MDLZ vs. JEPQ
MDLZ (Mondelez International, Inc.) is a stock, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, MDLZ returned -2.95%/yr vs 17.49%/yr for JEPQ. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
MDLZ vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, MDLZ achieves a 17.73% return, which is significantly higher than JEPQ's 6.05% return.
MDLZ
- 1D
- -1.22%
- 1M
- 2.30%
- 6M
- 8.39%
- YTD
- 17.73%
- 1Y
- 0.85%
- 3Y*
- -2.95%
- 5Y*
- 2.38%
- 10Y*
- 6.26%
- ALL TIME*
- 7.17%
JEPQ
- 1D
- 0.57%
- 1M
- -1.92%
- 6M
- 3.71%
- YTD
- 6.05%
- 1Y
- 19.59%
- 3Y*
- 17.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $439.89M | $417.31M | $422.49M | |
| $659.78M | $585.31M | $549.68M |
MDLZ vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 17.73% | -7.03% | -15.30% | 11.17% | 4.91% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between MDLZ and JEPQ is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.21 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.11 |
The correlation between MDLZ and JEPQ shifts across timeframes, from -0.21 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MDLZ vs. JEPQ — Risk / Return Rank
MDLZ
JEPQ
MDLZ vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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 | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.02 | -2.04 |
| Martin ratioReturn relative to average drawdown | -0.04 | 8.30 | -8.34 |
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Drawdowns
MDLZ vs. JEPQ - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for MDLZ and JEPQ.
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Drawdown Indicators
| MDLZ | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -20.07% | -22.45% |
Max Drawdown (1Y)Largest decline over 1 year | -18.62% | -8.82% | -9.80% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -20.07% | -8.93% |
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 | -12.81% | -4.23% | -8.58% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -3.38% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.23% | 2.14% | +6.09% |
Volatility
MDLZ vs. JEPQ - Volatility Comparison
Mondelez International, Inc. (MDLZ) has a higher volatility of 9.83% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.09%. This indicates that MDLZ's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLZ | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 6.09% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 12.15% | +6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.07% | 14.65% | +8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.09% | 16.90% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 16.90% | +4.20% |
Dividends
MDLZ vs. JEPQ - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.21%, less than JEPQ's 10.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDLZ Mondelez International, Inc. | 3.21% | 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 JEPQ have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDLZ has higher volatility (9.83%) compared to JEPQ (6.09%). In terms of maximum drawdown, MDLZ dropped -42.52% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.22 vs -0.01), 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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