TEF vs SPY
Comparison between Telefonica, S.A. (TEF, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed TEF, delivering a return of +13.3% compared to +4.8%
TEF vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Market Cap / Net Assets
TEF
$21B
Winner
SPY
$652B
Expense Ratio
TEF
N/A
SPY
0.09%
Max Drawdown
TEF
90.34%
Winner
SPY
56.47%
Sharpe Ratio
TEF
-0.48
Winner
SPY
2.07
5Y Beta
Winner
TEF
0.05
SPY
1.00
Industry
TEF
Telecom Services
SPY
N/A
P/E Ratio
Winner
TEF
-9.67
SPY
28.24
Forward P/E
Winner
TEF
12.94
SPY
21.85
PEG Ratio
TEF
-0.14
SPY
N/A
Dividend Yield
TEF
9.15%
SPY
N/A
5Y Dividends CAGR
TEF
-4.25%
Winner
SPY
5.43%
5Y EPS CAGR
TEF
N/A
SPY
25.79%
Debt to Equity
TEF
243.58%
Winner
SPY
22.35%
Free Cash Flow Yield
TEF
25.18%
SPY
N/A
P/S Ratio
Winner
TEF
0.52
SPY
3.55
P/B Ratio
Winner
TEF
1.14
SPY
5.29
TEF vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
TEF
+0.00%
Winner
SPY
+9.11%
3M
TEF
+0.00%
Winner
SPY
+6.59%
6M
TEF
-4.50%
Winner
SPY
+10.56%
1Y
TEF
-17.46%
Winner
SPY
+32.04%
5Y(CAGR)
TEF
+4.82%
Winner
SPY
+13.35%
10Y(CAGR)
TEF
-1.98%
Winner
SPY
+15.49%
Max(CAGR)
TEF
+0.45%
Winner
SPY
+8.50%
TEF vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | TEF | SPY |
|---|---|---|
| 2026 | -4.75% | +8.27% |
| 2025 | +7.41% | +18.00% |
| 2024 | +9.46% | +25.59% |
| 2023 | +16.42% | +26.72% |
| 2022 | -8.07% | -18.64% |
| 2021 | +19.72% | +30.52% |
| 2020 | -37.36% | +17.28% |
| 2019 | -13.13% | +31.09% |
| 2018 | -9.29% | -5.24% |
| 2017 | +8.54% | +20.78% |
| 2016 | -7.55% | +13.59% |
| 2015 | -16.20% | +1.31% |
| 2014 | -4.49% | +14.56% |
| 2013 | +22.24% | +29.00% |
| 2012 | -21.76% | +14.17% |
| 2011 | -16.83% | +0.85% |
| 2010 | -13.89% | +13.14% |
| 2009 | +30.28% | +22.67% |
| 2008 | -27.33% | -36.25% |
| 2007 | +55.23% | +5.32% |
| 2006 | +41.11% | +13.85% |
| 2005 | -13.57% | +5.32% |
| 2004 | +29.14% | +10.75% |
| 2003 | +68.78% | +24.18% |
| 2002 | -34.11% | -22.42% |
| 2001 | -16.47% | -10.13% |
| 2000 | -35.17% | -8.84% |
| 1999 | +60.84% | +8.61% |
TEF vs SPY 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 SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current TEF drawdown is -60.45%.
| Rank | TEF | SPY |
|---|---|---|
| #1 | -79.62% Dec 4, 2007 - Oct 30, 2020 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -74.69% Mar 6, 2000 - Jul 12, 2007 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -10.58% Dec 30, 1999 - Jan 18, 2000 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -8.32% Feb 11, 2000 - Mar 6, 2000 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -7.38% Jan 18, 2000 - Feb 2, 2000 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -7.08% Dec 8, 1999 - Dec 30, 1999 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -6.09% Aug 8, 2007 - Aug 31, 2007 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -5.64% Jul 19, 2007 - Aug 8, 2007 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -5.24% Nov 6, 2007 - Nov 28, 2007 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -4.31% Nov 19, 1999 - Dec 1, 1999 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -4.31% Sep 28, 2007 - Oct 11, 2007 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -2.48% Sep 4, 2007 - Sep 11, 2007 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -2.23% Nov 5, 1999 - Nov 10, 1999 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -1.90% Sep 13, 2007 - Sep 18, 2007 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -1.79% Oct 29, 2007 - Nov 2, 2007 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between TEF and SPY is -0.30 which considered as a very weak or no correlation - the stocks move independently of each other.
-0.30
-101
Dividend Comparison (1999 - 2026)
TEF vs SPY dividend yield comparison.
| Year | TEF | SPY |
|---|---|---|
| 2026 | 0.00% | 0.24% |
| 2025 | 8.48% | 1.07% |
| 2024 | 7.97% | 1.21% |
| 2023 | 8.30% | 1.40% |
| 2022 | 8.78% | 1.65% |
| 2021 | 9.65% | 1.20% |
| 2020 | 11.21% | 1.52% |
| 2019 | 6.39% | 1.75% |
| 2018 | 5.52% | 2.04% |
| 2017 | 4.77% | 1.80% |
| 2016 | 8.76% | 2.03% |
| 2015 | 9.98% | 2.06% |
| 2014 | 6.77% | 1.87% |
| 2013 | 2.88% | 1.81% |
| 2012 | 2.63% | 2.18% |
| 2011 | 12.37% | 2.05% |
| 2010 | 7.54% | 1.80% |
| 2009 | 5.09% | 1.95% |
| 2008 | 4.45% | 3.02% |
| 2007 | 2.26% | 1.85% |
| 2006 | 2.80% | 1.73% |
| 2005 | 3.67% | 1.73% |
| 2004 | 2.79% | 1.82% |
| 2003 | 2.68% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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