MDLZ vs. IBIT
MDLZ (Mondelez International, Inc.) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, MDLZ returned -2.75% vs -39.67% for IBIT. At a correlation of -0.01, they often move in opposite directions.
Performance
MDLZ vs. IBIT - 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 IBIT's -27.41% return.
MDLZ
- 1D
- -0.58%
- 1M
- 3.31%
- YTD
- 18.03%
- 6M
- 18.65%
- 1Y
- -2.75%
- 3Y*
- -1.98%
- 5Y*
- 2.36%
- 10Y*
- 6.09%
IBIT
- 1D
- -0.03%
- 1M
- -21.94%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -39.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MDLZ vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MDLZ Mondelez International, Inc. | 18.03% | -7.03% | -16.05% |
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
Correlation
The correlation between MDLZ and IBIT is 0.00, 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 | 0.00 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | -0.01 |
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Return for Risk
MDLZ vs. IBIT — Risk / Return Rank
MDLZ
IBIT
MDLZ vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.85 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | -0.78 | +0.61 |
| Martin ratioReturn relative to average drawdown | -0.30 | -1.37 | +1.07 |
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Drawdowns
MDLZ vs. IBIT - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for MDLZ and IBIT.
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Drawdown Indicators
| MDLZ | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -52.11% | +9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -25.93% | -52.11% | +26.18% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | — | — |
Current DrawdownCurrent decline from peak | -12.59% | -49.45% | +36.86% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -16.53% | +5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.70% | 29.64% | -14.94% |
Volatility
MDLZ vs. IBIT - Volatility Comparison
The current volatility for Mondelez International, Inc. (MDLZ) is 5.46%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that MDLZ experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLZ | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 12.07% | -6.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 34.45% | -18.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 44.10% | -21.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 50.26% | -30.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 50.26% | -29.23% |
Dividends
MDLZ vs. IBIT - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.13%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
MDLZ and IBIT have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (12.07%) compared to MDLZ (5.46%). In terms of maximum drawdown, MDLZ dropped -42.52% vs IBIT's -52.11%.
MDLZ currently has the higher Sharpe Ratio (-0.20 vs -0.92), 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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