TTE.PA vs. SHELL.AS
Compare and contrast key facts about TotalEnergies SE (TTE.PA) and Shell plc (SHELL.AS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTE.PA or SHELL.AS.
Key characteristics
| TTE.PA | SHELL.AS | |
|---|---|---|
| YTD Return | -2.57% | 6.52% |
| 1Y Return | -4.14% | 4.56% |
| 3Y Return (Ann) | 15.58% | 19.73% |
| 5Y Return (Ann) | 9.64% | 6.61% |
| 10Y Return (Ann) | 8.26% | 6.34% |
| Sharpe Ratio | -0.25 | 0.22 |
| Sortino Ratio | -0.21 | 0.40 |
| Omega Ratio | 0.97 | 1.05 |
| Calmar Ratio | -0.27 | 0.27 |
| Martin Ratio | -0.62 | 0.69 |
| Ulcer Index | 7.62% | 5.42% |
| Daily Std Dev | 19.31% | 16.95% |
| Max Drawdown | -58.69% | -63.48% |
| Current Drawdown | -15.64% | -9.30% |
Fundamentals
| TTE.PA | SHELL.AS | |
|---|---|---|
| Market Cap | €129.84B | €188.16B |
| EPS | €6.65 | €2.30 |
| PE Ratio | 8.38 | 13.32 |
| PEG Ratio | 7.14 | 2.53 |
| Total Revenue (TTM) | €257.67B | €296.76B |
| Gross Profit (TTM) | €78.86B | €43.15B |
| EBITDA (TTM) | €52.55B | €16.75B |
Correlation
The correlation between TTE.PA and SHELL.AS is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TTE.PA vs. SHELL.AS - Performance Comparison
In the year-to-date period, TTE.PA achieves a -2.57% return, which is significantly lower than SHELL.AS's 6.52% return. Over the past 10 years, TTE.PA has outperformed SHELL.AS with an annualized return of 8.26%, while SHELL.AS has yielded a comparatively lower 6.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
TTE.PA vs. SHELL.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE.PA) 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.
Dividends
TTE.PA vs. SHELL.AS - Dividend Comparison
TTE.PA's dividend yield for the trailing twelve months is around 5.35%, more than SHELL.AS's 4.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTE.PA TotalEnergies SE | 5.35% | 4.64% | 6.26% | 5.92% | 7.59% | 3.94% | 5.46% | 5.36% | 5.01% | 5.91% | 5.69% | 5.30% |
SHELL.AS Shell plc | 3.06% | 3.86% | 3.56% | 3.61% | 5.72% | 6.43% | 6.24% | 5.96% | 6.55% | 8.08% | 5.12% | 5.18% |
Drawdowns
TTE.PA vs. SHELL.AS - Drawdown Comparison
The maximum TTE.PA drawdown since its inception was -58.69%, smaller than the maximum SHELL.AS drawdown of -63.48%. Use the drawdown chart below to compare losses from any high point for TTE.PA and SHELL.AS. For additional features, visit the drawdowns tool.
Volatility
TTE.PA vs. SHELL.AS - Volatility Comparison
TotalEnergies SE (TTE.PA) and Shell plc (SHELL.AS) have volatilities of 6.21% and 5.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TTE.PA vs. SHELL.AS - Financials Comparison
This section allows you to compare key financial metrics between TotalEnergies SE and Shell plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities