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TTE.PA vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTE.PA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in TotalEnergies SE (TTE.PA) and Vanguard S&P 500 ETF (VOO). 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 VOO is traded in USD. To make them comparable, the VOO 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 VOO's 10.76% return. Over the past 10 years, TTE.PA has underperformed VOO with an annualized return of 12.99%, while VOO has yielded a comparatively higher 15.13% annualized return.


TTE.PA

1D
-2.08%
1M
-2.92%
YTD
38.86%
6M
40.98%
1Y
47.70%
3Y*
18.33%
5Y*
20.50%
10Y*
12.99%

VOO

1D
0.63%
1M
0.04%
YTD
10.76%
6M
11.06%
1Y
25.57%
3Y*
18.17%
5Y*
14.46%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTE.PA vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
10.76%3.84%33.23%22.54%-13.10%38.43%8.57%34.33%-0.02%6.81%

Correlation

The correlation between TTE.PA and VOO is -0.03, 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

-0.03

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

0.04

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

0.10

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

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.30

The correlation between TTE.PA and VOO shifts across timeframes, from -0.03 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TTE.PA vs. VOO — 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

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7676
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE.PA) and Vanguard S&P 500 ETF (VOO). 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.PAVOODifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.37

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

4.87

3.35

+1.52

Martin ratioReturn relative to average drawdown

13.81

12.58

+1.22

TTE.PA vs. VOO - Sharpe Ratio Comparison

The current TTE.PA Sharpe Ratio is 2.18, which is comparable to the VOO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of TTE.PA and VOO, 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. VOO - Drawdown Comparison

The maximum TTE.PA drawdown since its inception was -58.68%, which is greater than VOO's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for TTE.PA and VOO.


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Drawdown Indicators


TTE.PAVOODifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-33.49%

-25.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-7.37%

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-23.87%

-2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

-23.87%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-58.68%

-33.49%

-25.19%

Current Drawdown

Current decline from peak

-5.60%

-1.81%

-3.79%

Average Drawdown

Average peak-to-trough decline

-14.67%

-4.03%

-10.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

1.96%

+1.48%

Volatility

TTE.PA vs. VOO - Volatility Comparison

TotalEnergies SE (TTE.PA) has a higher volatility of 6.18% compared to Vanguard S&P 500 ETF (VOO) at 3.55%. This indicates that TTE.PA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTE.PAVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

3.55%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

17.52%

9.01%

+8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.75%

12.39%

+9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.36%

16.73%

+7.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.39%

18.54%

+7.85%

Dividends

TTE.PA vs. VOO - Dividend Comparison

TTE.PA's dividend yield for the trailing twelve months is around 4.45%, more than VOO's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
TTE.PA
TotalEnergies SE
4.45%7.43%5.73%4.64%6.26%5.92%7.59%3.94%5.46%5.36%5.01%5.91%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


TTE.PA and VOO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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