MDLZ vs. PEP
Compare and contrast key facts about Mondelez International, Inc. (MDLZ) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDLZ or PEP.
Key characteristics
| MDLZ | PEP | |
|---|---|---|
| YTD Return | -1.92% | 3.38% |
| 1Y Return | -2.09% | -5.42% |
| 3Y Return (Ann) | 8.82% | 9.85% |
| 5Y Return (Ann) | 9.45% | 9.69% |
| 10Y Return (Ann) | 9.31% | 10.50% |
| Sharpe Ratio | -0.00 | -0.30 |
| Daily Std Dev | 17.45% | 16.30% |
| Max Drawdown | -38.16% | -40.41% |
| Current Drawdown | -7.76% | -8.52% |
Fundamentals
| MDLZ | PEP | |
|---|---|---|
| Market Cap | $94.98B | $241.39B |
| EPS | $3.62 | $6.64 |
| PE Ratio | 19.51 | 26.44 |
| PEG Ratio | 2.29 | 2.78 |
| Revenue (TTM) | $36.02B | $91.88B |
| Gross Profit (TTM) | $11.36B | $46.05B |
| EBITDA (TTM) | $7.19B | $16.38B |
Correlation
The correlation between MDLZ and PEP is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MDLZ vs. PEP - Performance Comparison
In the year-to-date period, MDLZ achieves a -1.92% return, which is significantly lower than PEP's 3.38% return. Over the past 10 years, MDLZ has underperformed PEP with an annualized return of 9.31%, while PEP has yielded a comparatively higher 10.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MDLZ vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and PepsiCo, Inc. (PEP). 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. PEP - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 2.35%, less than PEP's 2.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 2.35% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
PEP PepsiCo, Inc. | 2.88% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
MDLZ vs. PEP - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -38.16%, smaller than the maximum PEP drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for MDLZ and PEP. For additional features, visit the drawdowns tool.
Volatility
MDLZ vs. PEP - Volatility Comparison
The current volatility for Mondelez International, Inc. (MDLZ) is 4.76%, while PepsiCo, Inc. (PEP) has a volatility of 6.09%. This indicates that MDLZ experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MDLZ vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between Mondelez International, Inc. and PepsiCo, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities