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ESPO vs. MDLZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESPO and MDLZ is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ESPO vs. MDLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and Mondelez International, Inc. (MDLZ). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
27.15%
-9.74%
ESPO
MDLZ

Key characteristics

Sharpe Ratio

ESPO:

2.13

MDLZ:

-0.84

Sortino Ratio

ESPO:

2.94

MDLZ:

-1.15

Omega Ratio

ESPO:

1.36

MDLZ:

0.87

Calmar Ratio

ESPO:

1.64

MDLZ:

-0.67

Martin Ratio

ESPO:

13.36

MDLZ:

-1.56

Ulcer Index

ESPO:

3.53%

MDLZ:

9.32%

Daily Std Dev

ESPO:

22.18%

MDLZ:

17.17%

Max Drawdown

ESPO:

-50.99%

MDLZ:

-38.16%

Current Drawdown

ESPO:

-6.22%

MDLZ:

-21.58%

Returns By Period

In the year-to-date period, ESPO achieves a 47.45% return, which is significantly higher than MDLZ's -16.61% return.


ESPO

YTD

47.45%

1M

3.07%

6M

26.76%

1Y

50.04%

5Y*

18.54%

10Y*

N/A

MDLZ

YTD

-16.61%

1M

-7.20%

6M

-9.13%

1Y

-12.37%

5Y*

3.72%

10Y*

6.91%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ESPO vs. MDLZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) 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.


Sharpe ratio
The chart of Sharpe ratio for ESPO, currently valued at 2.13, compared to the broader market0.002.004.002.13-0.84
The chart of Sortino ratio for ESPO, currently valued at 2.94, compared to the broader market-2.000.002.004.006.008.0010.002.94-1.15
The chart of Omega ratio for ESPO, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.360.87
The chart of Calmar ratio for ESPO, currently valued at 1.64, compared to the broader market0.005.0010.0015.001.64-0.67
The chart of Martin ratio for ESPO, currently valued at 13.36, compared to the broader market0.0020.0040.0060.0080.00100.0013.36-1.56
ESPO
MDLZ

The current ESPO Sharpe Ratio is 2.13, which is higher than the MDLZ Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of ESPO and MDLZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.13
-0.84
ESPO
MDLZ

Dividends

ESPO vs. MDLZ - Dividend Comparison

ESPO has not paid dividends to shareholders, while MDLZ's dividend yield for the trailing twelve months is around 2.94%.


TTM20232022202120202019201820172016201520142013
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.00%0.96%0.91%3.37%0.12%0.22%0.04%0.00%0.00%0.00%0.00%0.00%
MDLZ
Mondelez International, Inc.
2.94%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%

Drawdowns

ESPO vs. MDLZ - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than MDLZ's maximum drawdown of -38.16%. Use the drawdown chart below to compare losses from any high point for ESPO and MDLZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.22%
-21.58%
ESPO
MDLZ

Volatility

ESPO vs. MDLZ - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 7.81% compared to Mondelez International, Inc. (MDLZ) at 5.16%. This indicates that ESPO'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.81%
5.16%
ESPO
MDLZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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