Telefónica (TEF.MC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Telefónica, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $3.60 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +6.90% |
| Total return over period | +22.44% |
| Annualized volatility | 22.19% |
| Sharpe ratio | 0.14 |
| Sortino ratio | 0.20 |
| Max drawdown | -30.34% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.22% |
| Correlation with the S&P 500 | -0.04 |
| Period range | $2.81 – $4.50 |
| Trading days analyzed | 765 |
Over the last 3.0 years, Telefónica (TEF.MC) has posted an annualized return of +6.90% with annual volatility of 22.19%, a Sharpe ratio of 0.14. Its worst stretch (max drawdown from a peak) was -30.34%. Its correlation with the S&P 500 is -0.04, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how TEF.MC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with TEF.MC →
Other Communication Services stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio