MDLZ vs. WSM
MDLZ (Mondelez International, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. MDLZ operates in Confectioners (Consumer Defensive), while WSM operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, MDLZ returned 5.61%/yr vs 25.88%/yr for WSM. At a 0.23 correlation, their price movements are largely independent.
Performance
MDLZ vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, MDLZ achieves a 15.43% return, which is significantly higher than WSM's 14.19% return. Over the past 10 years, MDLZ has underperformed WSM with an annualized return of 5.61%, while WSM has yielded a comparatively higher 25.88% annualized return.
MDLZ
- 1D
- -0.71%
- 1M
- 0.08%
- YTD
- 15.43%
- 6M
- 14.51%
- 1Y
- -3.78%
- 3Y*
- -2.81%
- 5Y*
- 2.06%
- 10Y*
- 5.61%
WSM
- 1D
- -1.21%
- 1M
- 11.20%
- YTD
- 14.19%
- 6M
- 13.65%
- 1Y
- 30.20%
- 3Y*
- 50.28%
- 5Y*
- 21.62%
- 10Y*
- 25.88%
MDLZ vs. WSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 15.43% | -7.03% | -15.30% | 11.17% | 2.92% | 15.87% | 8.58% | 40.42% | -4.27% | -1.58% |
WSM Williams-Sonoma, Inc. | 14.19% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between MDLZ and WSM is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2001 | 0.23 |
The correlation between MDLZ and WSM shifts across timeframes, from 0.07 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MDLZ:
$2.68
WSM:
$8.93
MDLZ:
22.99
WSM:
22.68
MDLZ:
1.53
WSM:
3.13
MDLZ:
$39.30B
WSM:
$7.88B
MDLZ:
$11.31B
WSM:
$3.63B
MDLZ:
$4.67B
WSM:
$1.49B
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Return for Risk
MDLZ vs. WSM — Risk / Return Rank
MDLZ
WSM
MDLZ vs. WSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and Williams-Sonoma, Inc. (WSM). 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.
| MDLZ | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.17 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.30 | -1.45 |
| Martin ratioReturn relative to average drawdown | -0.26 | 2.96 | -3.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDLZ | WSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 0.90 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.49 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.59 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.34 | 0.00 |
Drawdowns
MDLZ vs. WSM - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for MDLZ and WSM.
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Drawdown Indicators
| MDLZ | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -89.01% | +46.49% |
Max Drawdown (1Y)Largest decline over 1 year | -25.93% | -23.27% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -36.79% | +7.79% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -51.92% | +22.78% |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | -59.71% | +29.97% |
Current DrawdownCurrent decline from peak | -14.52% | -7.87% | -6.65% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -25.04% | +14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.66% | 10.24% | +4.42% |
Volatility
MDLZ vs. WSM - Volatility Comparison
The current volatility for Mondelez International, Inc. (MDLZ) is 4.44%, while Williams-Sonoma, Inc. (WSM) has a volatility of 10.77%. This indicates that MDLZ experiences smaller price fluctuations and is considered to be less risky than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLZ | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 10.77% | -6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 16.13% | 24.49% | -8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.10% | 33.72% | -11.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 44.64% | -25.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 44.20% | -23.17% |
Dividends
MDLZ vs. WSM - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.20%, more than WSM's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 3.20% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
WSM Williams-Sonoma, Inc. | 1.35% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
MDLZ vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Mondelez International, Inc. and Williams-Sonoma, 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
MDLZ vs. WSM - Profitability Comparison
MDLZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mondelez International, Inc. reported a gross profit of 2.80B and revenue of 10.08B. Therefore, the gross margin over that period was 27.8%.
WSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported a gross profit of 793.43M and revenue of 1.81B. Therefore, the gross margin over that period was 44.0%.
MDLZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mondelez International, Inc. reported an operating income of 808.00M and revenue of 10.08B, resulting in an operating margin of 8.0%.
WSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported an operating income of 291.69M and revenue of 1.81B, resulting in an operating margin of 16.2%.
MDLZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mondelez International, Inc. reported a net income of 560.00M and revenue of 10.08B, resulting in a net margin of 5.6%.
WSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Williams-Sonoma, Inc. reported a net income of 231.36M and revenue of 1.81B, resulting in a net margin of 12.8%.
Frequently Asked Questions
MDLZ and WSM have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (10.77%) compared to MDLZ (4.44%). In terms of maximum drawdown, MDLZ dropped -42.52% vs WSM's -89.01%.
WSM currently has the higher Sharpe Ratio (0.90 vs -0.17), 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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