TEF vs. REPYY
TEF (Telefónica, S.A.) and REPYY (Repsol SA) are both stocks. TEF operates in Telecom Services (Communication Services), while REPYY operates in Oil & Gas Integrated (Energy). Over the past 10 years, TEF returned -2.29%/yr vs 13.93%/yr for REPYY. At a 0.41 correlation, their price movements are largely independent.
Performance
TEF vs. REPYY - Performance Comparison
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Returns By Period
In the year-to-date period, TEF achieves a -5.93% return, which is significantly lower than REPYY's 47.00% return. Over the past 10 years, TEF has underperformed REPYY with an annualized return of -2.29%, while REPYY has yielded a comparatively higher 13.93% annualized return.
TEF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -5.93%
- 6M
- -4.44%
- 1Y
- -23.10%
- 3Y*
- 4.71%
- 5Y*
- 2.99%
- 10Y*
- -2.29%
REPYY
- 1D
- 1.14%
- 1M
- -1.52%
- YTD
- 47.00%
- 6M
- 45.44%
- 1Y
- 107.14%
- 3Y*
- 31.22%
- 5Y*
- 20.83%
- 10Y*
- 13.93%
TEF vs. REPYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEF Telefónica, S.A. | -5.93% | 8.59% | 11.16% | 18.09% | -6.36% | 20.27% | -36.44% | -12.77% | -7.83% | 9.97% |
REPYY Repsol SA | 47.00% | 66.69% | -13.03% | -2.01% | 41.58% | 20.97% | -30.67% | 6.40% | -7.33% | 31.40% |
Correlation
The correlation between TEF and REPYY 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 | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.41 |
Over the past year, the correlation between TEF and REPYY has dropped to 0.04 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
Fundamentals
TEF:
$21.48B
REPYY:
$30.17B
TEF:
-$0.38
REPYY:
$2.16
TEF:
0.56
REPYY:
0.54
TEF:
1.22
REPYY:
1.16
TEF:
$38.27B
REPYY:
$55.91B
TEF:
$32.04B
REPYY:
$10.82B
TEF:
$14.31B
REPYY:
$6.32B
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Return for Risk
TEF vs. REPYY — Risk / Return Rank
TEF
REPYY
TEF vs. REPYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Telefónica, S.A. (TEF) and Repsol SA (REPYY). 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.
| TEF | REPYY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.11 | 3.69 | -4.79 |
Sortino ratioReturn per unit of downside risk | -1.34 | 3.94 | -5.29 |
Omega ratioGain probability vs. loss probability | 0.77 | 1.56 | -0.79 |
Calmar ratioReturn relative to maximum drawdown | -0.65 | 6.49 | -7.14 |
Martin ratioReturn relative to average drawdown | -0.94 | 21.62 | -22.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEF | REPYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.11 | 3.69 | -4.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.74 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.43 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.46 | -0.25 |
Drawdowns
TEF vs. REPYY - Drawdown Comparison
The maximum TEF drawdown since its inception was -79.71%, which is greater than REPYY's maximum drawdown of -65.56%. Use the drawdown chart below to compare losses from any high point for TEF and REPYY.
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Drawdown Indicators
| TEF | REPYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.71% | -65.56% | -14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -30.38% | -17.30% | -13.08% |
Max Drawdown (3Y)Largest decline over 3 years | -30.38% | -34.63% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -38.72% | -35.71% | -3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -65.52% | -65.56% | +0.04% |
Current DrawdownCurrent decline from peak | -60.77% | -6.73% | -54.04% |
Average DrawdownAverage peak-to-trough decline | -33.63% | -15.99% | -17.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.10% | 5.19% | +15.91% |
Volatility
TEF vs. REPYY - Volatility Comparison
The current volatility for Telefónica, S.A. (TEF) is 0.00%, while Repsol SA (REPYY) has a volatility of 9.66%. This indicates that TEF experiences smaller price fluctuations and is considered to be less risky than REPYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEF | REPYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 9.66% | -9.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 25.08% | -14.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 29.30% | -7.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 28.48% | -5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.26% | 32.31% | -5.05% |
Dividends
TEF vs. REPYY - Dividend Comparison
TEF's dividend yield for the trailing twelve months is around 9.02%, more than REPYY's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REPYY Repsol SA | 4.37% | 5.69% | 8.07% | 5.03% | 4.22% | 2.41% | 8.21% | 8.35% | 2.97% | 4.31% | 3.89% | 0.00% |
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% |
Financials
TEF vs. REPYY - Financials Comparison
This section allows you to compare key financial metrics between Telefónica, S.A. and Repsol SA. 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
TEF vs. REPYY - Profitability Comparison
TEF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
REPYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Repsol SA reported a gross profit of 4.68B and revenue of 15.62B. Therefore, the gross margin over that period was 30.0%.
TEF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Telefónica, S.A. reported an operating income of 952.00M and revenue of 9.36B, resulting in an operating margin of 10.2%.
REPYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Repsol SA reported an operating income of 1.92B and revenue of 15.62B, resulting in an operating margin of 12.3%.
TEF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Telefónica, S.A. reported a net income of 276.00M and revenue of 9.36B, resulting in a net margin of 3.0%.
REPYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Repsol SA reported a net income of 929.00M and revenue of 15.62B, resulting in a net margin of 6.0%.
Frequently Asked Questions
TEF and REPYY 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.
REPYY has higher volatility (9.66%) compared to TEF (0.00%). In terms of maximum drawdown, TEF dropped -79.71% vs REPYY's -65.56%.
REPYY currently has the higher Sharpe Ratio (3.69 vs -1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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