PortfoliosLab logo
TTE vs. STLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TTE and STLA is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

TTE vs. STLA - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
69.93%
-22.69%
TTE
STLA

Key characteristics

Sharpe Ratio

TTE:

-0.57

STLA:

-1.28

Sortino Ratio

TTE:

-0.64

STLA:

-2.18

Omega Ratio

TTE:

0.92

STLA:

0.72

Calmar Ratio

TTE:

-0.51

STLA:

-0.86

Martin Ratio

TTE:

-0.98

STLA:

-1.44

Ulcer Index

TTE:

13.55%

STLA:

41.06%

Daily Std Dev

TTE:

23.30%

STLA:

46.28%

Max Drawdown

TTE:

-59.76%

STLA:

-69.00%

Current Drawdown

TTE:

-15.10%

STLA:

-62.98%

Fundamentals

Market Cap

TTE:

$132.72B

STLA:

$27.13B

EPS

TTE:

$6.69

STLA:

$2.08

PE Ratio

TTE:

8.96

STLA:

4.53

PEG Ratio

TTE:

8.87

STLA:

0.25

PS Ratio

TTE:

0.68

STLA:

0.17

PB Ratio

TTE:

1.13

STLA:

0.29

Total Revenue (TTM)

TTE:

$143.73B

STLA:

$156.88B

Gross Profit (TTM)

TTE:

$25.48B

STLA:

$20.52B

EBITDA (TTM)

TTE:

$29.26B

STLA:

$12.78B

Returns By Period

In the year-to-date period, TTE achieves a 11.47% return, which is significantly higher than STLA's -21.95% return.


TTE

YTD

11.47%

1M

-6.55%

6M

-5.12%

1Y

-15.10%

5Y*

18.08%

10Y*

6.78%

STLA

YTD

-21.95%

1M

-10.10%

6M

-25.32%

1Y

-58.83%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TTE vs. STLA — Risk-Adjusted Performance Rank

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

TTE
The Risk-Adjusted Performance Rank of TTE is 2222
Overall Rank
The Sharpe Ratio Rank of TTE is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of TTE is 2020
Sortino Ratio Rank
The Omega Ratio Rank of TTE is 2121
Omega Ratio Rank
The Calmar Ratio Rank of TTE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of TTE is 2929
Martin Ratio Rank

STLA
The Risk-Adjusted Performance Rank of STLA is 44
Overall Rank
The Sharpe Ratio Rank of STLA is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of STLA is 22
Sortino Ratio Rank
The Omega Ratio Rank of STLA is 33
Omega Ratio Rank
The Calmar Ratio Rank of STLA is 44
Calmar Ratio Rank
The Martin Ratio Rank of STLA is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TTE vs. STLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE) and Stellantis N.V. (STLA). 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.


The chart of Sharpe ratio for TTE, currently valued at -0.57, compared to the broader market-2.00-1.000.001.002.003.00
TTE: -0.57
STLA: -1.28
The chart of Sortino ratio for TTE, currently valued at -0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
TTE: -0.64
STLA: -2.18
The chart of Omega ratio for TTE, currently valued at 0.92, compared to the broader market0.501.001.502.00
TTE: 0.92
STLA: 0.72
The chart of Calmar ratio for TTE, currently valued at -0.51, compared to the broader market0.001.002.003.004.005.00
TTE: -0.51
STLA: -0.86
The chart of Martin ratio for TTE, currently valued at -0.98, compared to the broader market-5.000.005.0010.0015.0020.00
TTE: -0.98
STLA: -1.44

The current TTE Sharpe Ratio is -0.57, which is higher than the STLA Sharpe Ratio of -1.28. The chart below compares the historical Sharpe Ratios of TTE and STLA, 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-1.50-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.57
-1.28
TTE
STLA

Dividends

TTE vs. STLA - Dividend Comparison

TTE's dividend yield for the trailing twelve months is around 5.66%, less than STLA's 7.58% yield.


TTM20242023202220212020201920182017201620152014
TTE
TotalEnergies SE
5.66%6.19%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%
STLA
Stellantis N.V.
7.58%12.66%6.32%7.90%2.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TTE vs. STLA - Drawdown Comparison

The maximum TTE drawdown since its inception was -59.76%, smaller than the maximum STLA drawdown of -69.00%. Use the drawdown chart below to compare losses from any high point for TTE and STLA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-15.10%
-62.98%
TTE
STLA

Volatility

TTE vs. STLA - Volatility Comparison

The current volatility for TotalEnergies SE (TTE) is 13.56%, while Stellantis N.V. (STLA) has a volatility of 28.01%. This indicates that TTE experiences smaller price fluctuations and is considered to be less risky than STLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
13.56%
28.01%
TTE
STLA

Financials

TTE vs. STLA - Financials Comparison

This section allows you to compare key financial metrics between TotalEnergies SE and Stellantis N.V.. 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