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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%JulyAugustSeptemberOctoberNovemberDecember
-18.22%
-3.21%
TTE
XOM

Key characteristics

Sharpe Ratio

TTE:

-0.83

XOM:

0.43

Sortino Ratio

TTE:

-1.03

XOM:

0.73

Omega Ratio

TTE:

0.88

XOM:

1.09

Calmar Ratio

TTE:

-0.64

XOM:

0.44

Martin Ratio

TTE:

-1.81

XOM:

1.79

Ulcer Index

TTE:

9.25%

XOM:

4.63%

Daily Std Dev

TTE:

20.05%

XOM:

19.32%

Max Drawdown

TTE:

-59.76%

XOM:

-62.40%

Current Drawdown

TTE:

-26.13%

XOM:

-14.42%

Fundamentals

Market Cap

TTE:

$123.91B

XOM:

$474.71B

EPS

TTE:

$7.09

XOM:

$8.03

PE Ratio

TTE:

7.65

XOM:

13.45

PEG Ratio

TTE:

7.12

XOM:

5.51

Total Revenue (TTM)

TTE:

$203.26B

XOM:

$342.95B

Gross Profit (TTM)

TTE:

$33.05B

XOM:

$85.46B

EBITDA (TTM)

TTE:

$42.49B

XOM:

$75.25B

Returns By Period

In the year-to-date period, TTE achieves a -17.27% return, which is significantly lower than XOM's 10.07% return. Both investments have delivered pretty close results over the past 10 years, with TTE having a 5.57% annualized return and XOM not far ahead at 5.81%.


TTE

YTD

-17.27%

1M

-12.50%

6M

-18.44%

1Y

-16.93%

5Y*

6.23%

10Y*

5.57%

XOM

YTD

10.07%

1M

-11.55%

6M

-1.12%

1Y

6.86%

5Y*

14.22%

10Y*

5.81%

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Risk-Adjusted Performance

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 -0.83, compared to the broader market-4.00-2.000.002.00-0.830.43
The chart of Sortino ratio for TTE, currently valued at -1.03, compared to the broader market-4.00-2.000.002.004.00-1.030.73
The chart of Omega ratio for TTE, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.09
The chart of Calmar ratio for TTE, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.640.44
The chart of Martin ratio for TTE, currently valued at -1.81, compared to the broader market0.0010.0020.00-1.811.79
TTE
XOM

The current TTE Sharpe Ratio is -0.83, which is lower than the XOM Sharpe Ratio of 0.43. 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.83
0.43
TTE
XOM

Dividends

TTE vs. XOM - Dividend Comparison

TTE's dividend yield for the trailing twelve months is around 6.25%, more than XOM's 3.61% yield.


TTM20232022202120202019201820172016201520142013
TTE
TotalEnergies SE
6.25%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%4.31%
XOM
Exxon Mobil Corporation
3.61%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

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%JulyAugustSeptemberOctoberNovemberDecember
-26.13%
-14.42%
TTE
XOM

Volatility

TTE vs. XOM - Volatility Comparison

TotalEnergies SE (TTE) has a higher volatility of 5.72% compared to Exxon Mobil Corporation (XOM) at 4.85%. This indicates that TTE's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
5.72%
4.85%
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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