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Atresmedia Corporación de Medios de Comunicación S...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Company Info

ISIN
ES0109427734

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Atresmedia Corporación de Medios de Comunicación S.A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

A3M.MC is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

Atresmedia Corporación de Medios de Comunicación S.A (A3M.MC) has returned -1.74% so far this year and 1.67% over the past 12 months. Over the last ten years, A3M.MC has returned -0.43% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.


Atresmedia Corporación de Medios de Comunicación S.A

1D
-0.83%
1M
-7.43%
YTD
-1.74%
6M
-11.88%
1Y
1.67%
3Y*
21.28%
5Y*
15.04%
10Y*
-0.43%

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 29, 2003, A3M.MC's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, your investment would double in approximately 7.3 years.

Historically, 49% of months were positive and 51% were negative. The best month was Apr 2009 with a return of +41.5%, while the worst month was May 2010 at -28.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 9 months.

On a daily basis, A3M.MC closed higher 49% of trading days. The best single day was Apr 9, 2009 with a return of +17.0%, while the worst single day was Mar 12, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.58%-1.33%-7.43%-1.74%
20251.14%12.10%4.54%7.34%7.01%-7.27%-4.06%5.04%7.49%-6.25%2.86%-6.99%22.65%
20243.56%1.61%17.19%6.50%12.08%-12.98%5.42%-1.71%3.60%-8.32%4.36%-0.22%31.27%
20237.08%0.70%0.93%4.38%-3.20%4.38%7.90%-2.76%-0.11%-3.33%7.52%-1.84%22.74%
20223.18%12.43%-0.62%-5.10%6.79%-10.83%-8.93%-9.00%-3.44%10.77%14.73%-0.44%5.49%
202113.75%5.31%1.97%13.70%0.05%-7.75%-5.58%6.37%0.00%-4.75%-0.28%-1.23%20.79%

Benchmark Metrics

Atresmedia Corporación de Medios de Comunicación S.A has an annualized alpha of 0.87%, beta of 0.44, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since October 30, 2003.

  • This stock participated in 85.23% of S&P 500 Index downside but only 43.98% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.44 may look defensive, but with R² of 0.06 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.06 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.87%
Beta
0.44
0.06
Upside Capture
43.98%
Downside Capture
85.23%

Return for Risk

Risk / Return Rank

A3M.MC ranks 39 for risk / return — below 39% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


A3M.MC Risk / Return Rank: 3939
Overall Rank
A3M.MC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
A3M.MC Sortino Ratio Rank: 3535
Sortino Ratio Rank
A3M.MC Omega Ratio Rank: 3434
Omega Ratio Rank
A3M.MC Calmar Ratio Rank: 4242
Calmar Ratio Rank
A3M.MC Martin Ratio Rank: 4242
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Atresmedia Corporación de Medios de Comunicación S.A (A3M.MC) and compare them to a chosen benchmark (S&P 500 Index).


A3M.MCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.43

-0.35

Sortino ratio

Return per unit of downside risk

0.26

0.73

-0.47

Omega ratio

Gain probability vs. loss probability

1.03

1.11

-0.08

Calmar ratio

Return relative to maximum drawdown

0.07

0.67

-0.60

Martin ratio

Return relative to average drawdown

0.12

2.80

-2.68

Explore A3M.MC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Atresmedia Corporación de Medios de Comunicación S.A provided a 10.98% dividend yield over the last twelve months, with an annual payout of €0.53 per share. The company has been increasing its dividends for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%€0.00€0.20€0.40€0.60€0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend€0.53€0.53€0.36€0.32€0.34€0.15€0.00€0.36€0.41€0.75€0.32€0.22

Dividend yield

10.98%10.79%8.34%9.02%10.66%4.37%0.00%10.47%9.28%8.57%3.12%2.29%

Monthly Dividends

The table displays the monthly dividend distributions for Atresmedia Corporación de Medios de Comunicación S.A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.00€0.00
2025€0.00€0.00€0.00€0.00€0.00€0.38€0.00€0.00€0.00€0.00€0.00€0.15€0.53
2024€0.00€0.00€0.00€0.00€0.00€0.19€0.00€0.00€0.00€0.00€0.00€0.17€0.36
2023€0.00€0.00€0.00€0.00€0.00€0.18€0.00€0.00€0.00€0.00€0.00€0.15€0.32
2022€0.00€0.00€0.00€0.00€0.00€0.19€0.00€0.00€0.00€0.00€0.00€0.15€0.34
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.15€0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Atresmedia Corporación de Medios de Comunicación S.A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Atresmedia Corporación de Medios de Comunicación S.A was 84.90%, occurring on Mar 30, 2009. Recovery took 1542 trading sessions.

The current Atresmedia Corporación de Medios de Comunicación S.A drawdown is 40.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.9%Feb 2, 2006801Mar 30, 20091542Apr 15, 20152343
-82.13%Jul 17, 20151238May 20, 2020
-18.28%Jul 20, 200568Oct 21, 200520Nov 18, 200588
-14.86%Apr 16, 201537Jun 8, 201527Jul 15, 201564
-12.36%Apr 27, 200415May 17, 200433Jul 1, 200448

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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