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TDC vs. IBE.MC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TDC vs. IBE.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teradata Corporation (TDC) and Iberdrola S.A. (IBE.MC). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-8.23%
10.62%
TDC
IBE.MC

Returns By Period

In the year-to-date period, TDC achieves a -31.12% return, which is significantly lower than IBE.MC's 17.76% return. Over the past 10 years, TDC has underperformed IBE.MC with an annualized return of -3.90%, while IBE.MC has yielded a comparatively higher 13.31% annualized return.


TDC

YTD

-31.12%

1M

-7.10%

6M

-9.18%

1Y

-36.87%

5Y (annualized)

2.35%

10Y (annualized)

-3.90%

IBE.MC

YTD

17.76%

1M

-4.98%

6M

11.91%

1Y

26.61%

5Y (annualized)

13.01%

10Y (annualized)

13.31%

Fundamentals


TDCIBE.MC
Market Cap$2.87B€84.93B
EPS$0.85€1.00
PE Ratio35.2613.35
PEG Ratio3.352.84
Total Revenue (TTM)$1.80B€45.26B
Gross Profit (TTM)$1.10B€14.47B
EBITDA (TTM)$303.00M€18.61B

Key characteristics


TDCIBE.MC
Sharpe Ratio-0.891.63
Sortino Ratio-0.972.21
Omega Ratio0.811.27
Calmar Ratio-0.552.18
Martin Ratio-1.245.99
Ulcer Index29.69%4.16%
Daily Std Dev41.65%15.18%
Max Drawdown-75.50%-71.66%
Current Drawdown-59.54%-5.82%

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Correlation

-0.50.00.51.00.2

The correlation between TDC and IBE.MC is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

TDC vs. IBE.MC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradata Corporation (TDC) and Iberdrola S.A. (IBE.MC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for TDC, currently valued at -0.88, compared to the broader market-4.00-2.000.002.004.00-0.881.09
The chart of Sortino ratio for TDC, currently valued at -0.96, compared to the broader market-4.00-2.000.002.004.00-0.961.52
The chart of Omega ratio for TDC, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.19
The chart of Calmar ratio for TDC, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.551.32
The chart of Martin ratio for TDC, currently valued at -1.22, compared to the broader market-10.000.0010.0020.0030.00-1.223.80
TDC
IBE.MC

The current TDC Sharpe Ratio is -0.89, which is lower than the IBE.MC Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of TDC and IBE.MC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.88
1.09
TDC
IBE.MC

Dividends

TDC vs. IBE.MC - Dividend Comparison

TDC has not paid dividends to shareholders, while IBE.MC's dividend yield for the trailing twelve months is around 4.14%.


TTM20232022202120202019201820172016201520142013
TDC
Teradata Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.47%0.00%
IBE.MC
Iberdrola S.A.
4.14%4.22%4.11%4.05%3.42%3.82%4.65%4.83%4.51%0.46%5.06%6.54%

Drawdowns

TDC vs. IBE.MC - Drawdown Comparison

The maximum TDC drawdown since its inception was -75.50%, which is greater than IBE.MC's maximum drawdown of -71.66%. Use the drawdown chart below to compare losses from any high point for TDC and IBE.MC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-59.54%
-8.99%
TDC
IBE.MC

Volatility

TDC vs. IBE.MC - Volatility Comparison

Teradata Corporation (TDC) has a higher volatility of 17.45% compared to Iberdrola S.A. (IBE.MC) at 7.15%. This indicates that TDC's price experiences larger fluctuations and is considered to be riskier than IBE.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.45%
7.15%
TDC
IBE.MC

Financials

TDC vs. IBE.MC - Financials Comparison

This section allows you to compare key financial metrics between Teradata Corporation and Iberdrola S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. TDC values in USD, IBE.MC values in EUR