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TEF vs. ICAGY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TEF vs. ICAGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telefónica, S.A. (TEF) and International Consolidated Airlines Group, S.A. (ICAGY). The values are adjusted to include any dividend payments, if applicable.

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TEF vs. ICAGY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEF
Telefónica, S.A.
-5.93%8.59%11.16%18.09%-6.36%20.27%-36.44%-12.77%-7.83%9.97%
ICAGY
International Consolidated Airlines Group, S.A.
-13.52%49.77%97.26%32.88%-23.36%-12.61%-68.67%18.14%-8.00%66.87%

Fundamentals

Market Cap

TEF:

$21.48B

ICAGY:

$23.75B

EPS

TEF:

-$0.38

ICAGY:

$1.94

PS Ratio

TEF:

0.56

ICAGY:

0.55

PB Ratio

TEF:

1.22

ICAGY:

3.13

Total Revenue (TTM)

TEF:

$38.27B

ICAGY:

$42.41B

Gross Profit (TTM)

TEF:

$32.04B

ICAGY:

$9.69B

EBITDA (TTM)

TEF:

$14.31B

ICAGY:

$9.31B

Returns By Period

In the year-to-date period, TEF achieves a -5.93% return, which is significantly higher than ICAGY's -13.52% return. Over the past 10 years, TEF has underperformed ICAGY with an annualized return of -2.34%, while ICAGY has yielded a comparatively higher -1.02% annualized return.


TEF

1D
0.00%
1M
0.00%
YTD
-5.93%
6M
-21.74%
1Y
-11.88%
3Y*
3.80%
5Y*
6.13%
10Y*
-2.34%

ICAGY

1D
4.27%
1M
-16.40%
YTD
-13.52%
6M
-7.03%
1Y
45.41%
3Y*
39.01%
5Y*
11.01%
10Y*
-1.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TEF vs. ICAGY — Risk / Return Rank

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

TEF
TEF Risk / Return Rank: 2626
Overall Rank
TEF Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TEF Sortino Ratio Rank: 2020
Sortino Ratio Rank
TEF Omega Ratio Rank: 1919
Omega Ratio Rank
TEF Calmar Ratio Rank: 3535
Calmar Ratio Rank
TEF Martin Ratio Rank: 3636
Martin Ratio Rank

ICAGY
ICAGY Risk / Return Rank: 7575
Overall Rank
ICAGY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ICAGY Sortino Ratio Rank: 7474
Sortino Ratio Rank
ICAGY Omega Ratio Rank: 7373
Omega Ratio Rank
ICAGY Calmar Ratio Rank: 7070
Calmar Ratio Rank
ICAGY Martin Ratio Rank: 7777
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 vs. ICAGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telefónica, S.A. (TEF) and International Consolidated Airlines Group, S.A. (ICAGY). 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.


TEFICAGYDifference

Sharpe ratio

Return per unit of total volatility

-0.49

1.25

-1.74

Sortino ratio

Return per unit of downside risk

-0.48

1.77

-2.25

Omega ratio

Gain probability vs. loss probability

0.93

1.23

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.22

1.43

-1.65

Martin ratio

Return relative to average drawdown

-0.39

4.94

-5.33

TEF vs. ICAGY - Sharpe Ratio Comparison

The current TEF Sharpe Ratio is -0.49, which is lower than the ICAGY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TEF and ICAGY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TEFICAGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

1.25

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.28

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

-0.02

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.08

+0.13

Correlation

The correlation between TEF and ICAGY is 0.35, 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.


Dividends

TEF vs. ICAGY - Dividend Comparison

TEF's dividend yield for the trailing twelve months is around 9.02%, more than ICAGY's 2.63% yield.


TTM20252024202320222021202020192018201720162015
TEF
Telefónica, S.A.
9.02%8.48%7.97%8.30%8.77%9.65%11.21%6.39%5.52%4.77%8.76%9.98%
ICAGY
International Consolidated Airlines Group, S.A.
2.63%2.27%0.89%0.00%0.00%0.00%15.07%7.56%3.77%2.45%1.86%1.23%

Drawdowns

TEF vs. ICAGY - Drawdown Comparison

The maximum TEF drawdown since its inception was -79.71%, smaller than the maximum ICAGY drawdown of -85.75%. Use the drawdown chart below to compare losses from any high point for TEF and ICAGY.


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Drawdown Indicators


TEFICAGYDifference

Max Drawdown

Largest peak-to-trough decline

-79.71%

-85.75%

+6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-30.38%

-25.39%

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

-65.66%

+26.94%

Max Drawdown (10Y)

Largest decline over 10 years

-65.52%

-85.75%

+20.23%

Current Drawdown

Current decline from peak

-60.77%

-32.56%

-28.21%

Average Drawdown

Average peak-to-trough decline

-33.51%

-37.03%

+3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.05%

7.37%

+9.68%

Volatility

TEF vs. ICAGY - Volatility Comparison

The current volatility for Telefónica, S.A. (TEF) is 0.00%, while International Consolidated Airlines Group, S.A. (ICAGY) has a volatility of 12.90%. This indicates that TEF experiences smaller price fluctuations and is considered to be less risky than ICAGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEFICAGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

12.90%

-12.90%

Volatility (6M)

Calculated over the trailing 6-month period

19.66%

26.03%

-6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

26.15%

37.06%

-10.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.69%

40.05%

-16.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.45%

47.05%

-19.60%

Financials

TEF vs. ICAGY - Financials Comparison

This section allows you to compare key financial metrics between Telefónica, S.A. and International Consolidated Airlines Group, 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


0.005.00B10.00B15.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
9.36B
17.18B
(TEF) Total Revenue
(ICAGY) Total Revenue
Values in USD except per share items

TEF vs. ICAGY - Profitability Comparison

The chart below illustrates the profitability comparison between Telefónica, S.A. and International Consolidated Airlines Group, S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
33.5%
24.0%
Portfolio components
TEF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Telefónica, S.A. reported a gross profit of 3.13B and revenue of 9.36B. Therefore, the gross margin over that period was 33.5%.

ICAGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, International Consolidated Airlines Group, S.A. reported a gross profit of 4.13B and revenue of 17.18B. Therefore, the gross margin over that period was 24.0%.

TEF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Telefónica, S.A. reported an operating income of 952.00M and revenue of 9.36B, resulting in an operating margin of 10.2%.

ICAGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, International Consolidated Airlines Group, S.A. reported an operating income of 3.07B and revenue of 17.18B, resulting in an operating margin of 17.9%.

TEF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Telefónica, S.A. reported a net income of 276.00M and revenue of 9.36B, resulting in a net margin of 3.0%.

ICAGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, International Consolidated Airlines Group, S.A. reported a net income of 2.03B and revenue of 17.18B, resulting in a net margin of 11.8%.