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XOEF vs. THNPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOEF vs. THNPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 ex S&P 100 ETF (XOEF) and Technip Energies NV ADR (THNPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XOEF achieves a 13.96% return, which is significantly higher than THNPY's 2.53% return.


XOEF

1D
-0.44%
1M
-1.24%
6M
8.68%
YTD
13.96%
1Y
18.97%
3Y*
5Y*
10Y*
ALL TIME*
18.24%

THNPY

1D
1.59%
1M
-8.16%
6M
3.27%
YTD
2.53%
1Y
-7.39%
3Y*
20.12%
5Y*
28.07%
10Y*
ALL TIME*
24.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOEF vs. THNPY - Yearly Performance Comparison


2026 (YTD)2025
XOEF
iShares S&P 500 ex S&P 100 ETF
13.96%4.27%
THNPY
Technip Energies NV ADR
2.53%-8.89%

Correlation

The correlation between XOEF and THNPY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.27

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Return for Risk

XOEF vs. THNPY — Risk / Return Rank

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

XOEF
XOEF Risk / Return Rank: 6363
Overall Rank
XOEF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XOEF Sortino Ratio Rank: 6161
Sortino Ratio Rank
XOEF Omega Ratio Rank: 5555
Omega Ratio Rank
XOEF Calmar Ratio Rank: 6767
Calmar Ratio Rank
XOEF Martin Ratio Rank: 7272
Martin Ratio Rank

THNPY
THNPY Risk / Return Rank: 3434
Overall Rank
THNPY Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
THNPY Sortino Ratio Rank: 3232
Sortino Ratio Rank
THNPY Omega Ratio Rank: 3131
Omega Ratio Rank
THNPY Calmar Ratio Rank: 3636
Calmar Ratio Rank
THNPY Martin Ratio Rank: 3737
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.

XOEF vs. THNPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ex S&P 100 ETF (XOEF) and Technip Energies NV ADR (THNPY). 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.


XOEFTHNPYDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.24

Omega ratioGain probability vs. loss probability

1.26

0.99

+0.27

Calmar ratioReturn relative to maximum drawdown

2.49

-0.29

+2.78

Martin ratioReturn relative to average drawdown

9.52

-0.48

+10.00

XOEF vs. THNPY - Sharpe Ratio Comparison

The current XOEF Sharpe Ratio is 1.48, which is higher than the THNPY Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of XOEF and THNPY, 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

XOEF vs. THNPY - Drawdown Comparison

The maximum XOEF drawdown since its inception was -7.66%, smaller than the maximum THNPY drawdown of -44.46%. Use the drawdown chart below to compare losses from any high point for XOEF and THNPY.


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Drawdown Indicators


XOEFTHNPYDifference

Max Drawdown

Largest peak-to-trough decline

-7.66%

-44.46%

+36.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-25.32%

+17.66%

Max Drawdown (3Y)

Largest decline over 3 years

-25.32%

Max Drawdown (5Y)

Largest decline over 5 years

-41.82%

Current Drawdown

Current decline from peak

-2.87%

-19.52%

+16.65%

Average Drawdown

Average peak-to-trough decline

-1.27%

-12.42%

+11.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

15.31%

-13.31%

Volatility

XOEF vs. THNPY - Volatility Comparison

The current volatility for iShares S&P 500 ex S&P 100 ETF (XOEF) is 3.32%, while Technip Energies NV ADR (THNPY) has a volatility of 8.85%. This indicates that XOEF experiences smaller price fluctuations and is considered to be less risky than THNPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOEFTHNPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

8.85%

-5.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

25.03%

-15.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

33.02%

-20.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.76%

36.81%

-24.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

38.29%

-25.53%

Dividends

XOEF vs. THNPY - Dividend Comparison

XOEF's dividend yield for the trailing twelve months is around 1.06%, less than THNPY's 3.02% yield.


PositionTTM2025202420232022
THNPY
Technip Energies NV ADR
3.02%2.44%2.32%2.40%3.05%
XOEF
iShares S&P 500 ex S&P 100 ETF
1.06%0.63%0.00%0.00%0.00%

Frequently Asked Questions


XOEF and THNPY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THNPY has higher volatility (8.85%) compared to XOEF (3.32%). In terms of maximum drawdown, XOEF dropped -7.66% vs THNPY's -44.46%.

XOEF currently has the higher Sharpe Ratio (1.48 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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