TEF vs. SAN
Compare and contrast key facts about Telefónica, S.A. (TEF) and Banco Santander, S.A. (SAN).
Performance
TEF vs. SAN - Performance Comparison
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TEF vs. SAN - 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% |
SAN Banco Santander, S.A. | -3.84% | 164.72% | 14.96% | 46.20% | -6.62% | 10.41% | -21.99% | -2.32% | -28.49% | 32.28% |
Fundamentals
TEF:
$21.48B
SAN:
$179.66B
TEF:
-$0.38
SAN:
$0.87
TEF:
0.56
SAN:
2.34
TEF:
1.22
SAN:
1.74
TEF:
$38.27B
SAN:
$75.11B
TEF:
$32.04B
SAN:
$0.00
TEF:
$14.31B
SAN:
$17.52B
Returns By Period
In the year-to-date period, TEF achieves a -5.93% return, which is significantly lower than SAN's -3.84% return. Over the past 10 years, TEF has underperformed SAN with an annualized return of -2.34%, while SAN has yielded a comparatively higher 14.62% 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%
SAN
- 1D
- 5.42%
- 1M
- -8.74%
- YTD
- -3.84%
- 6M
- 9.04%
- 1Y
- 73.26%
- 3Y*
- 50.67%
- 5Y*
- 31.51%
- 10Y*
- 14.62%
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Return for Risk
TEF vs. SAN — Risk / Return Rank
TEF
SAN
TEF vs. SAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Telefónica, S.A. (TEF) and Banco Santander, S.A. (SAN). 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 | SAN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | 2.13 | -2.61 |
Sortino ratioReturn per unit of downside risk | -0.48 | 2.60 | -3.07 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.35 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 3.50 | -3.72 |
Martin ratioReturn relative to average drawdown | -0.39 | 11.96 | -12.35 |
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 | SAN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 2.13 | -2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.95 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.41 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.22 | -0.01 |
Correlation
The correlation between TEF and SAN is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TEF vs. SAN - Dividend Comparison
TEF's dividend yield for the trailing twelve months is around 9.02%, more than SAN's 2.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SAN Banco Santander, S.A. | 2.19% | 2.11% | 4.63% | 3.58% | 3.83% | 2.71% | 0.00% | 6.20% | 5.83% | 4.60% | 3.29% | 7.06% |
Drawdowns
TEF vs. SAN - Drawdown Comparison
The maximum TEF drawdown since its inception was -79.71%, roughly equal to the maximum SAN drawdown of -82.94%. Use the drawdown chart below to compare losses from any high point for TEF and SAN.
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Drawdown Indicators
| TEF | SAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.71% | -82.94% | +3.23% |
Max Drawdown (1Y)Largest decline over 1 year | -30.38% | -20.29% | -10.09% |
Max Drawdown (5Y)Largest decline over 5 years | -38.72% | -44.15% | +5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -65.52% | -73.84% | +8.32% |
Current DrawdownCurrent decline from peak | -60.77% | -14.61% | -46.16% |
Average DrawdownAverage peak-to-trough decline | -33.51% | -30.78% | -2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.05% | 5.93% | +11.12% |
Volatility
TEF vs. SAN - Volatility Comparison
The current volatility for Telefónica, S.A. (TEF) is 0.00%, while Banco Santander, S.A. (SAN) has a volatility of 15.59%. This indicates that TEF experiences smaller price fluctuations and is considered to be less risky than SAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEF | SAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 15.59% | -15.59% |
Volatility (6M)Calculated over the trailing 6-month period | 19.66% | 25.14% | -5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.15% | 34.66% | -8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.69% | 33.45% | -9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.45% | 35.93% | -8.48% |
Financials
TEF vs. SAN - Financials Comparison
This section allows you to compare key financial metrics between Telefónica, S.A. and Banco Santander, 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.
Total Revenue: Total amount of money received from sales and other business activities