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VOO vs. TTE.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. TTE.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and TotalEnergies SE (TTE.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VOO is traded in USD, while TTE.PA is traded in EUR. To make them comparable, the TTE.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VOO achieves a 9.08% return, which is significantly lower than TTE.PA's 36.74% return. Over the past 10 years, VOO has outperformed TTE.PA with an annualized return of 15.50%, while TTE.PA has yielded a comparatively lower 13.35% annualized return.


VOO

1D
0.55%
1M
-0.84%
YTD
9.08%
6M
9.44%
1Y
25.76%
3Y*
20.95%
5Y*
13.43%
10Y*
15.50%

TTE.PA

1D
-2.18%
1M
-3.29%
YTD
36.74%
6M
38.90%
1Y
47.90%
3Y*
21.09%
5Y*
19.40%
10Y*
13.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. TTE.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
9.08%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
TTE.PA
TotalEnergies SE
36.74%27.45%-14.64%13.93%33.01%26.32%-15.65%8.70%0.49%13.74%

Correlation

The correlation between VOO and TTE.PA is 0.02, 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

0.02

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

0.11

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

0.21

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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.38

Over the past year, the correlation between VOO and TTE.PA has dropped to 0.02 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

VOO vs. TTE.PA — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7676
Martin Ratio Rank

TTE.PA
TTE.PA Risk / Return Rank: 9090
Overall Rank
TTE.PA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TTE.PA Sortino Ratio Rank: 8787
Sortino Ratio Rank
TTE.PA Omega Ratio Rank: 8888
Omega Ratio Rank
TTE.PA Calmar Ratio Rank: 9292
Calmar Ratio Rank
TTE.PA 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.

VOO vs. TTE.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and TotalEnergies SE (TTE.PA). 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.


VOOTTE.PADifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

2.75

5.58

-2.83

Martin ratioReturn relative to average drawdown

12.42

15.92

-3.50

VOO vs. TTE.PA - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.99, which is comparable to the TTE.PA Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of VOO and TTE.PA, 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

VOO vs. TTE.PA - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum TTE.PA drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for VOO and TTE.PA.


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Drawdown Indicators


VOOTTE.PADifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-61.15%

+27.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.42%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-25.73%

+7.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-25.73%

+1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-61.15%

+27.16%

Current Drawdown

Current decline from peak

-2.34%

-5.68%

+3.34%

Average Drawdown

Average peak-to-trough decline

-3.68%

-19.46%

+15.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.97%

-1.00%

Volatility

VOO vs. TTE.PA - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 4.34%, while TotalEnergies SE (TTE.PA) has a volatility of 6.30%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than TTE.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOTTE.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

6.30%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

17.75%

-8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

22.26%

-9.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

25.97%

-9.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

27.62%

-9.59%

Dividends

VOO vs. TTE.PA - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.05%, less than TTE.PA's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
TTE.PA
TotalEnergies SE
4.45%7.43%5.73%4.64%6.26%5.92%7.59%3.94%5.46%5.36%5.01%5.91%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


VOO and TTE.PA have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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