PortfoliosLab logoPortfoliosLab logo
TTE vs. ENGI.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TTE vs. ENGI.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TotalEnergies SE (TTE) and ENGIE SA (ENGI.PA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TTE vs. ENGI.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTE
TotalEnergies SE
40.57%29.97%-11.58%10.48%37.55%56.52%-9.98%15.41%-2.56%12.42%
ENGI.PA
ENGIE SA
21.84%80.30%-1.07%34.91%4.01%0.93%-5.36%19.34%-12.12%43.52%
Different Trading Currencies

TTE is traded in USD, while ENGI.PA is traded in EUR. To make them comparable, the ENGI.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TTE achieves a 40.57% return, which is significantly higher than ENGI.PA's 21.84% return. Over the past 10 years, TTE has outperformed ENGI.PA with an annualized return of 17.58%, while ENGI.PA has yielded a comparatively lower 14.70% annualized return.


TTE

1D
0.45%
1M
14.46%
YTD
40.57%
6M
54.35%
1Y
46.48%
3Y*
23.15%
5Y*
26.93%
10Y*
17.58%

ENGI.PA

1D
0.43%
1M
-6.19%
YTD
21.84%
6M
49.72%
1Y
78.55%
3Y*
38.52%
5Y*
26.95%
10Y*
14.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TTE vs. ENGI.PA — Risk / Return Rank

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

TTE
TTE Risk / Return Rank: 8585
Overall Rank
TTE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TTE Sortino Ratio Rank: 8383
Sortino Ratio Rank
TTE Omega Ratio Rank: 8282
Omega Ratio Rank
TTE Calmar Ratio Rank: 8484
Calmar Ratio Rank
TTE Martin Ratio Rank: 8787
Martin Ratio Rank

ENGI.PA
ENGI.PA Risk / Return Rank: 9595
Overall Rank
ENGI.PA Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ENGI.PA Sortino Ratio Rank: 9797
Sortino Ratio Rank
ENGI.PA Omega Ratio Rank: 9696
Omega Ratio Rank
ENGI.PA Calmar Ratio Rank: 9292
Calmar Ratio Rank
ENGI.PA Martin Ratio Rank: 9292
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 vs. ENGI.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE) and ENGIE SA (ENGI.PA). 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.


TTEENGI.PADifference

Sharpe ratio

Return per unit of total volatility

1.70

3.28

-1.58

Sortino ratio

Return per unit of downside risk

2.25

3.94

-1.70

Omega ratio

Gain probability vs. loss probability

1.29

1.56

-0.26

Calmar ratio

Return relative to maximum drawdown

2.68

4.62

-1.94

Martin ratio

Return relative to average drawdown

8.70

12.20

-3.50

TTE vs. ENGI.PA - Sharpe Ratio Comparison

The current TTE Sharpe Ratio is 1.70, which is lower than the ENGI.PA Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of TTE and ENGI.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TTEENGI.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

3.28

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.11

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.58

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.16

+0.03

Correlation

The correlation between TTE and ENGI.PA is 0.22, 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.


Dividends

TTE vs. ENGI.PA - Dividend Comparison

TTE's dividend yield for the trailing twelve months is around 3.24%, less than ENGI.PA's 5.34% yield.


TTM20252024202320222021202020192018201720162015
TTE
TotalEnergies SE
3.24%8.12%9.09%4.60%8.41%27.22%10.10%6.52%4.07%4.51%4.77%5.46%
ENGI.PA
ENGIE SA
5.34%6.60%9.34%8.80%6.35%4.07%0.00%5.21%5.75%5.93%8.25%6.13%

Drawdowns

TTE vs. ENGI.PA - Drawdown Comparison

The maximum TTE drawdown since its inception was -62.81%, smaller than the maximum ENGI.PA drawdown of -71.13%. Use the drawdown chart below to compare losses from any high point for TTE and ENGI.PA.


Loading graphics...

Drawdown Indicators


TTEENGI.PADifference

Max Drawdown

Largest peak-to-trough decline

-62.81%

-58.20%

-4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-17.44%

-13.31%

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-30.67%

+5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-62.81%

-47.74%

-15.07%

Current Drawdown

Current decline from peak

0.00%

-6.16%

+6.16%

Average Drawdown

Average peak-to-trough decline

-19.13%

-29.25%

+10.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

4.81%

+0.67%

Volatility

TTE vs. ENGI.PA - Volatility Comparison

The current volatility for TotalEnergies SE (TTE) is 7.68%, while ENGIE SA (ENGI.PA) has a volatility of 10.04%. This indicates that TTE experiences smaller price fluctuations and is considered to be less risky than ENGI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TTEENGI.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

10.04%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

16.54%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

27.43%

23.59%

+3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.77%

23.78%

+12.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.63%

25.05%

+12.58%

Financials

TTE vs. ENGI.PA - Financials Comparison

This section allows you to compare key financial metrics between TotalEnergies SE and ENGIE SA. 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


Please note, different currencies. TTE values in USD, ENGI.PA values in EUR