PortfoliosLab logo
MDLZ vs. PEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MDLZ and PEP is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MDLZ vs. PEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mondelez International, Inc. (MDLZ) and PepsiCo, Inc. (PEP). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
237.63%
463.78%
MDLZ
PEP

Key characteristics

Sharpe Ratio

MDLZ:

-0.14

PEP:

-1.04

Sortino Ratio

MDLZ:

-0.06

PEP:

-1.39

Omega Ratio

MDLZ:

0.99

PEP:

0.83

Calmar Ratio

MDLZ:

-0.12

PEP:

-0.78

Martin Ratio

MDLZ:

-0.25

PEP:

-1.83

Ulcer Index

MDLZ:

11.84%

PEP:

11.32%

Daily Std Dev

MDLZ:

20.67%

PEP:

19.83%

Max Drawdown

MDLZ:

-46.04%

PEP:

-40.41%

Current Drawdown

MDLZ:

-12.01%

PEP:

-26.58%

Fundamentals

Market Cap

MDLZ:

$88.47B

PEP:

$196.73B

EPS

MDLZ:

$3.38

PEP:

$6.96

PE Ratio

MDLZ:

19.93

PEP:

20.44

PEG Ratio

MDLZ:

4.29

PEP:

2.42

PS Ratio

MDLZ:

2.43

PEP:

2.14

PB Ratio

MDLZ:

3.24

PEP:

10.81

Total Revenue (TTM)

MDLZ:

$27.15B

PEP:

$73.60B

Gross Profit (TTM)

MDLZ:

$9.51B

PEP:

$40.11B

EBITDA (TTM)

MDLZ:

$4.95B

PEP:

$13.14B

Returns By Period

In the year-to-date period, MDLZ achieves a 10.46% return, which is significantly higher than PEP's -10.23% return. Over the past 10 years, MDLZ has outperformed PEP with an annualized return of 8.27%, while PEP has yielded a comparatively lower 6.76% annualized return.


MDLZ

YTD

10.46%

1M

1.99%

6M

-4.93%

1Y

-5.54%

5Y*

7.51%

10Y*

8.27%

PEP

YTD

-10.23%

1M

-7.03%

6M

-20.03%

1Y

-21.18%

5Y*

3.12%

10Y*

6.76%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MDLZ vs. PEP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MDLZ
The Risk-Adjusted Performance Rank of MDLZ is 4242
Overall Rank
The Sharpe Ratio Rank of MDLZ is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MDLZ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of MDLZ is 3636
Omega Ratio Rank
The Calmar Ratio Rank of MDLZ is 4545
Calmar Ratio Rank
The Martin Ratio Rank of MDLZ is 4848
Martin Ratio Rank

PEP
The Risk-Adjusted Performance Rank of PEP is 66
Overall Rank
The Sharpe Ratio Rank of PEP is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of PEP is 77
Sortino Ratio Rank
The Omega Ratio Rank of PEP is 99
Omega Ratio Rank
The Calmar Ratio Rank of PEP is 66
Calmar Ratio Rank
The Martin Ratio Rank of PEP is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for MDLZ, currently valued at -0.14, compared to the broader market-2.00-1.000.001.002.003.00
MDLZ: -0.14
PEP: -1.04
The chart of Sortino ratio for MDLZ, currently valued at -0.06, compared to the broader market-6.00-4.00-2.000.002.004.00
MDLZ: -0.06
PEP: -1.39
The chart of Omega ratio for MDLZ, currently valued at 0.99, compared to the broader market0.501.001.502.00
MDLZ: 0.99
PEP: 0.83
The chart of Calmar ratio for MDLZ, currently valued at -0.12, compared to the broader market0.001.002.003.004.005.00
MDLZ: -0.12
PEP: -0.78
The chart of Martin ratio for MDLZ, currently valued at -0.25, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MDLZ: -0.25
PEP: -1.83

The current MDLZ Sharpe Ratio is -0.14, which is higher than the PEP Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of MDLZ and PEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.14
-1.04
MDLZ
PEP

Dividends

MDLZ vs. PEP - Dividend Comparison

MDLZ's dividend yield for the trailing twelve months is around 2.80%, less than PEP's 4.02% yield.


TTM20242023202220212020201920182017201620152014
MDLZ
Mondelez International, Inc.
2.80%3.00%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%
PEP
PepsiCo, Inc.
4.02%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%

Drawdowns

MDLZ vs. PEP - Drawdown Comparison

The maximum MDLZ drawdown since its inception was -46.04%, which is greater than PEP's maximum 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.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-12.01%
-26.58%
MDLZ
PEP

Volatility

MDLZ vs. PEP - Volatility Comparison

The current volatility for Mondelez International, Inc. (MDLZ) is 8.39%, while PepsiCo, Inc. (PEP) has a volatility of 9.45%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.39%
9.45%
MDLZ
PEP

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items