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TEF.MC vs. ALK-B.CO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TEF.MC vs. ALK-B.CO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Telefonica (TEF.MC) and ALK-Abelló A/S (ALK-B.CO). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEF.MC vs. ALK-B.CO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TEF.MC
TEF.MC Risk / Return Rank: 2727
Overall Rank
TEF.MC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TEF.MC Sortino Ratio Rank: 2323
Sortino Ratio Rank
TEF.MC Omega Ratio Rank: 2222
Omega Ratio Rank
TEF.MC Calmar Ratio Rank: 3232
Calmar Ratio Rank
TEF.MC Martin Ratio Rank: 3333
Martin Ratio Rank

ALK-B.CO
ALK-B.CO Risk / Return Rank: 8383
Overall Rank
ALK-B.CO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ALK-B.CO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ALK-B.CO Omega Ratio Rank: 8181
Omega Ratio Rank
ALK-B.CO Calmar Ratio Rank: 8282
Calmar Ratio Rank
ALK-B.CO Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.MCALK-B.CODifference
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

TEF.MC vs. ALK-B.CO - Sharpe Ratio Comparison

The current TEF.MC Sharpe Ratio is -0.43, which is lower than the ALK-B.CO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of TEF.MC and ALK-B.CO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.MCALK-B.CODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-50.10%

-5.09%

-45.01%

Average Drawdown

Average peak-to-trough decline

-32.83%

-24.64%

-8.19%

Ulcer Index

Depth 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.MCALK-B.CODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

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


Please note, different currencies. TEF.MC values in EUR, ALK-B.CO values in DKK

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.

Portfolio Optimizer

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