TTE vs. SOF.BR
TTE (TotalEnergies SE) and SOF.BR (Sofina Société Anonyme) are both stocks. TTE operates in Oil & Gas Integrated (Energy), while SOF.BR operates in Asset Management (Financial Services). Over the past 10 years, TTE returned 17.46%/yr vs 8.37%/yr for SOF.BR. At a 0.18 correlation, their price movements are largely independent.
Performance
TTE vs. SOF.BR - Performance Comparison
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Different Trading Currencies
TTE is traded in USD, while SOF.BR is traded in EUR. To make them comparable, the SOF.BR values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TTE achieves a 35.99% return, which is significantly higher than SOF.BR's -12.57% return. Over the past 10 years, TTE has outperformed SOF.BR with an annualized return of 17.46%, while SOF.BR has yielded a comparatively lower 8.37% annualized return.
TTE
- 1D
- 0.34%
- 1M
- -3.67%
- YTD
- 35.99%
- 6M
- 37.38%
- 1Y
- 46.26%
- 3Y*
- 22.82%
- 5Y*
- 24.45%
- 10Y*
- 17.46%
SOF.BR
- 1D
- 2.16%
- 1M
- 2.05%
- YTD
- -12.57%
- 6M
- -9.30%
- 1Y
- -16.46%
- 3Y*
- 5.92%
- 5Y*
- -9.26%
- 10Y*
- 8.37%
TTE vs. SOF.BR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTE TotalEnergies SE | 35.99% | 31.96% | -11.58% | 10.48% | 37.55% | 56.52% | -9.98% | 15.41% | -2.56% | 12.42% |
SOF.BR Sofina Société Anonyme | -12.57% | 30.10% | -7.74% | 14.89% | -54.76% | 46.75% | 58.61% | 15.70% | 22.74% | 21.77% |
Correlation
The correlation between TTE and SOF.BR is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.18 |
The correlation between TTE and SOF.BR shifts across timeframes, from -0.04 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TTE vs. SOF.BR — Risk / Return Rank
TTE
SOF.BR
TTE vs. SOF.BR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE) and Sofina Société Anonyme (SOF.BR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TTE | SOF.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.52 | ||
| Sortino ratioReturn per unit of downside risk | +3.28 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.90 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 4.76 | -0.58 | +5.34 |
| Martin ratioReturn relative to average drawdown | 13.12 | -1.07 | +14.19 |
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Drawdowns
TTE vs. SOF.BR - Drawdown Comparison
The maximum TTE drawdown since its inception was -62.81%, roughly equal to the maximum SOF.BR drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for TTE and SOF.BR.
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Drawdown Indicators
| TTE | SOF.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.81% | -65.34% | +2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.77% | -27.91% | +18.14% |
Max Drawdown (3Y)Largest decline over 3 years | -24.51% | -27.91% | +3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.95% | -65.34% | +40.39% |
Max Drawdown (10Y)Largest decline over 10 years | -62.81% | -65.34% | +2.53% |
Current DrawdownCurrent decline from peak | -5.96% | -45.52% | +39.56% |
Average DrawdownAverage peak-to-trough decline | -18.95% | -20.28% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 15.34% | -11.80% |
Volatility
TTE vs. SOF.BR - Volatility Comparison
The current volatility for TotalEnergies SE (TTE) is 5.41%, while Sofina Société Anonyme (SOF.BR) has a volatility of 6.70%. This indicates that TTE experiences smaller price fluctuations and is considered to be less risky than SOF.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTE | SOF.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 6.70% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 17.80% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.29% | 24.23% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.97% | 30.65% | +5.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.64% | 26.60% | +11.04% |
Dividends
TTE vs. SOF.BR - Dividend Comparison
TTE's dividend yield for the trailing twelve months is around 4.48%, more than SOF.BR's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOF.BR Sofina Société Anonyme | 1.18% | 1.41% | 1.53% | 1.44% | 1.52% | 0.70% | 1.05% | 1.45% | 1.61% | 1.95% | 1.96% | 2.21% |
TTE TotalEnergies SE | 4.48% | 9.64% | 9.09% | 4.60% | 8.41% | 27.22% | 10.10% | 6.52% | 4.07% | 4.51% | 4.77% | 5.46% |
Financials
TTE vs. SOF.BR - Financials Comparison
This section allows you to compare key financial metrics between TotalEnergies SE and Sofina Société Anonyme. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TTE and SOF.BR have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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