TEF's Sortino Ratio of -1.34 indicates that for each unit of downside volatility, it generates -1.34 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
TEF Sortino Ratio Rank
TEF ranks above 6.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
TEF Sortino Ratio Market Positioning
The chart shows TEF's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): -0.22 or lower
- Yellow zone (middle 50%): -0.22 to 2.05
- Green zone (top 25%): 2.05 or higher
- Top 1%: 6.60+
- Median: 0.86 — half of all investments score higher
How it compares to other similar stocks
The table compares Telefónica, S.A.'s Sortino Ratio with other stocks in the Telecom Services industry across multiple time periods, showing how TEF's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| COMS | COMSovereign Holding Corp. | 11.85 | |||
| TIGO | Millicom International Cellular S.A. | 4.52 | |||
| SKM | SK Telecom Co.,Ltd | 4.46 | |||
| GSAT | Globalstar, Inc. | 4.27 | |||
| TIAIY | Telecom Italia S.p.A | 3.96 | |||
| SFTBY | SoftBank Group Corp. | 3.91 | |||
| ATEX | Anterix Inc. | 3.66 | |||
| TIIAY | Telecom Italia S.p.A | 3.53 | |||
| BZQIY | Bezeq Corp Ltd | 3.42 | |||
| CTOWY | China Tower Corporation Limited | 3.41 | |||
| TEF | Telefónica, S.A. | -1.34 |
Historical Sortino Ratio
The chart shows TEF's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when TEF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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