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TTE vs. SPSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTE vs. SPSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TotalEnergies SE (TTE) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTE achieves a 24.27% return, which is significantly higher than SPSB's 0.97% return. Over the past 10 years, TTE has outperformed SPSB with an annualized return of 16.35%, while SPSB has yielded a comparatively lower 2.62% annualized return.


TTE

1D
-2.06%
1M
-13.09%
YTD
24.27%
6M
25.63%
1Y
32.12%
3Y*
19.23%
5Y*
23.89%
10Y*
16.35%

SPSB

1D
0.17%
1M
0.29%
YTD
0.97%
6M
1.14%
1Y
4.26%
3Y*
5.35%
5Y*
2.76%
10Y*
2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTE vs. SPSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTE
TotalEnergies SE
24.27%31.96%-11.58%10.48%37.55%56.52%-9.98%15.41%-2.56%12.42%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
0.97%5.86%5.25%5.60%-3.31%-0.20%3.83%5.21%1.45%1.58%

Correlation

The correlation between TTE and SPSB is -0.06, 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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2009

0.01

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Return for Risk

TTE vs. SPSB — Risk / Return Rank

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

TTE
TTE Risk / Return Rank: 7777
Overall Rank
TTE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TTE Sortino Ratio Rank: 7272
Sortino Ratio Rank
TTE Omega Ratio Rank: 7272
Omega Ratio Rank
TTE Calmar Ratio Rank: 7878
Calmar Ratio Rank
TTE Martin Ratio Rank: 8585
Martin Ratio Rank

SPSB
SPSB Risk / Return Rank: 9393
Overall Rank
SPSB Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SPSB Sortino Ratio Rank: 9595
Sortino Ratio Rank
SPSB Omega Ratio Rank: 9595
Omega Ratio Rank
SPSB Calmar Ratio Rank: 8989
Calmar Ratio Rank
SPSB Martin Ratio Rank: 9393
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. SPSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). 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.


TTESPSBDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

1.22

1.69

-0.47

Calmar ratioReturn relative to maximum drawdown

2.29

4.90

-2.61

Martin ratioReturn relative to average drawdown

8.40

22.63

-14.22

TTE vs. SPSB - Sharpe Ratio Comparison

The current TTE Sharpe Ratio is 1.26, which is lower than the SPSB Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of TTE and SPSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TTE vs. SPSB - Drawdown Comparison

The maximum TTE drawdown since its inception was -62.81%, which is greater than SPSB's maximum drawdown of -11.75%. Use the drawdown chart below to compare losses from any high point for TTE and SPSB.


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Drawdown Indicators


TTESPSBDifference

Max Drawdown

Largest peak-to-trough decline

-62.81%

-11.75%

-51.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.07%

-0.87%

-13.20%

Max Drawdown (3Y)

Largest decline over 3 years

-24.51%

-0.87%

-23.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-5.96%

-18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-62.81%

-11.75%

-51.06%

Current Drawdown

Current decline from peak

-14.07%

-0.10%

-13.97%

Average Drawdown

Average peak-to-trough decline

-18.95%

-0.54%

-18.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

0.19%

+3.64%

Volatility

TTE vs. SPSB - Volatility Comparison

TotalEnergies SE (TTE) has a higher volatility of 7.06% compared to SPDR Portfolio Short Term Corporate Bond ETF (SPSB) at 0.48%. This indicates that TTE's price experiences larger fluctuations and is considered to be riskier than SPSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTESPSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

0.48%

+6.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.11%

1.00%

+18.11%

Volatility (1Y)

Calculated over the trailing 1-year period

25.59%

1.37%

+24.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.98%

1.99%

+33.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.66%

3.06%

+34.60%

Dividends

TTE vs. SPSB - Dividend Comparison

TTE's dividend yield for the trailing twelve months is around 3.69%, less than SPSB's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
4.40%4.55%4.85%4.05%1.92%1.19%1.94%2.77%2.36%1.94%1.65%1.43%
TTE
TotalEnergies SE
3.69%9.64%9.09%4.60%8.41%27.22%10.10%6.52%4.07%4.51%4.77%5.46%

Frequently Asked Questions


TTE and SPSB have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTE has higher volatility (7.06%) compared to SPSB (0.48%). In terms of maximum drawdown, TTE dropped -62.81% vs SPSB's -11.75%.

SPSB currently has the higher Sharpe Ratio (3.13 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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