MDLZ vs. JAAA
MDLZ (Mondelez International, Inc.) is a stock, while JAAA (Janus Henderson AAA CLO ETF) is CLO fund actively managed by Janus Henderson. Over the past 5 years, MDLZ returned 2.36%/yr vs 4.76%/yr for JAAA. At a 0.05 correlation, their price movements are largely independent.
Performance
MDLZ vs. JAAA - 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 JAAA's 1.99% 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%
JAAA
- 1D
- 0.02%
- 1M
- 0.31%
- YTD
- 1.99%
- 6M
- 2.49%
- 1Y
- 5.01%
- 3Y*
- 6.67%
- 5Y*
- 4.76%
- 10Y*
- —
MDLZ vs. JAAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 18.03% | -7.03% | -15.30% | 11.17% | 2.92% | 15.87% | 1.41% |
JAAA Janus Henderson AAA CLO ETF | 1.99% | 5.16% | 7.43% | 8.59% | 0.49% | 1.39% | 0.76% |
Correlation
The correlation between MDLZ and JAAA is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2020 | 0.05 |
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Return for Risk
MDLZ vs. JAAA — Risk / Return Rank
MDLZ
JAAA
MDLZ vs. JAAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and Janus Henderson AAA CLO ETF (JAAA). 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 | JAAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.23 | ||
| Sortino ratioReturn per unit of downside risk | -10.19 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 2.72 | -1.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 12.91 | -13.09 |
| Martin ratioReturn relative to average drawdown | -0.30 | 69.57 | -69.88 |
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Drawdowns
MDLZ vs. JAAA - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, which is greater than JAAA's maximum drawdown of -2.64%. Use the drawdown chart below to compare losses from any high point for MDLZ and JAAA.
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Drawdown Indicators
| MDLZ | JAAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -2.64% | -39.88% |
Max Drawdown (1Y)Largest decline over 1 year | -25.93% | -0.39% | -25.54% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -1.46% | -27.54% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -2.64% | -26.50% |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | — | — |
Current DrawdownCurrent decline from peak | -12.59% | 0.00% | -12.59% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -0.25% | -10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.70% | 0.07% | +14.63% |
Volatility
MDLZ vs. JAAA - Volatility Comparison
Mondelez International, Inc. (MDLZ) has a higher volatility of 5.46% compared to Janus Henderson AAA CLO ETF (JAAA) at 0.12%. This indicates that MDLZ's price experiences larger fluctuations and is considered to be riskier than JAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLZ | JAAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 0.12% | +5.34% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 0.63% | +15.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 0.83% | +21.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 1.67% | +17.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 1.64% | +19.39% |
Dividends
MDLZ vs. JAAA - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.13%, less than JAAA's 4.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAAA Janus Henderson AAA CLO ETF | 4.99% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 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 JAAA have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDLZ has higher volatility (5.46%) compared to JAAA (0.12%). In terms of maximum drawdown, MDLZ dropped -42.52% vs JAAA's -2.64%.
JAAA currently has the higher Sharpe Ratio (6.03 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.
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