TEF vs. SPLG
Compare and contrast key facts about Telefónica, S.A. (TEF) and SPDR Portfolio S&P 500 ETF (SPLG).
SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEF or SPLG.
Performance
TEF vs. SPLG - Performance Comparison
Returns By Period
In the year-to-date period, TEF achieves a 18.46% return, which is significantly lower than SPLG's 26.58% return. Over the past 10 years, TEF has underperformed SPLG with an annualized return of -5.73%, while SPLG has yielded a comparatively higher 13.28% annualized return.
TEF
18.46%
-4.09%
3.82%
16.58%
-2.21%
-5.73%
SPLG
26.58%
3.05%
13.21%
32.76%
15.76%
13.28%
Key characteristics
| TEF | SPLG | |
|---|---|---|
| Sharpe Ratio | 0.87 | 2.70 |
| Sortino Ratio | 1.32 | 3.61 |
| Omega Ratio | 1.16 | 1.50 |
| Calmar Ratio | 0.25 | 3.89 |
| Martin Ratio | 3.92 | 17.51 |
| Ulcer Index | 4.23% | 1.87% |
| Daily Std Dev | 19.15% | 12.11% |
| Max Drawdown | -78.46% | -54.50% |
| Current Drawdown | -59.79% | -0.53% |
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Correlation
The correlation between TEF and SPLG is 0.47, 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.
Risk-Adjusted Performance
TEF vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Telefónica, S.A. (TEF) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
Dividends
TEF vs. SPLG - Dividend Comparison
TEF's dividend yield for the trailing twelve months is around 7.24%, more than SPLG's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEF Telefónica, S.A. | 7.24% | 8.31% | 8.77% | 9.62% | 11.23% | 6.40% | 5.52% | 4.73% | 8.90% | 8.87% | 6.85% | 2.89% |
SPLG SPDR Portfolio S&P 500 ETF | 1.23% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
TEF vs. SPLG - Drawdown Comparison
The maximum TEF drawdown since its inception was -78.46%, which is greater than SPLG's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for TEF and SPLG. For additional features, visit the drawdowns tool.
Volatility
TEF vs. SPLG - Volatility Comparison
Telefónica, S.A. (TEF) has a higher volatility of 6.36% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.99%. This indicates that TEF's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.