TEF.MC vs. ALK-B.CO
TEF.MC (Telefonica) and ALK-B.CO (ALK-Abelló A/S) are both stocks. TEF.MC operates in Telecom Services (Communication Services), while ALK-B.CO operates in Biotechnology (Healthcare). Over the past 10 years, TEF.MC returned -1.24%/yr vs 18.08%/yr for ALK-B.CO. At a 0.16 correlation, their price movements are largely independent.
Performance
TEF.MC vs. ALK-B.CO - Performance Comparison
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Different Trading Currencies
TEF.MC is traded in EUR, while ALK-B.CO is traded in DKK. To make them comparable, the ALK-B.CO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TEF.MC achieves a 9.65% return, which is significantly lower than ALK-B.CO's 12.95% return. Over the past 10 years, TEF.MC has underperformed ALK-B.CO with an annualized return of -1.24%, while ALK-B.CO has yielded a comparatively higher 18.08% annualized return.
TEF.MC
- 1D
- 0.00%
- 1M
- -4.33%
- YTD
- 9.65%
- 6M
- 10.92%
- 1Y
- -10.90%
- 3Y*
- 7.57%
- 5Y*
- 5.32%
- 10Y*
- -1.24%
ALK-B.CO
- 1D
- 0.18%
- 1M
- -2.38%
- YTD
- 12.95%
- 6M
- 13.47%
- 1Y
- 41.23%
- 3Y*
- 51.55%
- 5Y*
- 11.97%
- 10Y*
- 18.08%
TEF.MC vs. ALK-B.CO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEF.MC Telefonica | 9.65% | -4.58% | 18.32% | 10.87% | -6.53% | 27.20% | -43.76% | -11.12% | -5.82% | -4.51% |
ALK-B.CO ALK-Abelló A/S | 12.95% | 43.60% | 56.66% | 5.42% | -44.17% | 37.61% | 53.56% | 69.81% | 29.57% | -10.35% |
Correlation
The correlation between TEF.MC and ALK-B.CO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2007 | 0.16 |
The correlation between TEF.MC and ALK-B.CO shifts across timeframes, from -0.04 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TEF.MC vs. ALK-B.CO — Risk / Return Rank
TEF.MC
ALK-B.CO
TEF.MC vs. ALK-B.CO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Telefonica (TEF.MC) and ALK-Abelló A/S (ALK-B.CO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TEF.MC | ALK-B.CO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.30 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 2.65 | -3.00 |
| Martin ratioReturn relative to average drawdown | -0.59 | 7.34 | -7.93 |
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Drawdowns
TEF.MC vs. ALK-B.CO - Drawdown Comparison
The maximum TEF.MC drawdown since its inception was -74.82%, roughly equal to the maximum ALK-B.CO drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for TEF.MC and ALK-B.CO.
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Drawdown Indicators
| TEF.MC | ALK-B.CO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.82% | -75.68% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -30.89% | -15.94% | -14.95% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -27.89% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -34.21% | -59.02% | +24.81% |
Max Drawdown (10Y)Largest decline over 10 years | -69.20% | -59.02% | -10.18% |
Current DrawdownCurrent decline from peak | -50.10% | -5.09% | -45.01% |
Average DrawdownAverage peak-to-trough decline | -32.83% | -24.64% | -8.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.26% | 5.69% | +12.57% |
Volatility
TEF.MC vs. ALK-B.CO - Volatility Comparison
The current volatility for Telefonica (TEF.MC) is 4.92%, while ALK-Abelló A/S (ALK-B.CO) has a volatility of 6.51%. This indicates that TEF.MC experiences smaller price fluctuations and is considered to be less risky than ALK-B.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEF.MC | ALK-B.CO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 6.51% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 18.02% | 19.48% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.34% | 27.65% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.19% | 36.95% | -15.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.06% | 35.77% | -10.71% |
Dividends
TEF.MC vs. ALK-B.CO - Dividend Comparison
TEF.MC's dividend yield for the trailing twelve months is around 8.15%, more than ALK-B.CO's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALK-B.CO ALK-Abelló A/S | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 13.51% | 10.87% | 11.42% |
TEF.MC Telefonica | 8.15% | 8.60% | 6.17% | 6.88% | 7.12% | 7.28% | 9.65% | 5.20% | 4.41% | 3.99% | 9.14% | 5.91% |
Financials
TEF.MC vs. ALK-B.CO - Financials Comparison
This section allows you to compare key financial metrics between Telefonica and ALK-Abelló A/S. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TEF.MC and ALK-B.CO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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