD). 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.PABTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.12

Sortino ratioReturn per unit of downside risk

+4.07

Omega ratioGain probability vs. loss probability

1.37

0.86

+0.52

Calmar ratioReturn relative to maximum drawdown

4.87

-0.79

+5.66

Martin ratioReturn relative to average drawdown

13.81

-1.37

+15.17

TTE.PA vs. BTC-USD - Sharpe Ratio Comparison

The current TTE.PA Sharpe Ratio is 2.18, which is higher than the BTC-USD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of TTE.PA and BTC-USD, 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.PA vs. BTC-USD - Drawdown Comparison

The maximum TTE.PA drawdown since its inception was -58.68%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for TTE.PA and BTC-USD.


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Drawdown Indicators


TTE.PABTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-83.05%

+24.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-50.24%

+40.55%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-50.24%

+23.53%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

-73.60%

+46.89%

Max Drawdown (10Y)

Largest decline over 10 years

-58.68%

-82.51%

+23.83%

Current Drawdown

Current decline from peak

-5.60%

-48.38%

+42.78%

Average Drawdown

Average peak-to-trough decline

-14.67%

-40.02%

+25.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

34.80%

-31.36%

Volatility

TTE.PA vs. BTC-USD - Volatility Comparison

The current volatility for TotalEnergies SE (TTE.PA) is 6.18%, while Bitcoin (BTC-USD) has a volatility of 11.61%. This indicates that TTE.PA experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTE.PABTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

11.61%

-5.43%

Volatility (6M)

Calculated over the trailing 6-month period

17.52%

34.71%

-17.19%

Volatility (1Y)

Calculated over the trailing 1-year period

21.75%

35.34%

-13.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.36%

44.75%

-20.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.39%

55.74%

-29.35%

Frequently Asked Questions


TTE.PA and BTC-USD have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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