PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Constellation Brands, Inc. (STZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US21036P1084

CUSIP

21036P108

Sector

Consumer Defensive

IPO Date

Jan 1, 1987

Highlights

Market Cap

$43.49B

EPS (TTM)

$3.14

PE Ratio

76.27

PEG Ratio

1.26

Total Revenue (TTM)

$7.72B

Gross Profit (TTM)

$3.91B

EBITDA (TTM)

$715.30M

Year Range

$224.76 - $271.48

Target Price

$290.47

Short %

1.97%

Short Ratio

2.58

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
STZ vs. BUD STZ vs. PANW STZ vs. TAP STZ vs. SAM STZ vs. SITE STZ vs. HSY STZ vs. SPY STZ vs. PG STZ vs. JEPI STZ vs. VTI
Popular comparisons:
STZ vs. BUD STZ vs. PANW STZ vs. TAP STZ vs. SAM STZ vs. SITE STZ vs. HSY STZ vs. SPY STZ vs. PG STZ vs. JEPI STZ vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Constellation Brands, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.11%
12.91%
STZ (Constellation Brands, Inc.)
Benchmark (^GSPC)

Returns By Period

Constellation Brands, Inc. had a return of 2.69% year-to-date (YTD) and 5.89% in the last 12 months. Over the past 10 years, Constellation Brands, Inc. had an annualized return of 11.89%, while the S&P 500 benchmark had an annualized return of 11.73%, indicating that Constellation Brands, Inc. performed slightly bigger than the benchmark.


STZ

YTD

2.69%

1M

4.24%

6M

-2.11%

1Y

5.89%

5Y (annualized)

7.72%

10Y (annualized)

11.89%

^GSPC (Benchmark)

YTD

26.90%

1M

0.96%

6M

12.91%

1Y

31.46%

5Y (annualized)

14.06%

10Y (annualized)

11.73%

Monthly Returns

The table below presents the monthly returns of STZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.38%1.77%9.35%-6.73%-0.88%2.82%-4.71%-1.40%7.05%-9.84%4.14%2.69%
2023-0.10%-3.04%0.98%1.58%6.30%1.30%10.84%-4.17%-3.54%-6.84%3.10%0.52%5.83%
2022-5.27%-9.02%6.82%6.85%0.07%-5.06%5.69%0.24%-6.65%7.58%4.51%-9.95%-6.43%
2021-3.71%1.86%6.47%5.40%0.07%-2.43%-4.08%-5.56%-0.21%2.90%4.29%11.38%16.12%
2020-0.76%-8.11%-16.83%14.88%5.35%1.30%1.86%3.98%2.73%-12.81%25.10%6.42%17.41%
20197.98%-2.18%3.65%20.73%-16.34%11.61%-0.06%4.23%1.43%-8.18%-1.86%1.98%19.85%
2018-3.98%-1.58%5.77%2.29%-3.99%-1.89%-3.95%-0.62%3.56%-7.60%-1.38%-17.85%-28.73%
2017-2.32%6.33%2.05%6.46%6.23%6.01%-0.20%3.77%-0.32%9.85%-0.44%5.05%50.69%
20167.05%-7.05%6.83%3.29%-1.62%8.00%-0.47%-0.11%1.49%0.38%-9.34%1.44%8.67%
201512.51%3.87%1.30%-0.23%1.95%-1.59%3.45%6.92%-2.18%7.66%4.29%1.55%46.19%
20148.94%5.69%4.86%-6.04%5.37%4.75%-5.53%4.60%0.08%5.03%5.31%1.84%39.49%
2013-8.56%36.71%7.69%3.59%7.42%-1.68%-0.06%4.15%5.81%13.76%7.83%-0.04%98.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of STZ is 49, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of STZ is 4949
Overall Rank
The Sharpe Ratio Rank of STZ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of STZ is 4141
Sortino Ratio Rank
The Omega Ratio Rank of STZ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of STZ is 5757
Calmar Ratio Rank
The Martin Ratio Rank of STZ is 5151
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for STZ, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.272.62
The chart of Sortino ratio for STZ, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.493.48
The chart of Omega ratio for STZ, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.48
The chart of Calmar ratio for STZ, currently valued at 0.36, compared to the broader market0.002.004.006.000.363.77
The chart of Martin ratio for STZ, currently valued at 0.72, compared to the broader market-10.000.0010.0020.0030.000.7216.74
STZ
^GSPC

The current Constellation Brands, Inc. Sharpe ratio is 0.27. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Constellation Brands, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.27
2.62
STZ (Constellation Brands, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Constellation Brands, Inc. provided a 1.60% dividend yield over the last twelve months, with an annual payout of $3.92 per share. The company has been increasing its dividends for 8 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.50201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$3.92$3.47$3.16$3.03$3.00$2.99$2.74$1.96$1.51$0.93

Dividend yield

1.60%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%

Monthly Dividends

The table displays the monthly dividend distributions for Constellation Brands, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.89$0.00$0.00$1.01$0.00$0.00$1.01$0.00$0.00$1.01$0.00$3.92
2023$0.00$0.80$0.00$0.00$0.89$0.00$0.00$0.89$0.00$0.00$0.89$0.00$3.47
2022$0.00$0.76$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.80$0.00$3.16
2021$0.00$0.75$0.00$0.00$0.76$0.00$0.00$0.76$0.00$0.00$0.76$0.00$3.03
2020$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00$3.00
2019$0.00$0.74$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00$2.99
2018$0.00$0.52$0.00$0.00$0.74$0.00$0.00$0.74$0.00$0.00$0.74$0.00$2.74
2017$0.00$0.40$0.00$0.00$0.52$0.00$0.00$0.52$0.00$0.00$0.52$0.00$1.96
2016$0.00$0.31$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$1.51
2015$0.31$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.93

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.6%
Constellation Brands, Inc. has a dividend yield of 1.60%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%29.4%
Constellation Brands, Inc. has a payout ratio of 29.39%, which is quite average when compared to the overall market. This suggests that Constellation Brands, Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.07%
-0.61%
STZ (Constellation Brands, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Constellation Brands, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Constellation Brands, Inc. was 75.45%, occurring on Dec 5, 1988. Recovery took 538 trading sessions.

The current Constellation Brands, Inc. drawdown is 9.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.45%Mar 3, 1987381Dec 5, 1988538Jan 9, 1992919
-67.39%Sep 15, 1995248Sep 6, 1996298Nov 10, 1997546
-64.97%Jun 29, 2005851Nov 12, 2008946Aug 15, 20121797
-53.53%Apr 30, 2018478Mar 23, 2020201Jan 7, 2021679
-34.11%Apr 13, 1998117Sep 25, 199872Jan 8, 1999189

Volatility

Volatility Chart

The current Constellation Brands, Inc. volatility is 5.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.78%
2.24%
STZ (Constellation Brands, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Constellation Brands, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Constellation Brands, Inc. compared to its peers in the Beverages - Wineries & Distilleries industry.


PE Ratio
100.0200.0300.0400.0500.076.3
The chart displays the price to earnings (P/E) ratio for STZ in comparison to other companies of the Beverages - Wineries & Distilleries industry. Currently, STZ has a PE value of 76.3. This PE ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.
PEG Ratio
2.04.06.08.010.01.3
The chart displays the price to earnings to growth (PEG) ratio for STZ in comparison to other companies of the Beverages - Wineries & Distilleries industry. Currently, STZ has a PEG value of 1.3. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Constellation Brands, Inc..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab