MDLZ vs. CHD
MDLZ (Mondelez International, Inc.) and CHD (Church & Dwight Co., Inc.) are both stocks. Both are in the Consumer Defensive sector — MDLZ in Confectioners, CHD in Household & Personal Products. Over the past 10 years, MDLZ returned 6.09%/yr vs 8.34%/yr for CHD. At a 0.40 correlation, their price movements are largely independent.
Performance
MDLZ vs. CHD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MDLZ achieves a 18.03% return, which is significantly higher than CHD's 17.09% return. Over the past 10 years, MDLZ has underperformed CHD with an annualized return of 6.09%, while CHD has yielded a comparatively higher 8.34% annualized return.
MDLZ
- 1D
- -0.58%
- 1M
- 2.39%
- YTD
- 18.03%
- 6M
- 18.65%
- 1Y
- -4.45%
- 3Y*
- -1.98%
- 5Y*
- 2.36%
- 10Y*
- 6.09%
CHD
- 1D
- 0.49%
- 1M
- 2.93%
- YTD
- 17.09%
- 6M
- 16.04%
- 1Y
- -0.25%
- 3Y*
- 2.12%
- 5Y*
- 4.10%
- 10Y*
- 8.34%
MDLZ vs. CHD - 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% |
CHD Church & Dwight Co., Inc. | 17.09% | -18.91% | 11.96% | 18.72% | -20.41% | 18.89% | 25.46% | 8.36% | 33.23% | 15.33% |
Correlation
The correlation between MDLZ and CHD is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2001 | 0.40 |
The correlation between MDLZ and CHD shifts across timeframes, from 0.40 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MDLZ:
$2.68
CHD:
$3.02
MDLZ:
23.51
CHD:
32.30
MDLZ:
1.56
CHD:
3.82
MDLZ:
$39.30B
CHD:
$6.21B
MDLZ:
$11.31B
CHD:
$2.80B
MDLZ:
$4.67B
CHD:
$1.22B
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
MDLZ vs. CHD — Risk / Return Rank
MDLZ
CHD
MDLZ vs. CHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and Church & Dwight Co., Inc. (CHD). 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 | CHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.02 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | -0.01 | -0.16 |
| Martin ratioReturn relative to average drawdown | -0.30 | -0.03 | -0.28 |
Loading charts...
Drawdowns
MDLZ vs. CHD - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, smaller than the maximum CHD drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for MDLZ and CHD.
Loading charts...
Drawdown Indicators
| MDLZ | CHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -51.52% | +9.00% |
Max Drawdown (1Y)Largest decline over 1 year | -25.93% | -17.18% | -8.75% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -27.28% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -31.72% | +2.58% |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | -31.72% | +1.98% |
Current DrawdownCurrent decline from peak | -12.59% | -12.41% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -12.01% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.70% | 9.41% | +5.29% |
Volatility
MDLZ vs. CHD - Volatility Comparison
The current volatility for Mondelez International, Inc. (MDLZ) is 5.46%, while Church & Dwight Co., Inc. (CHD) has a volatility of 7.00%. This indicates that MDLZ experiences smaller price fluctuations and is considered to be less risky than CHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MDLZ | CHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 7.00% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 15.90% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 21.99% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 20.65% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 21.85% | -0.82% |
Dividends
MDLZ vs. CHD - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.13%, more than CHD's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.24% | 1.41% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% |
MDLZ Mondelez International, Inc. | 3.13% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
Financials
MDLZ vs. CHD - Financials Comparison
This section allows you to compare key financial metrics between Mondelez International, Inc. and Church & Dwight Co., 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
MDLZ vs. CHD - Profitability Comparison
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%.
CHD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Church & Dwight Co., Inc. reported a gross profit of 681.40M and revenue of 1.47B. Therefore, the gross margin over that period was 46.4%.
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%.
CHD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Church & Dwight Co., Inc. reported an operating income of 291.00M and revenue of 1.47B, resulting in an operating margin of 19.8%.
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%.
CHD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Church & Dwight Co., Inc. reported a net income of 216.30M and revenue of 1.47B, resulting in a net margin of 14.7%.
Frequently Asked Questions
MDLZ and CHD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHD has higher volatility (7.00%) compared to MDLZ (5.46%). In terms of maximum drawdown, MDLZ dropped -42.52% vs CHD's -51.52%.
CHD currently has the higher Sharpe Ratio (-0.01 vs -0.20), 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 MDLZ and CHD
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