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

Correlation

The correlation between TSN and MDLZ 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

TSN vs. MDLZ - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
681.47%
237.99%
TSN
MDLZ

Key characteristics

Sharpe Ratio

TSN:

0.12

MDLZ:

-0.23

Sortino Ratio

TSN:

0.32

MDLZ:

-0.18

Omega Ratio

TSN:

1.04

MDLZ:

0.98

Calmar Ratio

TSN:

0.06

MDLZ:

-0.19

Martin Ratio

TSN:

0.33

MDLZ:

-0.40

Ulcer Index

TSN:

7.97%

MDLZ:

11.86%

Daily Std Dev

TSN:

22.04%

MDLZ:

20.66%

Max Drawdown

TSN:

-81.50%

MDLZ:

-46.04%

Current Drawdown

TSN:

-32.31%

MDLZ:

-11.92%

Fundamentals

Market Cap

TSN:

$21.88B

MDLZ:

$84.88B

EPS

TSN:

$2.96

MDLZ:

$3.42

PE Ratio

TSN:

20.75

MDLZ:

19.16

PEG Ratio

TSN:

0.56

MDLZ:

4.29

PS Ratio

TSN:

0.41

MDLZ:

2.33

PB Ratio

TSN:

1.19

MDLZ:

3.24

Total Revenue (TTM)

TSN:

$40.54B

MDLZ:

$27.15B

Gross Profit (TTM)

TSN:

$3.03B

MDLZ:

$9.51B

EBITDA (TTM)

TSN:

$2.62B

MDLZ:

$4.95B

Returns By Period

In the year-to-date period, TSN achieves a 6.41% return, which is significantly lower than MDLZ's 10.58% return. Over the past 10 years, TSN has underperformed MDLZ with an annualized return of 6.88%, while MDLZ has yielded a comparatively higher 8.28% annualized return.


TSN

YTD

6.41%

1M

-1.57%

6M

4.99%

1Y

2.82%

5Y*

3.52%

10Y*

6.88%

MDLZ

YTD

10.58%

1M

-0.42%

6M

-3.84%

1Y

-4.76%

5Y*

7.53%

10Y*

8.28%

*Annualized

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Risk-Adjusted Performance

TSN vs. MDLZ — Risk-Adjusted Performance Rank

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

TSN
The Risk-Adjusted Performance Rank of TSN is 5252
Overall Rank
The Sharpe Ratio Rank of TSN is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TSN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of TSN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of TSN is 5555
Calmar Ratio Rank
The Martin Ratio Rank of TSN is 5757
Martin Ratio Rank

MDLZ
The Risk-Adjusted Performance Rank of MDLZ is 3737
Overall Rank
The Sharpe Ratio Rank of MDLZ is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of MDLZ is 3232
Sortino Ratio Rank
The Omega Ratio Rank of MDLZ is 3232
Omega Ratio Rank
The Calmar Ratio Rank of MDLZ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of MDLZ is 4444
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.

TSN vs. MDLZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyson Foods, Inc. (TSN) 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.


The chart of Sharpe ratio for TSN, currently valued at 0.12, compared to the broader market-2.00-1.000.001.002.003.00
TSN: 0.12
MDLZ: -0.23
The chart of Sortino ratio for TSN, currently valued at 0.32, compared to the broader market-6.00-4.00-2.000.002.004.00
TSN: 0.32
MDLZ: -0.18
The chart of Omega ratio for TSN, currently valued at 1.04, compared to the broader market0.501.001.502.00
TSN: 1.04
MDLZ: 0.98
The chart of Calmar ratio for TSN, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
TSN: 0.06
MDLZ: -0.19
The chart of Martin ratio for TSN, currently valued at 0.33, compared to the broader market-5.000.005.0010.0015.0020.00
TSN: 0.33
MDLZ: -0.40

The current TSN Sharpe Ratio is 0.12, which is higher than the MDLZ Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of TSN and MDLZ, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.12
-0.23
TSN
MDLZ

Dividends

TSN vs. MDLZ - Dividend Comparison

TSN's dividend yield for the trailing twelve months is around 3.27%, more than MDLZ's 2.80% yield.


TTM20242023202220212020201920182017201620152014
TSN
Tyson Foods, Inc.
3.27%3.43%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%
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%

Drawdowns

TSN vs. MDLZ - Drawdown Comparison

The maximum TSN drawdown since its inception was -81.50%, which is greater than MDLZ's maximum drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for TSN and MDLZ. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-32.31%
-11.92%
TSN
MDLZ

Volatility

TSN vs. MDLZ - Volatility Comparison

Tyson Foods, Inc. (TSN) has a higher volatility of 9.10% compared to Mondelez International, Inc. (MDLZ) at 8.00%. This indicates that TSN's price experiences larger fluctuations and is considered to be riskier than MDLZ 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
9.10%
8.00%
TSN
MDLZ

Financials

TSN vs. MDLZ - Financials Comparison

This section allows you to compare key financial metrics between Tyson Foods, 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