TTE.PA vs. ^GSPC
Compare and contrast key facts about TotalEnergies SE (TTE.PA) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTE.PA or ^GSPC.
Key characteristics
| TTE.PA | ^GSPC | |
|---|---|---|
| YTD Return | -2.57% | 24.72% |
| 1Y Return | -4.14% | 32.12% |
| 3Y Return (Ann) | 15.58% | 8.33% |
| 5Y Return (Ann) | 9.64% | 13.81% |
| 10Y Return (Ann) | 8.26% | 11.31% |
| Sharpe Ratio | -0.25 | 2.66 |
| Sortino Ratio | -0.21 | 3.56 |
| Omega Ratio | 0.97 | 1.50 |
| Calmar Ratio | -0.27 | 3.81 |
| Martin Ratio | -0.62 | 17.03 |
| Ulcer Index | 7.62% | 1.90% |
| Daily Std Dev | 19.31% | 12.16% |
| Max Drawdown | -58.69% | -56.78% |
| Current Drawdown | -15.64% | -0.87% |
Correlation
The correlation between TTE.PA and ^GSPC is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TTE.PA vs. ^GSPC - Performance Comparison
In the year-to-date period, TTE.PA achieves a -2.57% return, which is significantly lower than ^GSPC's 24.72% return. Over the past 10 years, TTE.PA has underperformed ^GSPC with an annualized return of 8.26%, while ^GSPC has yielded a comparatively higher 11.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TTE.PA vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE.PA) and S&P 500 (^GSPC). 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.
Drawdowns
TTE.PA vs. ^GSPC - Drawdown Comparison
The maximum TTE.PA drawdown since its inception was -58.69%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TTE.PA and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
TTE.PA vs. ^GSPC - Volatility Comparison
TotalEnergies SE (TTE.PA) has a higher volatility of 6.21% compared to S&P 500 (^GSPC) at 3.81%. This indicates that TTE.PA's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.