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 6.09%/yr vs 5.51%/yr for MDLZ. At a 0.14 correlation, their price movements are largely independent.
Performance
JRONY vs. MDLZ - Performance Comparison
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Returns By Period
In the year-to-date period, JRONY achieves a -10.15% return, which is significantly lower than MDLZ's 14.88% return. Over the past 10 years, JRONY has outperformed MDLZ with an annualized return of 6.09%, while MDLZ has yielded a comparatively lower 5.51% annualized return.
JRONY
- 1D
- -0.08%
- 1M
- -7.39%
- YTD
- -10.15%
- 6M
- -9.86%
- 1Y
- -14.01%
- 3Y*
- -4.28%
- 5Y*
- 4.51%
- 10Y*
- 6.09%
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%
JRONY vs. MDLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRONY Jerónimo Martins ADR | -10.15% | 28.14% | -22.47% | 20.68% | -3.86% | 39.97% | 4.99% | 47.44% | -37.77% | 34.19% |
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 JRONY and MDLZ is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2008 | 0.14 |
Fundamentals
JRONY:
$2.46
MDLZ:
$2.68
JRONY:
16.75
MDLZ:
22.88
JRONY:
0.30
MDLZ:
1.52
JRONY:
$35.90B
MDLZ:
$39.30B
JRONY:
$7.13B
MDLZ:
$11.31B
JRONY:
$2.43B
MDLZ:
$4.67B
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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.
| JRONY | MDLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.97 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | -0.21 | -0.45 |
| Martin ratioReturn relative to average drawdown | -1.34 | -0.38 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRONY | MDLZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | -0.25 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.09 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.26 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.34 | +0.03 |
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.
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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 | -21.26% | -25.93% | +4.67% |
Max Drawdown (3Y)Largest decline over 3 years | -42.93% | -29.00% | -13.93% |
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 | -24.14% | -14.92% | -9.22% |
Average DrawdownAverage peak-to-trough decline | -17.16% | -11.03% | -6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.49% | 14.61% | -4.12% |
Volatility
JRONY vs. MDLZ - Volatility Comparison
Jerónimo Martins ADR (JRONY) has a higher volatility of 8.11% compared to Mondelez International, Inc. (MDLZ) at 4.17%. This indicates that JRONY'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
| JRONY | MDLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | 4.17% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 16.04% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.85% | 21.99% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.38% | 19.46% | +10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.48% | 21.02% | +8.46% |
Dividends
JRONY vs. MDLZ - Dividend Comparison
JRONY's dividend yield for the trailing twelve months is around 3.70%, more than MDLZ's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRONY Jerónimo Martins ADR | 3.70% | 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 Jun 2026, Jerónimo Martins ADR reported a gross profit of 1.67B and revenue of 9.37B. Therefore, the gross margin over that period was 17.8%.
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%.
JRONY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jerónimo Martins ADR reported an operating income of 370.49M and revenue of 9.37B, resulting in an operating margin of 4.0%.
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%.
JRONY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jerónimo Martins ADR reported a net income of 161.47M and revenue of 9.37B, resulting in a net margin of 1.7%.
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
JRONY and MDLZ have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JRONY has higher volatility (8.11%) compared to MDLZ (4.17%). In terms of maximum drawdown, JRONY dropped -62.59% vs MDLZ's -42.52%.
MDLZ currently has the higher Sharpe Ratio (-0.25 vs -0.57), 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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