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

Correlation

The correlation between TTE and MPC is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

TTE vs. MPC - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-17.30%
-22.95%
TTE
MPC

Key characteristics

Sharpe Ratio

TTE:

-0.80

MPC:

-0.43

Sortino Ratio

TTE:

-0.98

MPC:

-0.41

Omega Ratio

TTE:

0.88

MPC:

0.95

Calmar Ratio

TTE:

-0.61

MPC:

-0.32

Martin Ratio

TTE:

-1.68

MPC:

-0.65

Ulcer Index

TTE:

9.53%

MPC:

19.59%

Daily Std Dev

TTE:

20.03%

MPC:

29.55%

Max Drawdown

TTE:

-59.76%

MPC:

-79.67%

Current Drawdown

TTE:

-26.11%

MPC:

-38.99%

Fundamentals

Market Cap

TTE:

$123.91B

MPC:

$44.35B

EPS

TTE:

$7.09

MPC:

$12.89

PE Ratio

TTE:

7.65

MPC:

10.71

PEG Ratio

TTE:

7.12

MPC:

15.65

Total Revenue (TTM)

TTE:

$203.26B

MPC:

$142.17B

Gross Profit (TTM)

TTE:

$33.05B

MPC:

$11.45B

EBITDA (TTM)

TTE:

$42.49B

MPC:

$10.68B

Returns By Period

In the year-to-date period, TTE achieves a -17.25% return, which is significantly lower than MPC's -9.46% return. Over the past 10 years, TTE has underperformed MPC with an annualized return of 5.74%, while MPC has yielded a comparatively higher 15.28% annualized return.


TTE

YTD

-17.25%

1M

-11.55%

6M

-18.20%

1Y

-16.05%

5Y*

6.23%

10Y*

5.74%

MPC

YTD

-9.46%

1M

-16.62%

6M

-23.39%

1Y

-12.56%

5Y*

20.36%

10Y*

15.28%

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Risk-Adjusted Performance

TTE vs. MPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE) and Marathon Petroleum Corporation (MPC). 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-4.00-2.000.002.00-0.80-0.43
The chart of Sortino ratio for TTE, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.00-0.98-0.41
The chart of Omega ratio for TTE, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.95
The chart of Calmar ratio for TTE, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.61-0.32
The chart of Martin ratio for TTE, currently valued at -1.68, compared to the broader market0.0010.0020.00-1.68-0.64
TTE
MPC

The current TTE Sharpe Ratio is -0.80, which is lower than the MPC Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of TTE and MPC, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.80
-0.43
TTE
MPC

Dividends

TTE vs. MPC - Dividend Comparison

TTE's dividend yield for the trailing twelve months is around 6.24%, more than MPC's 2.57% 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%
MPC
Marathon Petroleum Corporation
2.57%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%

Drawdowns

TTE vs. MPC - Drawdown Comparison

The maximum TTE drawdown since its inception was -59.76%, smaller than the maximum MPC drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for TTE and MPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.11%
-38.99%
TTE
MPC

Volatility

TTE vs. MPC - Volatility Comparison

The current volatility for TotalEnergies SE (TTE) is 5.77%, while Marathon Petroleum Corporation (MPC) has a volatility of 7.70%. This indicates that TTE experiences smaller price fluctuations and is considered to be less risky than MPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.77%
7.70%
TTE
MPC

Financials

TTE vs. MPC - Financials Comparison

This section allows you to compare key financial metrics between TotalEnergies SE and Marathon Petroleum Corporation. 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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