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TELFY vs. PICK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TELFY vs. PICK

Last updated Jul 21, 2026
Documentation

TELFY (Telefónica, S.A.) is a stock, while PICK (iShares MSCI Global Metals & Mining Producers ETF) is Metals fund tracking the MSCI ACWI Select Metals & Mining Producers ex Gold and Silver Investable Market Index. At a 0.16 correlation, their price movements are largely independent.

Performance

TELFY vs. PICK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telefónica, S.A. (TELFY) and iShares MSCI Global Metals & Mining Producers ETF (PICK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

TELFY

1D
-1.95%
1M
-5.41%
6M
9.29%
YTD
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—

PICK

1D
-0.53%
1M
-11.03%
6M
0.41%
YTD
9.93%
1Y
46.26%
3Y*
13.73%
5Y*
9.21%
10Y*
14.55%
ALL TIME*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TELFY vs. PICK - Yearly Performance Comparison

2026 (YTD)
TELFY
Telefónica, S.A.		9.29%
PICK
iShares MSCI Global Metals & Mining Producers ETF		0.41%

Correlation

The correlation between TELFY and PICK is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 20, 2026

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Telefónica, S.A.

iShares MSCI Global Metals & Mining Producers ETF

Often compared with TELFY:
TELFY vs. MFICTELFY vs. BHKTELFY vs. DEC.LTELFY vs. IDVTELFY vs. INGTELFY vs. SCHGTELFY vs. JEPQ
Often compared with PICK:
PICK vs. XMEPICK vs. GLTRPICK vs. DBBPICK vs. ICOPPICK vs. DIVSPICK vs. PFFRPICK vs. GAL

Return for Risk

TELFY vs. PICK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TELFY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PICK
PICK Risk / Return Rank: 5959
Overall Rank
PICK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PICK Sortino Ratio Rank: 5555
Sortino Ratio Rank
PICK Omega Ratio Rank: 5959
Omega Ratio Rank
PICK Calmar Ratio Rank: 6464
Calmar Ratio Rank
PICK Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TELFY vs. PICK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telefónica, S.A. (TELFY) and iShares MSCI Global Metals & Mining Producers ETF (PICK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

TELFYPICKDifference
Sharpe ratioReturn per unit of total volatility

—

1.53

—

Sortino ratioReturn per unit of downside risk

—

2.02

—

Omega ratioGain probability vs. loss probability

—

1.27

—

Calmar ratioReturn relative to maximum drawdown

—

2.38

—

Martin ratioReturn relative to average drawdown

—

6.88

—

TELFY vs. PICK - Sharpe Ratio Comparison

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Drawdowns

TELFY vs. PICK - Drawdown Comparison

The maximum TELFY drawdown since its inception was -13.41%, smaller than the maximum PICK drawdown of -68.87%. Use the drawdown chart below to compare losses from any high point for TELFY and PICK.

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Drawdown Indicators

TELFYPICKDifference

Max Drawdown

Largest peak-to-trough decline

-13.41%

-68.87%

+55.46%

Max Drawdown (1Y)

Largest decline over 1 year

—

-19.54%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-32.52%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-36.37%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-52.72%

—

Current Drawdown

Current decline from peak

-10.75%

-18.12%

+7.37%

Average Drawdown

Average peak-to-trough decline

-4.24%

-24.02%

+19.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

6.74%

—

Volatility

TELFY vs. PICK - Volatility Comparison

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Volatility by Period

TELFYPICKDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

8.25%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

26.65%

—

Volatility (1Y)

Calculated over the trailing 1-year period

29.00%

30.36%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

28.13%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.00%

28.28%

+0.72%

Dividends

TELFY vs. PICK - Dividend Comparison

TELFY's dividend yield for the trailing twelve months is around 4.35%, more than PICK's 2.36% yield.

PositionTTM20252024202320222021202020192018201720162015
PICK
iShares MSCI Global Metals & Mining Producers ETF		2.36%2.88%3.26%4.19%6.93%5.89%2.27%5.51%4.77%2.41%1.15%15.77%
TELFY
Telefónica, S.A.		4.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

TELFY and PICK have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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