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TTE vs. E
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TTE and E is 0.72, 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.


-0.50.00.51.00.7

Performance

TTE vs. E - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TotalEnergies SE (TTE) and Eni S.p.A. (E). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-17.30%
-10.56%
TTE
E

Key characteristics

Sharpe Ratio

TTE:

-0.80

E:

-0.80

Sortino Ratio

TTE:

-0.98

E:

-1.01

Omega Ratio

TTE:

0.88

E:

0.88

Calmar Ratio

TTE:

-0.61

E:

-0.83

Martin Ratio

TTE:

-1.68

E:

-2.05

Ulcer Index

TTE:

9.53%

E:

7.25%

Daily Std Dev

TTE:

20.03%

E:

18.57%

Max Drawdown

TTE:

-59.76%

E:

-66.24%

Current Drawdown

TTE:

-26.11%

E:

-17.95%

Fundamentals

Market Cap

TTE:

$123.91B

E:

$42.76B

EPS

TTE:

$7.09

E:

$1.62

PE Ratio

TTE:

7.65

E:

16.57

PEG Ratio

TTE:

7.12

E:

2.45

Total Revenue (TTM)

TTE:

$203.26B

E:

$89.93B

Gross Profit (TTM)

TTE:

$33.05B

E:

$8.51B

EBITDA (TTM)

TTE:

$42.49B

E:

$22.34B

Returns By Period

The year-to-date returns for both investments are quite close, with TTE having a -17.25% return and E slightly higher at -17.22%. Over the past 10 years, TTE has outperformed E with an annualized return of 5.74%, while E has yielded a comparatively lower 3.06% annualized return.


TTE

YTD

-17.25%

1M

-11.55%

6M

-18.20%

1Y

-16.05%

5Y*

6.23%

10Y*

5.74%

E

YTD

-17.22%

1M

-9.46%

6M

-9.49%

1Y

-14.27%

5Y*

3.60%

10Y*

3.06%

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Risk-Adjusted Performance

TTE vs. E - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE) and Eni S.p.A. (E). 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.


Sharpe ratio
The chart of Sharpe ratio for TTE, currently valued at -0.80, compared to the broader market-4.00-2.000.002.00-0.80-0.77
The chart of Sortino ratio for TTE, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.00-0.98-0.96
The chart of Omega ratio for TTE, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.89
The chart of Calmar ratio for TTE, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.61-0.80
The chart of Martin ratio for TTE, currently valued at -1.68, compared to the broader market0.0010.0020.00-1.68-1.94
TTE
E

The current TTE Sharpe Ratio is -0.80, which is comparable to the E Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of TTE and E, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.80
-0.77
TTE
E

Dividends

TTE vs. E - Dividend Comparison

TTE's dividend yield for the trailing twelve months is around 6.24%, less than E's 7.99% yield.


TTM20232022202120202019201820172016201520142013
TTE
TotalEnergies SE
6.24%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%4.31%
E
Eni S.p.A.
7.99%5.74%6.39%5.79%5.91%6.11%5.15%5.38%5.57%7.15%8.58%5.94%

Drawdowns

TTE vs. E - Drawdown Comparison

The maximum TTE drawdown since its inception was -59.76%, smaller than the maximum E drawdown of -66.24%. Use the drawdown chart below to compare losses from any high point for TTE and E. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.11%
-17.95%
TTE
E

Volatility

TTE vs. E - Volatility Comparison

TotalEnergies SE (TTE) has a higher volatility of 5.77% compared to Eni S.p.A. (E) at 4.00%. This indicates that TTE's price experiences larger fluctuations and is considered to be riskier than E based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.77%
4.00%
TTE
E

Financials

TTE vs. E - Financials Comparison

This section allows you to compare key financial metrics between TotalEnergies SE and Eni S.p.A.. 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 USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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