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TEF vs FOX

Comparison between Telefonica, S.A. (TEF, Company) and Fox Corporation - Class B (FOX, Company).

Both TEF and FOX are from the Communication Services sector.

5-Year PerformanceFOX has outperformed TEF, delivering a return of +9.2% compared to +4.6%

TEF vs FOX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap
Winner
TEF
$21B
FOX
$21B
Max Drawdown
TEF
90.34%
Winner
FOX
51.71%
Sharpe Ratio
TEF
-1.35
Winner
FOX
-0.04
5Y Beta
TEF
N/A
FOX
0.60
Industry
TEF
Telecom Services
FOX
Entertainment
P/E Ratio
Winner
TEF
-9.67
FOX
16.19
Forward P/E
TEF
12.94
Winner
FOX
9.07
PEG Ratio
Winner
TEF
-0.14
FOX
22.67
Dividend Yield
Winner
TEF
9.15%
FOX
1.09%
5Y Dividends CAGR
TEF
-4.25%
Winner
FOX
29.26%
Debt to Equity
TEF
243.58%
Winner
FOX
60.22%
Free Cash Flow Yield
Winner
TEF
25.18%
FOX
9.95%
P/S Ratio
TEF
N/A
FOX
1.31
P/B Ratio
TEF
N/A
FOX
1.97

TEF vs FOX - Historical Returns

Returns include dividend reinvestment.

1M
TEF
+0.00%
Winner
FOX
+10.39%
3M
Winner
TEF
+0.00%
FOX
-14.83%
6M
Winner
TEF
+0.00%
FOX
-24.56%
1Y
TEF
-25.74%
Winner
FOX
-4.27%
5Y(CAGR)
TEF
+4.58%
Winner
FOX
+9.17%
10Y(CAGR)
TEF
-1.79%
FOX
N/A
Max(CAGR)
TEF
+0.45%
Winner
FOX
+4.61%

TEF vs FOX - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearTEFFOX
2026-4.75%-25.05%
2025+7.41%+41.86%
2024+9.46%+65.31%
2023+16.42%-0.84%
2022-8.07%-17.53%
2021+19.72%+22.19%
2020-37.36%-19.53%
2019-13.13%-5.90%
2018-9.29%N/A
2017+8.54%N/A
2016-7.55%N/A
2015-16.20%N/A
2014-4.49%N/A
2013+22.24%N/A
2012-21.76%N/A
2011-16.83%N/A
2010-13.89%N/A
2009+30.28%N/A
2008-27.33%N/A
2007+55.23%N/A
2006+41.11%N/A
2005-13.57%N/A
2004+29.14%N/A
2003+68.78%N/A
2002-34.11%N/A
2001-16.47%N/A
2000-35.17%N/A
1999+60.84%N/A

TEF vs FOX 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 FOX was -50.69%, occurring on Mar 23, 2020. Recovery took 498 trading sessions.

The current TEF drawdown is -60.45%. The current FOX drawdown is -27.04%.

RankTEFFOX
#1-79.62%
Dec 4, 2007 - Oct 30, 2020
-50.69%
Mar 15, 2019 - Mar 8, 2021
#2-74.69%
Mar 6, 2000 - Jul 12, 2007
-34.51%
Mar 16, 2021 - Nov 4, 2024
#3-10.58%
Dec 30, 1999 - Jan 18, 2000
-34.14%
Jan 5, 2026 - Jun 25, 2026
#4-8.32%
Feb 11, 2000 - Mar 6, 2000
-18.80%
Feb 24, 2025 - Aug 14, 2025
#5-7.38%
Jan 18, 2000 - Feb 2, 2000
-10.51%
Sep 30, 2025 - Oct 30, 2025
#6-7.08%
Dec 8, 1999 - Dec 30, 1999
-8.82%
Sep 8, 2025 - Sep 29, 2025
#7-6.09%
Aug 8, 2007 - Aug 31, 2007
-4.25%
Nov 12, 2025 - Dec 5, 2025
#8-5.64%
Jul 19, 2007 - Aug 8, 2007
-3.87%
Mar 8, 2021 - Mar 12, 2021
#9-5.24%
Nov 6, 2007 - Nov 28, 2007
-3.35%
Aug 14, 2025 - Aug 25, 2025
#10-4.31%
Nov 19, 1999 - Dec 1, 1999
-3.32%
Nov 14, 2024 - Nov 22, 2024
#11-4.31%
Sep 28, 2007 - Oct 11, 2007
-3.20%
Dec 24, 2024 - Jan 27, 2025
#12-2.48%
Sep 4, 2007 - Sep 11, 2007
-2.81%
Feb 4, 2025 - Feb 13, 2025
#13-2.23%
Nov 5, 1999 - Nov 10, 1999
-2.57%
Oct 30, 2025 - Nov 6, 2025
#14-1.90%
Sep 13, 2007 - Sep 18, 2007
-2.19%
Nov 29, 2024 - Dec 12, 2024
#15-1.79%
Oct 29, 2007 - Nov 2, 2007
-1.93%
Nov 6, 2024 - Nov 11, 2024

Correlation

Correlation between TEF and FOX is 0.63 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.63
-101

Dividend Comparison (2003 - 2026)

TEF vs FOX dividend yield comparison.

YearTEFFOX
20260.00%0.57%
20258.48%0.85%
20247.97%1.16%
20238.30%1.84%
20228.78%1.72%
20219.65%1.37%
202011.21%1.59%
20196.39%1.26%
20185.52%0.00%
20174.77%0.00%
20168.76%0.00%
20159.98%0.00%
20146.77%0.00%
20132.88%0.00%
20122.63%0.00%
201112.37%0.00%
20107.54%0.00%
20095.09%0.00%
20084.45%0.00%
20072.26%0.00%
20062.80%0.00%
20053.67%0.00%
20042.79%0.00%
20032.68%0.00%

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