HSY vs. MDLZ
Compare and contrast key facts about The Hershey Company (HSY) and Mondelez International, Inc. (MDLZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSY or MDLZ.
Performance
HSY vs. MDLZ - Performance Comparison
Returns By Period
In the year-to-date period, HSY achieves a -6.40% return, which is significantly higher than MDLZ's -9.27% return. Over the past 10 years, HSY has outperformed MDLZ with an annualized return of 8.34%, while MDLZ has yielded a comparatively lower 7.48% annualized return.
HSY
-6.40%
-7.52%
-16.87%
-10.89%
5.45%
8.34%
MDLZ
-9.27%
-10.32%
-8.30%
-6.39%
6.50%
7.48%
Fundamentals
| HSY | MDLZ | |
|---|---|---|
| Market Cap | $36.73B | $88.95B |
| EPS | $8.69 | $2.82 |
| PE Ratio | 20.89 | 23.59 |
| PEG Ratio | 3.81 | 5.21 |
| Total Revenue (TTM) | $10.97B | $36.15B |
| Gross Profit (TTM) | $4.77B | $13.72B |
| EBITDA (TTM) | $2.70B | $7.30B |
Key characteristics
| HSY | MDLZ | |
|---|---|---|
| Sharpe Ratio | -0.49 | -0.33 |
| Sortino Ratio | -0.58 | -0.35 |
| Omega Ratio | 0.93 | 0.96 |
| Calmar Ratio | -0.29 | -0.36 |
| Martin Ratio | -1.47 | -0.70 |
| Ulcer Index | 7.00% | 7.92% |
| Daily Std Dev | 20.93% | 16.95% |
| Max Drawdown | -49.16% | -38.16% |
| Current Drawdown | -35.87% | -14.67% |
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Correlation
The correlation between HSY and MDLZ is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HSY vs. MDLZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hershey Company (HSY) 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.
Dividends
HSY vs. MDLZ - Dividend Comparison
HSY's dividend yield for the trailing twelve months is around 2.40%, less than MDLZ's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSY The Hershey Company | 2.40% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
MDLZ Mondelez International, Inc. | 2.71% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
Drawdowns
HSY vs. MDLZ - Drawdown Comparison
The maximum HSY drawdown since its inception was -49.16%, which is greater than MDLZ's maximum drawdown of -38.16%. Use the drawdown chart below to compare losses from any high point for HSY and MDLZ. For additional features, visit the drawdowns tool.
Volatility
HSY vs. MDLZ - Volatility Comparison
The Hershey Company (HSY) has a higher volatility of 7.66% compared to Mondelez International, Inc. (MDLZ) at 5.67%. This indicates that HSY'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.
Financials
HSY vs. MDLZ - Financials Comparison
This section allows you to compare key financial metrics between The Hershey Company 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