MDLZ vs. JEPI
MDLZ (Mondelez International, Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, MDLZ returned 2.36%/yr vs 7.45%/yr for JEPI. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
MDLZ vs. JEPI - 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 JEPI's 1.29% 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%
JEPI
- 1D
- 0.43%
- 1M
- 0.79%
- YTD
- 1.29%
- 6M
- 1.18%
- 1Y
- 8.34%
- 3Y*
- 9.13%
- 5Y*
- 7.45%
- 10Y*
- —
MDLZ vs. JEPI - 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% | 19.50% |
JEPI JPMorgan Equity Premium Income ETF | 1.29% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between MDLZ and JEPI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.50 |
The correlation between MDLZ and JEPI shifts across timeframes, from 0.34 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MDLZ vs. JEPI — Risk / Return Rank
MDLZ
JEPI
MDLZ vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and JPMorgan Equity Premium Income ETF (JEPI). 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 | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.17 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.14 | -1.31 |
| Martin ratioReturn relative to average drawdown | -0.30 | 3.46 | -3.76 |
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Drawdowns
MDLZ vs. JEPI - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MDLZ and JEPI.
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Drawdown Indicators
| MDLZ | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -13.71% | -28.81% |
Max Drawdown (1Y)Largest decline over 1 year | -25.93% | -6.68% | -19.25% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -13.26% | -15.74% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -13.71% | -15.43% |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | — | — |
Current DrawdownCurrent decline from peak | -12.59% | -3.75% | -8.84% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -2.13% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.70% | 2.20% | +12.50% |
Volatility
MDLZ vs. JEPI - Volatility Comparison
Mondelez International, Inc. (MDLZ) has a higher volatility of 5.46% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.05%. This indicates that MDLZ's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLZ | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 2.05% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 6.23% | +10.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 8.02% | +14.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 11.08% | +8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 10.79% | +10.24% |
Dividends
MDLZ vs. JEPI - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.13%, less than JEPI's 8.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.18% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 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 JEPI have a correlation of 0.34, 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 JEPI (2.05%). In terms of maximum drawdown, MDLZ dropped -42.52% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.95 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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