PortfoliosLab logoPortfoliosLab logo
ASBFY vs. MDLZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ASBFY vs. MDLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Associated British Foods plc (ASBFY) and Mondelez International, Inc. (MDLZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ASBFY achieves a -11.90% return, which is significantly lower than MDLZ's 14.88% return. Over the past 10 years, ASBFY has underperformed MDLZ with an annualized return of -3.16%, while MDLZ has yielded a comparatively higher 5.51% annualized return.


ASBFY

1D
1.77%
1M
0.95%
YTD
-11.90%
6M
-8.11%
1Y
-9.15%
3Y*
5.65%
5Y*
-2.63%
10Y*
-3.16%

MDLZ

1D
0.39%
1M
-0.11%
YTD
14.88%
6M
11.39%
1Y
-5.50%
3Y*
-3.54%
5Y*
1.73%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASBFY vs. MDLZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASBFY
Associated British Foods plc
-11.90%15.77%-12.28%62.38%-28.46%-9.69%-9.93%35.77%-31.15%16.06%
MDLZ
Mondelez International, Inc.
14.88%-7.03%-15.30%11.17%2.92%15.87%8.58%40.42%-4.27%-1.58%

Correlation

The correlation between ASBFY and MDLZ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2007

0.23

Fundamentals

EPS

ASBFY:

$3.18

MDLZ:

$2.68

PE Ratio

ASBFY:

7.85

MDLZ:

22.88

PS Ratio

ASBFY:

0.45

MDLZ:

1.52

Total Revenue (TTM)

ASBFY:

$39.23B

MDLZ:

$39.30B

Gross Profit (TTM)

ASBFY:

$6.25B

MDLZ:

$11.31B

EBITDA (TTM)

ASBFY:

$5.17B

MDLZ:

$4.67B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Associated British Foods plc

Mondelez International, Inc.

Return for Risk

ASBFY vs. MDLZ — Risk / Return Rank

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

ASBFY
ASBFY Risk / Return Rank: 2626
Overall Rank
ASBFY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ASBFY Sortino Ratio Rank: 2424
Sortino Ratio Rank
ASBFY Omega Ratio Rank: 2323
Omega Ratio Rank
ASBFY Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASBFY Martin Ratio Rank: 2929
Martin Ratio Rank

MDLZ
MDLZ Risk / Return Rank: 2929
Overall Rank
MDLZ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MDLZ Sortino Ratio Rank: 2525
Sortino Ratio Rank
MDLZ Omega Ratio Rank: 2525
Omega Ratio Rank
MDLZ Calmar Ratio Rank: 3333
Calmar Ratio Rank
MDLZ 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.

ASBFY vs. MDLZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Associated British Foods plc (ASBFY) and Mondelez International, Inc. (MDLZ). 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.


ASBFYMDLZDifference

Sharpe ratio

Return per unit of total volatility

-0.33

-0.25

-0.08

Sortino ratio

Return per unit of downside risk

-0.24

-0.20

-0.04

Omega ratio

Gain probability vs. loss probability

0.96

0.97

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.35

-0.21

-0.13

Martin ratio

Return relative to average drawdown

-0.64

-0.38

-0.26

ASBFY vs. MDLZ - Sharpe Ratio Comparison

The current ASBFY Sharpe Ratio is -0.33, which is lower than the MDLZ Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of ASBFY and MDLZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ASBFYMDLZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

-0.25

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.09

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.26

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.34

-0.22

Drawdowns

ASBFY vs. MDLZ - Drawdown Comparison

The maximum ASBFY drawdown since its inception was -71.71%, which is greater than MDLZ's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for ASBFY and MDLZ.


Loading charts...

Drawdown Indicators


ASBFYMDLZDifference

Max Drawdown

Largest peak-to-trough decline

-71.71%

-42.52%

-29.19%

Max Drawdown (1Y)

Largest decline over 1 year

-25.12%

-25.93%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-31.73%

-29.00%

-2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-58.56%

-29.14%

-29.42%

Max Drawdown (10Y)

Largest decline over 10 years

-67.35%

-29.74%

-37.61%

Current Drawdown

Current decline from peak

-41.38%

-14.92%

-26.46%

Average Drawdown

Average peak-to-trough decline

-27.17%

-11.03%

-16.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.61%

14.61%

-1.00%

Volatility

ASBFY vs. MDLZ - Volatility Comparison

Associated British Foods plc (ASBFY) has a higher volatility of 6.58% compared to Mondelez International, Inc. (MDLZ) at 4.17%. This indicates that ASBFY's price experiences larger fluctuations and is considered to be riskier than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ASBFYMDLZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

4.17%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

20.74%

16.04%

+4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

27.54%

21.99%

+5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.48%

19.46%

+10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.22%

21.02%

+11.20%

Dividends

ASBFY vs. MDLZ - Dividend Comparison

ASBFY's dividend yield for the trailing twelve months is around 3.32%, more than MDLZ's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
ASBFY
Associated British Foods plc
3.32%2.89%4.55%2.43%2.71%2.01%0.00%1.68%2.06%2.51%1.52%1.09%
MDLZ
Mondelez International, Inc.
3.21%3.60%3.00%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%

Financials

ASBFY vs. MDLZ - Financials Comparison

This section allows you to compare key financial metrics between Associated British Foods plc and Mondelez International, Inc.. 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


6.00B7.00B8.00B9.00B10.00B20222023202420252026
9.45B
10.08B
(ASBFY) Total Revenue
(MDLZ) Total Revenue
Values in USD except per share items

ASBFY vs. MDLZ - Profitability Comparison

The chart below illustrates the profitability comparison between Associated British Foods plc and Mondelez International, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
6.7%
27.8%
Portfolio components
ASBFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Associated British Foods plc reported a gross profit of 636.98M and revenue of 9.45B. Therefore, the gross margin over that period was 6.7%.

MDLZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mondelez International, Inc. reported a gross profit of 2.80B and revenue of 10.08B. Therefore, the gross margin over that period was 27.8%.

ASBFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Associated British Foods plc reported an operating income of 636.98M and revenue of 9.45B, resulting in an operating margin of 6.7%.

MDLZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mondelez International, Inc. reported an operating income of 808.00M and revenue of 10.08B, resulting in an operating margin of 8.0%.

ASBFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Associated British Foods plc reported a net income of 444.29M and revenue of 9.45B, resulting in a net margin of 4.7%.

MDLZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mondelez International, Inc. reported a net income of 560.00M and revenue of 10.08B, resulting in a net margin of 5.6%.


Frequently Asked Questions


ASBFY and MDLZ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASBFY has higher volatility (6.58%) compared to MDLZ (4.17%). In terms of maximum drawdown, ASBFY dropped -71.71% vs MDLZ's -42.52%.

MDLZ currently has the higher Sharpe Ratio (-0.25 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ASBFY and MDLZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer