StockComparison Logo
vs

TEF vs DGX

Comparison between Telefonica, S.A. (TEF, Company) and Quest Diagnostics Inc (DGX, Company).

TEF is from the Communication Services sector, while DGX is from the Healthcare sector.

5-Year PerformanceDGX has outperformed TEF, delivering a return of +11.0% compared to +3.2%

TEF vs DGX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap
Winner
TEF
$21B
DGX
$21B
Max Drawdown
TEF
90.34%
Winner
DGX
49.46%
Sharpe Ratio
TEF
-1.13
Winner
DGX
0.40
5Y Beta
TEF
N/A
DGX
0.19
Industry
TEF
Telecom Services
DGX
Diagnostics & Research
P/E Ratio
Winner
TEF
-9.67
DGX
21.72
Forward P/E
Winner
TEF
12.94
DGX
18.42
PEG Ratio
Winner
TEF
-0.14
DGX
1.49
Dividend Yield
Winner
TEF
9.15%
DGX
1.62%
5Y Dividends CAGR
TEF
-4.25%
Winner
DGX
7.26%
5Y EPS CAGR
TEF
N/A
DGX
8.13%
Debt to Equity
TEF
243.58%
Winner
DGX
6.83%
Free Cash Flow Yield
Winner
TEF
25.18%
DGX
6.18%

TEF vs DGX - Historical Returns

Returns include dividend reinvestment.

1M
TEF
+0.00%
Winner
DGX
+2.72%
3M
TEF
+0.00%
Winner
DGX
+0.31%
6M
TEF
-4.75%
Winner
DGX
+11.67%
1Y
TEF
-23.89%
Winner
DGX
+10.41%
5Y(CAGR)
TEF
+3.22%
Winner
DGX
+11.02%
10Y(CAGR)
TEF
-1.69%
Winner
DGX
+12.12%
Max(CAGR)
TEF
+0.45%
Winner
DGX
+14.56%

TEF vs DGX - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearTEFDGX
2026-4.75%+13.19%
2025+7.41%+17.13%
2024+9.46%+9.44%
2023+16.42%-9.67%
2022-8.07%-2.93%
2021+19.72%+45.48%
2020-37.36%+15.18%
2019-13.13%+32.90%
2018-9.29%-14.20%
2017+8.54%+8.51%
2016-7.55%+32.60%
2015-16.20%+5.35%
2014-4.49%+29.73%
2013+22.24%-6.87%
2012-21.76%+1.97%
2011-16.83%+6.97%
2010-13.89%-11.10%
2009+30.28%+15.12%
2008-27.33%+0.72%
2007+55.23%+3.52%
2006+41.11%+3.98%
2005-13.57%+9.43%
2004+29.14%+33.22%
2003+68.78%+23.92%
2002-34.11%-18.08%
2001-16.47%+6.32%
2000-35.17%+373.33%
1999+60.84%+3.80%

TEF vs DGX Drawdown Comparison

The maximum drawdown for TEF was -79.62%, occurring on Oct 30, 2020. This drawdown has not yet recovered.

The maximum drawdown for DGX was -49.46%, occurring on Feb 14, 2003. Recovery took 650 trading sessions.

The current TEF drawdown is -60.45%. The current DGX drawdown is -7.58%.

RankTEFDGX
#1-79.62%
Dec 4, 2007 - Oct 30, 2020
-49.46%
May 3, 2002 - Dec 1, 2004
#2-74.69%
Mar 6, 2000 - Jul 12, 2007
-44.77%
Dec 28, 2000 - Jun 21, 2001
#3-10.58%
Dec 30, 1999 - Jan 18, 2000
-36.60%
Mar 5, 2020 - Apr 27, 2020
#4-8.32%
Feb 11, 2000 - Mar 6, 2000
-36.26%
Aug 31, 2006 - Apr 2, 2012
#5-7.38%
Jan 18, 2000 - Feb 2, 2000
-34.54%
Jun 29, 2001 - Mar 12, 2002
#6-7.08%
Dec 8, 1999 - Dec 30, 1999
-34.39%
Oct 19, 2000 - Dec 22, 2000
#7-6.09%
Aug 8, 2007 - Aug 31, 2007
-30.31%
Jul 19, 2018 - Jan 30, 2020
#8-5.64%
Jul 19, 2007 - Aug 8, 2007
-28.60%
Dec 31, 2021 - Nov 21, 2024
#9-5.24%
Nov 6, 2007 - Nov 28, 2007
-24.13%
Sep 6, 2000 - Oct 16, 2000
#10-4.31%
Nov 19, 1999 - Dec 1, 1999
-23.58%
May 22, 2015 - Jun 2, 2016
#11-4.31%
Sep 28, 2007 - Oct 11, 2007
-19.80%
Nov 7, 2013 - Aug 21, 2014
#12-2.48%
Sep 4, 2007 - Sep 11, 2007
-17.66%
Aug 3, 2020 - Jan 29, 2021
#13-2.23%
Nov 5, 1999 - Nov 10, 1999
-17.53%
Jun 30, 2017 - Jun 8, 2018
#14-1.90%
Sep 13, 2007 - Sep 18, 2007
-15.96%
May 20, 2005 - Apr 20, 2006
#15-1.79%
Oct 29, 2007 - Nov 2, 2007
-15.70%
May 26, 2000 - Jun 20, 2000

Correlation

Correlation between TEF and DGX is -0.27 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.27
-101

Dividend Comparison (2003 - 2026)

TEF vs DGX dividend yield comparison.

YearTEFDGX
20260.00%0.85%
20258.48%1.82%
20247.97%1.96%
20238.30%2.02%
20228.78%1.66%
20219.65%1.40%
202011.21%1.85%
20196.39%1.99%
20185.52%2.34%
20174.77%1.83%
20168.76%1.72%
20159.98%2.07%
20146.77%1.92%
20132.88%2.24%
20122.63%1.17%
201112.37%0.69%
20107.54%0.74%
20095.09%0.66%
20084.45%0.77%
20072.26%0.76%
20062.80%0.74%
20053.67%0.67%
20042.79%0.63%
20032.68%0.00%

Select Stocks to Compare