MDLZ vs. ESPO
Compare and contrast key facts about Mondelez International, Inc. (MDLZ) and VanEck Vectors Video Gaming and eSports ETF (ESPO).
ESPO is a passively managed fund by VanEck that tracks the performance of the MVIS Global Video Gaming and eSports Index. It was launched on Oct 16, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDLZ or ESPO.
Performance
MDLZ vs. ESPO - Performance Comparison
Returns By Period
In the year-to-date period, MDLZ achieves a -9.40% return, which is significantly lower than ESPO's 39.19% return.
MDLZ
-9.40%
-10.03%
-8.43%
-6.54%
6.52%
7.40%
ESPO
39.19%
7.14%
18.59%
44.56%
18.51%
N/A
Key characteristics
| MDLZ | ESPO | |
|---|---|---|
| Sharpe Ratio | -0.39 | 2.07 |
| Sortino Ratio | -0.44 | 3.00 |
| Omega Ratio | 0.95 | 1.35 |
| Calmar Ratio | -0.42 | 1.45 |
| Martin Ratio | -0.82 | 12.70 |
| Ulcer Index | 7.97% | 3.44% |
| Daily Std Dev | 16.96% | 21.16% |
| Max Drawdown | -38.16% | -50.99% |
| Current Drawdown | -14.79% | -2.36% |
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Correlation
The correlation between MDLZ and ESPO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MDLZ vs. ESPO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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
MDLZ vs. ESPO - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 2.71%, more than ESPO's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ESPO VanEck Vectors Video Gaming and eSports ETF | 0.69% | 0.96% | 0.91% | 3.37% | 0.12% | 0.22% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MDLZ vs. ESPO - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -38.16%, smaller than the maximum ESPO drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for MDLZ and ESPO. For additional features, visit the drawdowns tool.
Volatility
MDLZ vs. ESPO - Volatility Comparison
The current volatility for Mondelez International, Inc. (MDLZ) is 5.56%, while VanEck Vectors Video Gaming and eSports ETF (ESPO) has a volatility of 7.51%. This indicates that MDLZ experiences smaller price fluctuations and is considered to be less risky than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.