TTE vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about TotalEnergies SE (TTE) and S&P 500 Index (^GSPC).

Performance

TTE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TotalEnergies SE (TTE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TTE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTE TotalEnergies SE	38.71%	29.97%	-11.58%	10.48%	37.55%	56.52%	-9.98%	15.41%	-2.56%	12.42%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, TTE achieves a 38.71% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, TTE has outperformed ^GSPC with an annualized return of 17.42%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

TTE

• 1D: -1.32%
• 1M: 11.93%
• YTD: 38.71%
• 6M: 50.49%
• 1Y: 45.13%
• 3Y*: 22.61%
• 5Y*: 26.60%
• 10Y*: 17.42%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TTE vs. ^GSPC — Risk / Return Rank

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

TTE

TTE Risk / Return Rank: 83
TTE Sharpe Ratio Rank: 86
TTE Sortino Ratio Rank: 81
TTE Omega Ratio Rank: 79
TTE Calmar Ratio Rank: 82
TTE Martin Ratio Rank: 86

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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 vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE) and S&P 500 Index (^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.

	TTE	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.65	0.92	+0.73
Sortino ratio Return per unit of downside risk	2.19	1.41	+0.78
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	2.55	1.41	+1.14
Martin ratio Return relative to average drawdown	8.33	6.61	+1.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTE vs. ^GSPC - Sharpe Ratio Comparison

The current TTE Sharpe Ratio is 1.65, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TTE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TTE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	0.92	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.61	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.68	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.46	-0.27

Correlation

The correlation between TTE and ^GSPC is 0.19, 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.

Drawdowns

TTE vs. ^GSPC - Drawdown Comparison

The maximum TTE drawdown since its inception was -62.81%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TTE and ^GSPC.

Drawdown Indicators

	TTE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-62.81%	-56.78%	-6.03%
Max Drawdown (1Y) Largest decline over 1 year	-16.64%	-12.14%	-4.50%
Max Drawdown (5Y) Largest decline over 5 years	-24.95%	-25.43%	+0.48%
Max Drawdown (10Y) Largest decline over 10 years	-62.81%	-33.92%	-28.89%
Current Drawdown Current decline from peak	-1.32%	-5.78%	+4.46%
Average Drawdown Average peak-to-trough decline	-19.13%	-10.75%	-8.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.35%	2.60%	+2.75%

Volatility

TTE vs. ^GSPC - Volatility Comparison

TotalEnergies SE (TTE) has a higher volatility of 6.76% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that TTE'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.

Volatility by Period

	TTE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.76%	5.37%	+1.39%
Volatility (6M) Calculated over the trailing 6-month period	16.97%	9.55%	+7.42%
Volatility (1Y) Calculated over the trailing 1-year period	27.46%	18.33%	+9.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.75%	16.90%	+19.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.62%	18.05%	+19.57%