MDLZ vs. BTC-USD
MDLZ (Mondelez International, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, MDLZ returned 6.09%/yr vs 55.97%/yr for BTC-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
MDLZ vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MDLZ achieves a 18.03% return, which is significantly higher than BTC-USD's -25.06% return. Over the past 10 years, MDLZ has underperformed BTC-USD with an annualized return of 6.09%, while BTC-USD has yielded a comparatively higher 55.97% annualized return.
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%
BTC-USD
- 1D
- 2.42%
- 1M
- -17.06%
- YTD
- -25.06%
- 6M
- -25.64%
- 1Y
- -37.83%
- 3Y*
- 36.87%
- 5Y*
- 10.30%
- 10Y*
- 55.97%
MDLZ vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 18.03% | -7.03% | -15.30% | 11.17% | 2.92% | 15.87% | 8.58% | 40.42% | -4.27% | -1.58% |
BTC-USD Bitcoin | -25.06% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between MDLZ and BTC-USD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2012 | 0.02 |
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Return for Risk
MDLZ vs. BTC-USD — Risk / Return Rank
MDLZ
BTC-USD
MDLZ vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and Bitcoin (BTC-USD). 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.
| MDLZ | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.88 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | -0.74 | +0.57 |
| Martin ratioReturn relative to average drawdown | -0.30 | -1.28 | +0.98 |
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Drawdowns
MDLZ vs. BTC-USD - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for MDLZ and BTC-USD.
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Drawdown Indicators
| MDLZ | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -85.30% | +42.78% |
Max Drawdown (1Y)Largest decline over 1 year | -25.93% | -51.21% | +25.28% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -51.21% | +22.21% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -76.67% | +47.53% |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | -83.80% | +54.06% |
Current DrawdownCurrent decline from peak | -12.59% | -47.43% | +34.84% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -42.37% | +31.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.70% | 35.28% | -20.58% |
Volatility
MDLZ vs. BTC-USD - Volatility Comparison
The current volatility for Mondelez International, Inc. (MDLZ) is 5.46%, while Bitcoin (BTC-USD) has a volatility of 12.10%. This indicates that MDLZ experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLZ | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 12.10% | -6.64% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 34.64% | -18.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 35.63% | -13.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 44.55% | -25.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 56.61% | -35.58% |
Frequently Asked Questions
MDLZ and BTC-USD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.10%) compared to MDLZ (5.46%). In terms of maximum drawdown, MDLZ dropped -42.52% vs BTC-USD's -85.30%.
MDLZ currently has the higher Sharpe Ratio (-0.20 vs -0.88), 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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