Mondelez International, Inc. (MDLZ) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Mondelez International, Inc. (MDLZ): 1Y return -7.8%, Sharpe ratio -0.23, volatility 22.6%, max drawdown -25.9%. A Stock in the Equity asset class. Compare MDLZ with other assets and invest through your own broker with pfolio.
Mondelez International, Inc. (MDLZ) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
MDLZ Performance
- MTD
- Return: 3.5%, Sharpe: 3.13, Volatility: 32.2%, Max Drawdown: -4.3%
- YTD
- Return: 13.1%, Sharpe: 1.04, Volatility: 24.5%, Max Drawdown: -13.2%
- 1Y
- Return: -7.8%, Sharpe: -0.23, Volatility: 22.6%, Max Drawdown: -25.9%
- 5Y
- Return: 8.4%, Sharpe: 0.18, Volatility: 19.4%, Max Drawdown: -29.1%
- 10Y
- Return: 66.4%, Sharpe: 0.34, Volatility: 20.6%, Max Drawdown: -29.7%
Frequently Asked Questions
- What is Mondelez International, Inc. (MDLZ)?
- Mondelez International, Inc. (MDLZ) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does MDLZ compare to other assets?
- You can compare MDLZ with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in MDLZ through pfolio?
- pfolio helps you build diversified portfolios that may include MDLZ. You invest through your own broker — pfolio provides the analytics.