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TTE vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTE and VTI is 0.56, 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.


-0.50.00.51.00.6

Performance

TTE vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TotalEnergies SE (TTE) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
325.80%
677.31%
TTE
VTI

Key characteristics

Sharpe Ratio

TTE:

-0.76

VTI:

2.10

Sortino Ratio

TTE:

-0.93

VTI:

2.80

Omega Ratio

TTE:

0.89

VTI:

1.39

Calmar Ratio

TTE:

-0.59

VTI:

3.14

Martin Ratio

TTE:

-1.61

VTI:

13.44

Ulcer Index

TTE:

9.53%

VTI:

2.00%

Daily Std Dev

TTE:

20.05%

VTI:

12.79%

Max Drawdown

TTE:

-59.76%

VTI:

-55.45%

Current Drawdown

TTE:

-25.48%

VTI:

-3.03%

Returns By Period

In the year-to-date period, TTE achieves a -16.55% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, TTE has underperformed VTI with an annualized return of 5.72%, while VTI has yielded a comparatively higher 12.52% annualized return.


TTE

YTD

-16.55%

1M

-9.80%

6M

-16.60%

1Y

-16.89%

5Y*

6.15%

10Y*

5.72%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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Risk-Adjusted Performance

TTE vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE) and Vanguard Total Stock Market ETF (VTI). 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 -0.76, compared to the broader market-4.00-2.000.002.00-0.762.10
The chart of Sortino ratio for TTE, currently valued at -0.93, compared to the broader market-4.00-2.000.002.004.00-0.932.80
The chart of Omega ratio for TTE, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.39
The chart of Calmar ratio for TTE, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.593.14
The chart of Martin ratio for TTE, currently valued at -1.61, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6113.44
TTE
VTI

The current TTE Sharpe Ratio is -0.76, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of TTE and VTI, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.76
2.10
TTE
VTI

Dividends

TTE vs. VTI - Dividend Comparison

TTE's dividend yield for the trailing twelve months is around 6.19%, more than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
TTE
TotalEnergies SE
6.19%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%4.31%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

TTE vs. VTI - Drawdown Comparison

The maximum TTE drawdown since its inception was -59.76%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TTE and VTI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.48%
-3.03%
TTE
VTI

Volatility

TTE vs. VTI - Volatility Comparison

TotalEnergies SE (TTE) has a higher volatility of 5.92% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that TTE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.92%
4.00%
TTE
VTI
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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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