TEF vs. SPY
Compare and contrast key facts about Telefónica, S.A. (TEF) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEF or SPY.
Correlation
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.
Performance
TEF vs. SPY - Performance Comparison
Key characteristics
TEF:
1.02
SPY:
0.51
TEF:
1.49
SPY:
0.86
TEF:
1.19
SPY:
1.13
TEF:
0.33
SPY:
0.55
TEF:
2.84
SPY:
2.26
TEF:
7.40%
SPY:
4.55%
TEF:
20.52%
SPY:
20.08%
TEF:
-78.41%
SPY:
-55.19%
TEF:
-53.29%
SPY:
-9.89%
Returns By Period
In the year-to-date period, TEF achieves a 23.63% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, TEF has underperformed SPY with an annualized return of -3.94%, while SPY has yielded a comparatively higher 11.99% annualized return.
TEF
23.63%
8.52%
11.67%
21.26%
11.19%
-3.94%
SPY
-5.76%
-3.16%
-4.30%
10.76%
15.96%
11.99%
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Risk-Adjusted Performance
TEF vs. SPY — Risk-Adjusted Performance Rank
TEF
SPY
TEF vs. SPY - Risk-Adjusted Performance Comparison
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.
Dividends
TEF vs. SPY - Dividend Comparison
TEF's dividend yield for the trailing twelve months is around 6.40%, more than SPY's 1.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEF Telefónica, S.A. | 6.40% | 7.91% | 8.31% | 8.77% | 9.62% | 11.23% | 6.40% | 5.52% | 4.73% | 8.90% | 8.87% | 6.85% |
SPY SPDR S&P 500 ETF | 1.30% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
TEF vs. SPY - Drawdown Comparison
The maximum TEF drawdown since its inception was -78.41%, 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.
Volatility
TEF vs. SPY - Volatility Comparison
The current volatility for Telefónica, S.A. (TEF) is 11.32%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that TEF experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.