Mondelez International (MDLZ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Mondelez International, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $63.04 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -2.49% |
| Total return over period | -7.24% |
| Annualized volatility | 20.97% |
| Sharpe ratio | -0.29 |
| Sortino ratio | -0.41 |
| Max drawdown | -29.00% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.95% |
| Correlation with the S&P 500 | 0.05 |
| Period range | $50.64 – $71.33 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Mondelez International (MDLZ) has posted an annualized return of -2.49% with annual volatility of 20.97%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -29.00%. Its correlation with the S&P 500 is 0.05, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MDLZ would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with MDLZ →
Other Consumer Staples stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio