DPZ vs. MDLZ
DPZ (Domino's Pizza, Inc.) and MDLZ (Mondelez International, Inc.) are both stocks. DPZ operates in Restaurants (Consumer Cyclical), while MDLZ operates in Confectioners (Consumer Defensive). Over the past 10 years, DPZ returned 11.08%/yr vs 6.09%/yr for MDLZ. At a 0.26 correlation, their price movements are largely independent.
Performance
DPZ vs. MDLZ - Performance Comparison
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Returns By Period
In the year-to-date period, DPZ achieves a -21.90% return, which is significantly lower than MDLZ's 18.03% return. Over the past 10 years, DPZ has outperformed MDLZ with an annualized return of 11.08%, while MDLZ has yielded a comparatively lower 6.09% annualized return.
DPZ
- 1D
- 3.72%
- 1M
- 7.14%
- YTD
- -21.90%
- 6M
- -24.30%
- 1Y
- -27.44%
- 3Y*
- 3.89%
- 5Y*
- -5.25%
- 10Y*
- 11.08%
MDLZ
- 1D
- -0.58%
- 1M
- 4.22%
- YTD
- 18.03%
- 6M
- 18.65%
- 1Y
- -2.75%
- 3Y*
- -1.98%
- 5Y*
- 2.36%
- 10Y*
- 6.09%
DPZ vs. MDLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DPZ Domino's Pizza, Inc. | -21.90% | 0.88% | 3.18% | 20.69% | -37.88% | 48.39% | 31.63% | 19.63% | 32.37% | 19.82% |
MDLZ Mondelez International, Inc. | 18.03% | -7.03% | -15.30% | 11.17% | 2.92% | 15.87% | 8.58% | 40.42% | -4.27% | -1.58% |
Correlation
The correlation between DPZ and MDLZ is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2004 | 0.26 |
The correlation between DPZ and MDLZ shifts across timeframes, from 0.15 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DPZ:
$17.33
MDLZ:
$2.68
DPZ:
18.69
MDLZ:
23.51
DPZ:
2.22
MDLZ:
1.56
DPZ:
$4.98B
MDLZ:
$39.30B
DPZ:
$1.99B
MDLZ:
$11.31B
DPZ:
$982.15M
MDLZ:
$4.67B
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Return for Risk
DPZ vs. MDLZ — Risk / Return Rank
DPZ
MDLZ
DPZ vs. MDLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DPZ | MDLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.98 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.17 | -0.56 |
| Martin ratioReturn relative to average drawdown | -1.49 | -0.30 | -1.18 |
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Drawdowns
DPZ vs. MDLZ - Drawdown Comparison
The maximum DPZ drawdown since its inception was -86.66%, which is greater than MDLZ's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for DPZ and MDLZ.
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Drawdown Indicators
| DPZ | MDLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.66% | -42.52% | -44.14% |
Max Drawdown (1Y)Largest decline over 1 year | -36.93% | -25.93% | -11.00% |
Max Drawdown (3Y)Largest decline over 3 years | -41.75% | -29.00% | -12.75% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -29.14% | -18.67% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | -29.74% | -18.07% |
Current DrawdownCurrent decline from peak | -39.05% | -12.59% | -26.46% |
Average DrawdownAverage peak-to-trough decline | -16.46% | -11.03% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.18% | 14.70% | +3.48% |
Volatility
DPZ vs. MDLZ - Volatility Comparison
Domino's Pizza, Inc. (DPZ) has a higher volatility of 6.35% compared to Mondelez International, Inc. (MDLZ) at 5.46%. This indicates that DPZ'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.
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Volatility by Period
| DPZ | MDLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 5.46% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 20.93% | 16.28% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.06% | 22.26% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.70% | 19.52% | +10.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.96% | 21.03% | +8.93% |
Dividends
DPZ vs. MDLZ - Dividend Comparison
DPZ's dividend yield for the trailing twelve months is around 2.23%, less than MDLZ's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPZ Domino's Pizza, Inc. | 1.69% | 1.67% | 1.44% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% |
MDLZ Mondelez International, Inc. | 3.13% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
Financials
DPZ vs. MDLZ - Financials Comparison
This section allows you to compare key financial metrics between Domino's Pizza, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
DPZ vs. MDLZ - Profitability Comparison
DPZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported a gross profit of 464.51M and revenue of 1.15B. Therefore, the gross margin over that period was 40.4%.
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%.
DPZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported an operating income of 230.36M and revenue of 1.15B, resulting in an operating margin of 20.0%.
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%.
DPZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Domino's Pizza, Inc. reported a net income of 139.81M and revenue of 1.15B, resulting in a net margin of 12.2%.
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
DPZ and MDLZ have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DPZ has higher volatility (6.35%) compared to MDLZ (5.46%). In terms of maximum drawdown, DPZ dropped -86.66% vs MDLZ's -42.52%.
MDLZ currently has the higher Sharpe Ratio (-0.20 vs -1.04), 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.
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