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TTE.PA vs. EL.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TTE.PA vs. EL.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in TotalEnergies SE (TTE.PA) and EssilorLuxottica Société anonyme (EL.PA). 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.PA achieves a 40.67% return, which is significantly higher than EL.PA's -33.15% return. Over the past 10 years, TTE.PA has outperformed EL.PA with an annualized return of 12.48%, while EL.PA has yielded a comparatively lower 5.64% annualized return.


TTE.PA

1D
-0.26%
1M
2.08%
YTD
40.67%
6M
40.77%
1Y
56.79%
3Y*
18.34%
5Y*
21.21%
10Y*
12.48%

EL.PA

1D
3.83%
1M
2.83%
YTD
-33.15%
6M
-40.38%
1Y
-27.34%
3Y*
3.79%
5Y*
6.12%
10Y*
5.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTE.PA vs. EL.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTE.PA
TotalEnergies SE
40.67%12.36%-9.01%10.44%41.51%35.56%-22.51%10.85%5.40%-0.34%
EL.PA
EssilorLuxottica Société anonyme
-33.15%16.39%32.32%9.25%-8.12%47.92%-5.23%25.31%-2.60%8.42%

Correlation

The correlation between TTE.PA and EL.PA is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

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

0.10

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

0.13

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

0.23

Correlation (All Time)
Calculated using the full available price history since Dec 3, 1991

0.24

The correlation between TTE.PA and EL.PA shifts across timeframes, from -0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TTE.PA vs. EL.PA — 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: 9292
Overall Rank
TTE.PA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TTE.PA Sortino Ratio Rank: 9090
Sortino Ratio Rank
TTE.PA Omega Ratio Rank: 9090
Omega Ratio Rank
TTE.PA Calmar Ratio Rank: 9393
Calmar Ratio Rank
TTE.PA Martin Ratio Rank: 9494
Martin Ratio Rank

EL.PA
EL.PA Risk / Return Rank: 1313
Overall Rank
EL.PA Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EL.PA Sortino Ratio Rank: 88
Sortino Ratio Rank
EL.PA Omega Ratio Rank: 1010
Omega Ratio Rank
EL.PA Calmar Ratio Rank: 2222
Calmar Ratio Rank
EL.PA Martin Ratio Rank: 1717
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. EL.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE.PA) and EssilorLuxottica Société anonyme (EL.PA). 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.PAEL.PADifference
Sharpe ratioReturn per unit of total volatility

+3.44

Sortino ratioReturn per unit of downside risk

+4.49

Omega ratioGain probability vs. loss probability

1.44

0.85

+0.58

Calmar ratioReturn relative to maximum drawdown

5.78

-0.55

+6.33

Martin ratioReturn relative to average drawdown

16.78

-1.15

+17.93

TTE.PA vs. EL.PA - Sharpe Ratio Comparison

The current TTE.PA Sharpe Ratio is 2.58, which is higher than the EL.PA Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of TTE.PA and EL.PA, 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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Sharpe Ratios by Period


TTE.PAEL.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

-0.86

+3.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.24

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.22

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.56

-0.16

Drawdowns

TTE.PA vs. EL.PA - Drawdown Comparison

The maximum TTE.PA drawdown since its inception was -58.69%, which is greater than EL.PA's maximum drawdown of -47.05%. Use the drawdown chart below to compare losses from any high point for TTE.PA and EL.PA.


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Drawdown Indicators


TTE.PAEL.PADifference

Max Drawdown

Largest peak-to-trough decline

-58.69%

-47.05%

-11.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-47.05%

+37.36%

Max Drawdown (3Y)

Largest decline over 3 years

-26.72%

-47.05%

+20.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.72%

-47.05%

+20.33%

Max Drawdown (10Y)

Largest decline over 10 years

-58.69%

-47.05%

-11.64%

Current Drawdown

Current decline from peak

-4.36%

-43.74%

+39.38%

Average Drawdown

Average peak-to-trough decline

-12.46%

-9.68%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

22.60%

-19.24%

Volatility

TTE.PA vs. EL.PA - Volatility Comparison

The current volatility for TotalEnergies SE (TTE.PA) is 6.43%, while EssilorLuxottica Société anonyme (EL.PA) has a volatility of 7.43%. This indicates that TTE.PA experiences smaller price fluctuations and is considered to be less risky than EL.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTE.PAEL.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

7.43%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

22.06%

-4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

29.89%

-8.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.35%

25.50%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.42%

24.89%

+1.53%

Dividends

TTE.PA vs. EL.PA - Dividend Comparison

TTE.PA's dividend yield for the trailing twelve months is around 4.39%, more than EL.PA's 2.27% yield.


PositionTTM20252024202320222021202020192018201720162015
EL.PA
EssilorLuxottica Société anonyme
2.27%1.46%1.68%1.78%1.48%0.58%0.90%1.50%1.39%1.30%1.03%0.89%
TTE.PA
TotalEnergies SE
4.39%7.43%5.73%4.64%6.26%5.92%7.59%3.94%5.46%5.36%5.01%5.91%

Financials

TTE.PA vs. EL.PA - Financials Comparison

This section allows you to compare key financial metrics between TotalEnergies SE and EssilorLuxottica Société anonyme. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items

Frequently Asked Questions


TTE.PA and EL.PA have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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