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TIMB vs. TEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TIMB vs. TEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIM S.A. (TIMB) and Telefónica, S.A. (TEF). The values are adjusted to include any dividend payments, if applicable.

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TIMB vs. TEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TIMB
TIM S.A.
38.22%86.96%-33.24%68.57%4.05%-13.46%25.06%
TEF
Telefónica, S.A.
-5.93%8.59%11.16%18.09%-6.36%20.27%17.41%

Fundamentals

Market Cap

TIMB:

$12.81B

TEF:

$21.48B

EPS

TIMB:

$8.94

TEF:

-$0.38

PS Ratio

TIMB:

0.48

TEF:

0.56

PB Ratio

TIMB:

0.53

TEF:

1.22

Total Revenue (TTM)

TIMB:

$26.62B

TEF:

$38.27B

Gross Profit (TTM)

TIMB:

$14.36B

TEF:

$32.04B

EBITDA (TTM)

TIMB:

$12.58B

TEF:

$14.31B

Returns By Period

In the year-to-date period, TIMB achieves a 38.22% return, which is significantly higher than TEF's -5.93% return.


TIMB

1D
0.87%
1M
1.45%
YTD
38.22%
6M
31.88%
1Y
90.22%
3Y*
39.95%
5Y*
27.45%
10Y*

TEF

1D
0.00%
1M
0.00%
YTD
-5.93%
6M
-21.74%
1Y
-12.63%
3Y*
3.80%
5Y*
6.13%
10Y*
-2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIM S.A.

Telefónica, S.A.

Return for Risk

TIMB vs. TEF — Risk / Return Rank

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

TIMB
TIMB Risk / Return Rank: 9494
Overall Rank
TIMB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TIMB Sortino Ratio Rank: 9494
Sortino Ratio Rank
TIMB Omega Ratio Rank: 9292
Omega Ratio Rank
TIMB Calmar Ratio Rank: 9595
Calmar Ratio Rank
TIMB Martin Ratio Rank: 9595
Martin Ratio Rank

TEF
TEF Risk / Return Rank: 2424
Overall Rank
TEF Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TEF Sortino Ratio Rank: 1818
Sortino Ratio Rank
TEF Omega Ratio Rank: 1717
Omega Ratio Rank
TEF Calmar Ratio Rank: 3333
Calmar Ratio Rank
TEF Martin Ratio Rank: 3333
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.

TIMB vs. TEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIM S.A. (TIMB) and Telefónica, S.A. (TEF). 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.


TIMBTEFDifference

Sharpe ratio

Return per unit of total volatility

2.85

-0.52

+3.36

Sortino ratio

Return per unit of downside risk

3.42

-0.52

+3.94

Omega ratio

Gain probability vs. loss probability

1.44

0.92

+0.52

Calmar ratio

Return relative to maximum drawdown

5.97

-0.26

+6.24

Martin ratio

Return relative to average drawdown

16.35

-0.46

+16.81

TIMB vs. TEF - Sharpe Ratio Comparison

The current TIMB Sharpe Ratio is 2.85, which is higher than the TEF Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of TIMB and TEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TIMBTEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

-0.52

+3.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.26

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.21

+0.55

Correlation

The correlation between TIMB and TEF is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TIMB vs. TEF - Dividend Comparison

TIMB's dividend yield for the trailing twelve months is around 8.81%, less than TEF's 9.02% yield.


TTM20252024202320222021202020192018201720162015
TIMB
TIM S.A.
8.81%11.67%6.03%4.98%4.05%3.43%3.05%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

TIMB vs. TEF - Drawdown Comparison

The maximum TIMB drawdown since its inception was -37.08%, smaller than the maximum TEF drawdown of -79.71%. Use the drawdown chart below to compare losses from any high point for TIMB and TEF.


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Drawdown Indicators


TIMBTEFDifference

Max Drawdown

Largest peak-to-trough decline

-37.08%

-79.71%

+42.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.61%

-30.38%

+14.77%

Max Drawdown (5Y)

Largest decline over 5 years

-37.08%

-38.72%

+1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-65.52%

Current Drawdown

Current decline from peak

-2.24%

-60.77%

+58.53%

Average Drawdown

Average peak-to-trough decline

-12.12%

-33.51%

+21.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

17.16%

-11.45%

Volatility

TIMB vs. TEF - Volatility Comparison

TIM S.A. (TIMB) has a higher volatility of 11.05% compared to Telefónica, S.A. (TEF) at 0.00%. This indicates that TIMB's price experiences larger fluctuations and is considered to be riskier than TEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIMBTEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.05%

0.00%

+11.05%

Volatility (6M)

Calculated over the trailing 6-month period

23.41%

19.63%

+3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

31.89%

26.14%

+5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.29%

23.69%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.98%

27.44%

+4.54%

Financials

TIMB vs. TEF - Financials Comparison

This section allows you to compare key financial metrics between TIM S.A. and Telefónica, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


4.00B5.00B6.00B7.00B8.00B9.00B10.00B11.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.92B
9.36B
(TIMB) Total Revenue
(TEF) Total Revenue
Values in USD except per share items

TIMB vs. TEF - Profitability Comparison

The chart below illustrates the profitability comparison between TIM S.A. and Telefónica, S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
55.6%
33.5%
Portfolio components
TIMB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, TIM S.A. reported a gross profit of 3.85B and revenue of 6.92B. Therefore, the gross margin over that period was 55.6%.

TEF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Telefónica, S.A. reported a gross profit of 3.13B and revenue of 9.36B. Therefore, the gross margin over that period was 33.5%.

TIMB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, TIM S.A. reported an operating income of 1.91B and revenue of 6.92B, resulting in an operating margin of 27.6%.

TEF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Telefónica, S.A. reported an operating income of 952.00M and revenue of 9.36B, resulting in an operating margin of 10.2%.

TIMB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, TIM S.A. reported a net income of 1.33B and revenue of 6.92B, resulting in a net margin of 19.2%.

TEF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Telefónica, S.A. reported a net income of 276.00M and revenue of 9.36B, resulting in a net margin of 3.0%.