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

Correlation

The correlation between TTE and XOM 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. XOM - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-9.52%
-0.11%
TTE
XOM

Key characteristics

Sharpe Ratio

TTE:

-0.13

XOM:

1.00

Sortino Ratio

TTE:

-0.04

XOM:

1.49

Omega Ratio

TTE:

0.99

XOM:

1.18

Calmar Ratio

TTE:

-0.10

XOM:

1.02

Martin Ratio

TTE:

-0.23

XOM:

3.27

Ulcer Index

TTE:

10.95%

XOM:

5.84%

Daily Std Dev

TTE:

19.68%

XOM:

19.13%

Max Drawdown

TTE:

-59.76%

XOM:

-62.40%

Current Drawdown

TTE:

-17.40%

XOM:

-10.36%

Fundamentals

Market Cap

TTE:

$132.71B

XOM:

$493.66B

EPS

TTE:

$7.09

XOM:

$7.97

PE Ratio

TTE:

8.34

XOM:

13.99

PEG Ratio

TTE:

7.12

XOM:

4.31

Total Revenue (TTM)

TTE:

$148.50B

XOM:

$261.26B

Gross Profit (TTM)

TTE:

$26.32B

XOM:

$67.90B

EBITDA (TTM)

TTE:

$29.59B

XOM:

$56.62B

Returns By Period

In the year-to-date period, TTE achieves a 8.46% return, which is significantly higher than XOM's 3.63% return. Over the past 10 years, TTE has outperformed XOM with an annualized return of 7.20%, while XOM has yielded a comparatively lower 6.63% annualized return.


TTE

YTD

8.46%

1M

10.85%

6M

-9.52%

1Y

-1.47%

5Y*

9.07%

10Y*

7.20%

XOM

YTD

3.63%

1M

5.29%

6M

-0.11%

1Y

19.06%

5Y*

16.38%

10Y*

6.63%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TTE vs. XOM — 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 3636
Overall Rank
The Sharpe Ratio Rank of TTE is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TTE is 3030
Sortino Ratio Rank
The Omega Ratio Rank of TTE is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TTE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of TTE is 4040
Martin Ratio Rank

XOM
The Risk-Adjusted Performance Rank of XOM is 7373
Overall Rank
The Sharpe Ratio Rank of XOM is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 7070
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 7373
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. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TTE) and Exxon Mobil Corporation (XOM). 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 -0.13, compared to the broader market-2.000.002.004.00-0.131.00
The chart of Sortino ratio for TTE, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.006.00-0.041.49
The chart of Omega ratio for TTE, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.18
The chart of Calmar ratio for TTE, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.101.02
The chart of Martin ratio for TTE, currently valued at -0.23, compared to the broader market0.0010.0020.0030.00-0.233.27
TTE
XOM

The current TTE Sharpe Ratio is -0.13, which is lower than the XOM Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of TTE and XOM, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.13
1.00
TTE
XOM

Dividends

TTE vs. XOM - Dividend Comparison

TTE's dividend yield for the trailing twelve months is around 5.71%, more than XOM's 3.44% yield.


TTM20242023202220212020201920182017201620152014
TTE
TotalEnergies SE
5.71%6.19%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%
XOM
Exxon Mobil Corporation
3.44%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

Drawdowns

TTE vs. XOM - Drawdown Comparison

The maximum TTE drawdown since its inception was -59.76%, roughly equal to the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for TTE and XOM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-17.40%
-10.36%
TTE
XOM

Volatility

TTE vs. XOM - Volatility Comparison

The current volatility for TotalEnergies SE (TTE) is 3.80%, while Exxon Mobil Corporation (XOM) has a volatility of 4.69%. This indicates that TTE experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.80%
4.69%
TTE
XOM

Financials

TTE vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between TotalEnergies SE and Exxon Mobil 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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