TotalEnergies SE

10-Year Study

TOTB.XETRA · Energy · DE · Common Stock

Executive Summary: TotalEnergies SE has compounded at 12.3% annually over the last 10 years, with a maximum drawdown of 47.5% and an annualized volatility of 23.0%.

1Y CAGR
+63.1%
3Y CAGR
+19.7%
5Y CAGR
+22.4%
10Y CAGR
+12.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
47.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +41.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -22.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.310.119.8-4.5————————39.0%
20258.72.54.7-14.31.02.7-0.32.8-3.56.25.3-0.813.6%
2024-1.2-2.08.78.1-2.4-5.80.4-0.6-4.7-1.9-4.1-4.2-10.4%
2023-2.42.7-6.06.5-8.40.45.15.38.41.4-1.4-0.89.9%
202213.3-9.12.52.617.1-8.3-0.72.7-4.614.19.10.441.5%
2021-0.310.05.1-7.12.82.5-3.91.812.74.7-6.210.635.1%
2020-9.5-13.3-6.1-6.92.43.1-7.85.6-9.5-11.939.4-0.7-22.1%
20193.54.20.4-0.1-5.87.2-4.6-3.76.9-1.21.13.811.2%
20180.60.6-0.113.0-0.51.86.8-3.54.9-7.1-5.5-4.45.0%
2017-3.50.32.0-0.40.2-7.5-0.41.25.95.1-0.6-1.10.6%
2016———10.1-1.31.0-1.40.5-0.33.82.89.326.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 23.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 27.9% of variance. Idiosyncratic stock-specific factors contribute 22.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111006.223465628384
2016-05-0110860.370735010447
2016-06-0110967.822410713094
2016-07-0110814.708227715584
2016-08-0110874.180859167918
2016-09-0110843.21945178262
2016-10-0111255.117541976097
2016-11-0111569.94382397883
2016-12-0112641.38671466056
2017-01-0112195.364253161852
2017-02-0112234.344442316004
2017-03-0112485.020470167905
2017-04-0112432.319254431492
2017-05-0112454.72729459668
2017-06-0111520.138279436727
2017-07-0111472.070137611205
2017-08-0111612.26517220334
2017-09-0112291.812378326124
2017-10-0112921.286747181175
2017-11-0112848.182186721788
2017-12-0112712.397482102526
2018-01-0112793.298080392744
2018-02-0112864.620689347941
2018-03-0112853.038004570708
2018-04-0114527.582381845481
2018-05-0114449.75564989999
2018-06-0114713.618118882896
2018-07-0115717.569596343437
2018-08-0115166.367447309924
2018-09-0115902.268869752712
2018-10-0114775.54093365349
2018-11-0113966.089462875269
2018-12-0113353.81092603565
2019-01-0113820.904964071404
2019-02-0114400.440142021536
2019-03-0114462.318408004527
2019-04-0114447.70640567017
2019-05-0113608.496344771978
2019-06-0114585.584903306857
2019-07-0113921.451577695314
2019-08-0113406.734885710086
2019-09-0114329.563020942383
2019-10-0114151.145126585381
2019-11-0114302.56645565391
2019-12-0114848.28910381204
2020-01-0113437.518097944965
2020-02-0111650.933519844257
2020-03-0110944.21155328258
2020-04-0110185.32295643574
2020-05-0110432.078690978426
2020-06-0110755.90382807732
2020-07-019912.327985993861
2020-08-0110469.410574991203
2020-09-019472.408708397003
2020-10-018346.88358956311
2020-11-0111639.306286279418
2020-12-0111559.920346767762
2021-01-0111530.740890886656
2021-02-0112681.480623504833
2021-03-0113324.364177428914
2021-04-0112372.49023267832
2021-05-0112721.708178711917
2021-06-0113037.336338891539
2021-07-0112526.94087930397
2021-08-0112755.698903654338
2021-09-0114369.835124937075
2021-10-0115049.07048954663
2021-11-0114123.168487969602
2021-12-0115622.324288444492
2022-01-0117697.451363861135
2022-02-0116084.250667118094
2022-03-0116483.897840720267
2022-04-0116920.29776409635
2022-05-0119808.618408450016
2022-06-0118171.762305488857
2022-07-0118037.670454798572
2022-08-0118519.68833668192
2022-09-0117675.889750660437
2022-10-0120173.740271658506
2022-11-0122019.084700609874
2022-12-0122107.29130006727
2023-01-0121570.032921554044
2023-02-0122160.259808529314
2023-03-0120830.478498527664
2023-04-0122194.38417983455
2023-05-0120328.5918573726
2023-06-0120417.823078944908
2023-07-0121451.354951375
2023-08-0122597.550707657494
2023-09-0124488.51309511612
2023-10-0124826.593844248528
2023-11-0124484.5928018069
2023-12-0124287.99900210716
2024-01-0123993.576064827397
2024-02-0123512.092768395312
2024-03-0125564.09902304509
2024-04-0127633.078365772275
2024-05-0126972.954431045157
2024-06-0125400.47132617286
2024-07-0125494.24652408085
2024-08-0125343.40432925118
2024-09-0124154.97632231939
2024-10-0123684.18473491244
2024-11-0122709.54635969582
2024-12-0121751.435584680567
2025-01-0123639.502300944885
2025-02-0124222.066796452134
2025-03-0125356.056184930927
2025-04-0121719.805945481196
2025-05-0121940.723383213124
2025-06-0122525.069830224573
2025-07-0122447.421293429503
2025-08-0123077.430247735807
2025-09-0122279.11597385877
2025-10-0123656.74268174792
2025-11-0124915.914163396043
2025-12-0124714.10815554655
2026-01-0127263.85801410415
2026-02-0130016.973088077408
2026-03-0135968.691112071385
2026-04-0134364.93475830055
Annual Return Matrix
YearAnnual Return
20170.00561732419431582
20180.050455741714822366
20190.11191398366009797
2020-0.22146448887502101
20210.35142144753727544
20220.4151089743041356
20230.09864201237685122
2024-0.10443690388848137
20250.13620584072862685
20260.39049867962110074
Total Factor Risk
0.2303455555275299
VTI.US Exposure
0.053757994040030205
VEA.US Exposure
0.08187940671631133
VWO.US Exposure
0.00893381350386002
QQQ.US Exposure
-0.009125705974106585
VTV.US Exposure
0.2794771878672041
IJR.US Exposure
0.007363400387073268
QUAL.US Exposure
0.006784364237966478
SHV.US Exposure
0.002022634007956821
TLT.US Exposure
-0.012367782934543272
LQD.US Exposure
-0.00027886890917354004
HYG.US Exposure
0.005044641858500974
GLD.US Exposure
0.015250713664482904
USO.US Exposure
0.20700049582858246
VNQ.US Exposure
0.03025341356408333
BTC-USD.CC Exposure
0.004041530270425997
CPER.US Exposure
0.01732440391022103
VIX.INDX Exposure
0.003080381092094366
UUP.US Exposure
0.04478080078430462
TIP.US Exposure
0.02708152545104933
Idiosyncratic Exposure
0.22769565063367606
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
61.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.15%
Market Cap$169.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$757
Avg Yield on Cost
7.57%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$757.337.57%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+33.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is TotalEnergies SE a high-risk investment?

TotalEnergies SE (TOTB.XETRA) has an annualized volatility of 23.0% and experienced a maximum drawdown of 47.5% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of TOTB.XETRA?

Over the past 10 years, TOTB.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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