PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Telecom Italia S.p.A (TQI.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

IT0003497168

Sector

Communication Services

Highlights

Market Cap

€5.39B

EPS (TTM)

-€0.06

PEG Ratio

0.53

Total Revenue (TTM)

€10.63B

Gross Profit (TTM)

€3.28B

EBITDA (TTM)

€4.25B

Year Range

€0.19 - €0.29

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
6.01%
13.69%
TQI.DE (Telecom Italia S.p.A)
Benchmark (^GSPC)

Returns By Period


TQI.DE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

3.96%

1M

2.77%

6M

10.09%

1Y

21.57%

5Y*

12.62%

10Y*

11.30%

*Annualized

Monthly Returns

The table below presents the monthly returns of TQI.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.86%-7.14%-13.27%-0.53%12.57%-13.66%12.39%-6.12%11.65%-4.60%-8.16%-17.16%
202322.05%22.91%-11.67%-7.79%6.62%-8.58%1.15%3.13%7.24%-14.57%10.34%6.51%33.77%
2022-6.02%-7.09%-11.03%-17.48%0.36%-8.04%-22.06%4.29%-15.43%9.60%6.96%6.02%-49.45%
2021-6.81%13.11%16.48%-4.27%-2.30%1.67%-13.21%3.87%-17.33%-1.02%45.91%-6.41%17.59%
2020-9.59%-1.02%-24.08%-8.03%-7.67%12.16%2.96%9.00%-10.67%-15.51%27.92%-0.75%-30.41%
2019-1.49%12.54%0.33%-7.49%-8.67%3.58%9.18%-6.15%3.46%4.18%7.77%-0.91%14.81%
20180.13%-0.28%5.76%6.81%-11.83%-10.50%1.63%-12.21%-7.13%-6.65%12.06%-12.83%-32.75%
2017-4.97%-4.00%9.75%-3.43%2.45%-3.11%6.90%-6.92%-1.37%-6.55%-6.32%4.03%-14.21%
2016-14.85%-11.28%7.03%-10.53%-0.47%-14.28%3.82%8.16%-11.92%9.52%-9.58%17.71%-28.84%
201515.75%3.91%3.30%-4.28%7.24%0.98%5.27%-9.19%0.64%16.28%-3.78%-3.10%34.32%
201413.33%0.49%4.03%8.68%-0.86%0.54%-7.14%0.82%4.05%-0.44%0.89%-2.33%22.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TQI.DE is 33, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TQI.DE is 3333
Overall Rank
The Sharpe Ratio Rank of TQI.DE is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of TQI.DE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of TQI.DE is 4040
Omega Ratio Rank
The Calmar Ratio Rank of TQI.DE is 3131
Calmar Ratio Rank
The Martin Ratio Rank of TQI.DE is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Telecom Italia S.p.A (TQI.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
TQI.DE
^GSPC

There is not enough data available to calculate the Sharpe ratio for Telecom Italia S.p.A. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.001.002.003.00Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
-0.25
2.50
TQI.DE (Telecom Italia S.p.A)
Benchmark (^GSPC)

Dividends

Dividend History

Telecom Italia S.p.A provided a 0.00% dividend yield over the last twelve months, with an annual payout of €0.00 per share.


0.00%0.50%1.00%1.50%2.00%2.50%€0.00€0.00€0.00€0.01€0.01€0.012020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend€0.00€0.00€0.00€0.01€0.01

Dividend yield

0.00%0.00%0.00%2.30%2.64%

Monthly Dividends

The table displays the monthly dividend distributions for Telecom Italia S.p.A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.01€0.00€0.00€0.00€0.00€0.00€0.00€0.01
2020€0.01€0.00€0.00€0.00€0.00€0.00€0.00€0.01

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.


-80.00%-60.00%-40.00%-20.00%0.00%Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
-87.18%
-1.42%
TQI.DE (Telecom Italia S.p.A)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Telecom Italia S.p.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 Telecom Italia S.p.A was 91.46%, occurring on Oct 13, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.46%Jan 17, 20054411Oct 13, 2022
-11.12%Aug 19, 200333Oct 2, 200323Nov 4, 200356
-10.22%Feb 20, 200422Mar 22, 200416Apr 15, 200438
-9.66%May 6, 200470Aug 11, 200440Oct 6, 2004110
-6.49%Jan 15, 200415Feb 4, 200411Feb 19, 200426

Volatility

Volatility Chart

The current Telecom Italia S.p.A volatility is 19.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
19.39%
3.59%
TQI.DE (Telecom Italia S.p.A)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Telecom Italia S.p.A over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Telecom Italia S.p.A.


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab