JRONY vs. MDLZ
JRONY (Jerónimo Martins ADR) and MDLZ (Mondelez International, Inc.) are both stocks. Both are in the Consumer Defensive sector — JRONY in Food Distribution, MDLZ in Confectioners. Over the past 10 years, JRONY returned 5.33%/yr vs 6.26%/yr for MDLZ. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
JRONY vs. MDLZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRONY achieves a -12.92% return, which is significantly lower than MDLZ's 17.73% return. Over the past 10 years, JRONY has underperformed MDLZ with an annualized return of 5.33%, while MDLZ has yielded a comparatively higher 6.26% annualized return.
JRONY
- 1D
- -0.65%
- 1M
- 4.25%
- 6M
- -12.76%
- YTD
- -12.92%
- 1Y
- -12.72%
- 3Y*
- -6.52%
- 5Y*
- 2.96%
- 10Y*
- 5.33%
- ALL TIME*
- 11.64%
MDLZ
- 1D
- -1.22%
- 1M
- 2.30%
- 6M
- 8.39%
- YTD
- 17.73%
- 1Y
- 0.85%
- 3Y*
- -2.95%
- 5Y*
- 2.38%
- 10Y*
- 6.26%
- ALL TIME*
- 7.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
JRONY Jerónimo Martins ADR | $1.35M | $1.56M | $1.45M |
| $659.78M | $585.31M | $549.68M |
JRONY vs. MDLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRONY Jerónimo Martins ADR | -12.92% | 28.14% | -22.47% | 20.68% | -3.86% | 39.97% | 4.99% | 47.44% | -37.77% | 34.19% |
MDLZ Mondelez International, Inc. | 17.73% | -7.03% | -15.30% | 11.17% | 2.92% | 15.87% | 8.58% | 40.42% | -4.27% | -1.58% |
Correlation
The correlation between JRONY and MDLZ is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2008 | 0.15 |
Fundamentals
JRONY:
$12.57B
MDLZ:
$79.53B
JRONY:
€3.06
MDLZ:
$3.62
JRONY:
11.35
MDLZ:
17.22
JRONY:
0.20
MDLZ:
1.53
JRONY:
€36.58B
MDLZ:
$39.68B
JRONY:
€7.29B
MDLZ:
$12.36B
JRONY:
€2.48B
MDLZ:
$5.73B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRONY vs. MDLZ — Risk / Return Rank
JRONY
MDLZ
JRONY vs. MDLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jerónimo Martins ADR (JRONY) 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.
| JRONY | MDLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.02 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.02 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.30 | -0.04 | -1.25 |
Loading charts...
Drawdowns
JRONY vs. MDLZ - Drawdown Comparison
The maximum JRONY drawdown since its inception was -62.59%, which is greater than MDLZ's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for JRONY and MDLZ.
Loading charts...
Drawdown Indicators
| JRONY | MDLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.59% | -42.52% | -20.07% |
Max Drawdown (1Y)Largest decline over 1 year | -27.98% | -18.62% | -9.36% |
Max Drawdown (3Y)Largest decline over 3 years | -36.49% | -29.00% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -42.93% | -29.14% | -13.79% |
Max Drawdown (10Y)Largest decline over 10 years | -44.55% | -29.74% | -14.81% |
Current DrawdownCurrent decline from peak | -26.48% | -12.81% | -13.67% |
Average DrawdownAverage peak-to-trough decline | -17.25% | -11.06% | -6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.89% | 8.23% | +3.66% |
Volatility
JRONY vs. MDLZ - Volatility Comparison
The current volatility for Jerónimo Martins ADR (JRONY) is 8.88%, while Mondelez International, Inc. (MDLZ) has a volatility of 9.83%. This indicates that JRONY experiences smaller price fluctuations and is considered to be less risky than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRONY | MDLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 9.83% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 19.96% | 18.40% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.43% | 23.07% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.87% | 20.09% | +9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.44% | 21.10% | +8.34% |
Dividends
JRONY vs. MDLZ - Dividend Comparison
JRONY's dividend yield for the trailing twelve months is around 3.81%, more than MDLZ's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRONY Jerónimo Martins ADR | 3.81% | 2.72% | 3.70% | 2.39% | 3.83% | 1.48% | 2.35% | 2.18% | 6.50% | 7.13% | 10.27% | 5.18% |
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
JRONY vs. MDLZ - Financials Comparison
This section allows you to compare key financial metrics between Jerónimo Martins ADR 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
JRONY vs. MDLZ - Profitability Comparison
JRONY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Jerónimo Martins ADR reported a gross profit of 1.90B and revenue of 9.05B. Therefore, the gross margin over that period was 21.1%.
MDLZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Mondelez International, Inc. reported a gross profit of 3.99B and revenue of 9.36B. Therefore, the gross margin over that period was 42.6%.
JRONY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Jerónimo Martins ADR reported an operating income of 277.49M and revenue of 9.05B, resulting in an operating margin of 3.1%.
MDLZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Mondelez International, Inc. reported an operating income of 1.95B and revenue of 9.36B, resulting in an operating margin of 20.8%.
JRONY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Jerónimo Martins ADR reported a net income of 120.96M and revenue of 9.05B, resulting in a net margin of 1.3%.
MDLZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Mondelez International, Inc. reported a net income of 1.55B and revenue of 9.36B, resulting in a net margin of 16.6%.
Frequently Asked Questions
JRONY and MDLZ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDLZ has higher volatility (9.83%) compared to JRONY (8.88%). In terms of maximum drawdown, JRONY dropped -62.59% vs MDLZ's -42.52%.
MDLZ currently has the higher Sharpe Ratio (-0.01 vs -0.61), 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.
Find the right allocation for JRONY 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