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Telefónica, S.A. (TEF)

Equity · Currency in USD
Sector
Communication Services
Industry
Telecom Services
ISIN
US8793822086
CUSIP
879382208

TEFPrice Chart


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TEFPerformance

The chart shows the growth of $10,000 invested in Telefónica, S.A. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $3,258 for a total return of roughly -67.42%. All prices are adjusted for splits and dividends.


TEF (Telefónica, S.A.)
Benchmark (S&P 500)

TEFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.68%0.43%
6M-8.07%9.37%
YTD14.46%22.33%
1Y9.34%26.59%
5Y-7.44%15.74%
10Y-7.91%14.46%

TEFMonthly Returns Heatmap


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TEFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Telefónica, S.A. Sharpe ratio is 0.34. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


TEF (Telefónica, S.A.)
Benchmark (S&P 500)

TEFDividends

Telefónica, S.A. granted a 10.86% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.48 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.48$0.24$0.45$0.47$0.46$0.82$0.98$0.97$0.47$1.08$2.14$1.75

Dividend yield

10.86%5.84%6.40%5.52%4.73%8.90%8.87%6.85%2.89%8.03%12.45%7.68%

TEFDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


TEF (Telefónica, S.A.)
Benchmark (S&P 500)

TEFWorst Drawdowns

The table below shows the maximum drawdowns of the Telefónica, S.A.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Telefónica, S.A. is 78.26%, recorded on Oct 30, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.26%May 3, 20112392Oct 30, 2020
-34.95%Jan 5, 2010108Jun 9, 2010102Nov 2, 2010210
-20.84%Nov 5, 201017Nov 30, 2010103Apr 28, 2011120
-0.11%Apr 29, 20111Apr 29, 20111May 2, 20112

TEFVolatility Chart

Current Telefónica, S.A. volatility is 37.66%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


TEF (Telefónica, S.A.)
Benchmark (S&P 500)

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