TEF vs. SPY

In the year-to-date period, TEF achieves a 19.00% return, which is significantly lower than SPY's 27.56% return. Over the past 10 years, TEF has underperformed SPY with an annualized return of -5.79%, while SPY has yielded a comparatively higher 13.24% annualized return.

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The correlation between TEF and SPY is 0.52, 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.

This table presents a comparison of risk-adjusted performance metrics for Telefónica, S.A. (TEF) and SPDR S&P 500 ETF (SPY). 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.

The current TEF Sharpe Ratio is 0.85, which is lower than the SPY Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of TEF and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TEF's dividend yield for the trailing twelve months is around 7.20%, more than SPY's 1.17% yield.

The maximum TEF drawdown since its inception was -78.46%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TEF and SPY. For additional features, visit the drawdowns tool.

Telefónica, S.A. (TEF) has a higher volatility of 6.37% compared to SPDR S&P 500 ETF (SPY) at 4.00%. This indicates that TEF's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.