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THRN vs. MDLZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


THRNMDLZ

Fundamentals


THRNMDLZ
Market Cap$550.63M$100.89B
EPS$0.39$2.92
PE Ratio26.1325.87

Correlation

-0.50.00.51.00.1

The correlation between THRN and MDLZ is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

THRN vs. MDLZ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember0
7.24%
THRN
MDLZ

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Risk-Adjusted Performance

THRN vs. MDLZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thorne HealthTech, Inc. (THRN) and Mondelez International, Inc. (MDLZ). 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.


THRN
Sharpe ratio
The chart of Sharpe ratio for THRN, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.65
Sortino ratio
The chart of Sortino ratio for THRN, currently valued at 1.10, compared to the broader market-6.00-4.00-2.000.002.004.001.10
Omega ratio
The chart of Omega ratio for THRN, currently valued at 1.56, compared to the broader market0.501.001.501.56
Calmar ratio
The chart of Calmar ratio for THRN, currently valued at 1.26, compared to the broader market0.001.002.003.004.005.001.26
Martin ratio
The chart of Martin ratio for THRN, currently valued at 4.41, compared to the broader market-5.000.005.0010.0015.0020.004.41
MDLZ
Sharpe ratio
The chart of Sharpe ratio for MDLZ, currently valued at 0.39, compared to the broader market-4.00-2.000.002.000.39
Sortino ratio
The chart of Sortino ratio for MDLZ, currently valued at 0.65, compared to the broader market-6.00-4.00-2.000.002.004.000.65
Omega ratio
The chart of Omega ratio for MDLZ, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for MDLZ, currently valued at 0.33, compared to the broader market0.001.002.003.004.005.000.33
Martin ratio
The chart of Martin ratio for MDLZ, currently valued at 0.88, compared to the broader market-5.000.005.0010.0015.0020.000.88

THRN vs. MDLZ - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
0.65
0.39
THRN
MDLZ

Dividends

THRN vs. MDLZ - Dividend Comparison

THRN has not paid dividends to shareholders, while MDLZ's dividend yield for the trailing twelve months is around 2.25%.


TTM20232022202120202019201820172016201520142013
THRN
Thorne HealthTech, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDLZ
Mondelez International, Inc.
2.25%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%

Drawdowns

THRN vs. MDLZ - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-0.10%
-0.70%
THRN
MDLZ

Volatility

THRN vs. MDLZ - Volatility Comparison

The current volatility for Thorne HealthTech, Inc. (THRN) is 0.00%, while Mondelez International, Inc. (MDLZ) has a volatility of 4.91%. This indicates that THRN experiences smaller price fluctuations and is considered to be less risky than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember0
4.91%
THRN
MDLZ

Financials

THRN vs. MDLZ - Financials Comparison

This section allows you to compare key financial metrics between Thorne HealthTech, Inc. and Mondelez International, 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