ADM vs. STZ
ADM (Archer-Daniels-Midland Company) and STZ (Constellation Brands, Inc.) are both stocks. Both are in the Consumer Defensive sector — ADM in Farm Products, STZ in Beverages - Wineries & Distilleries. Over the past 10 years, ADM returned 9.62%/yr vs 0.71%/yr for STZ. At a 0.24 correlation, their price movements are largely independent.
Performance
ADM vs. STZ - Performance Comparison
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Returns By Period
In the year-to-date period, ADM achieves a 41.52% return, which is significantly higher than STZ's 3.44% return. Over the past 10 years, ADM has outperformed STZ with an annualized return of 9.62%, while STZ has yielded a comparatively lower 0.71% annualized return.
ADM
- 1D
- -0.87%
- 1M
- 3.98%
- YTD
- 41.52%
- 6M
- 40.42%
- 1Y
- 74.50%
- 3Y*
- 6.89%
- 5Y*
- 6.28%
- 10Y*
- 9.62%
STZ
- 1D
- -0.04%
- 1M
- -4.97%
- YTD
- 3.44%
- 6M
- 0.51%
- 1Y
- -15.85%
- 3Y*
- -14.74%
- 5Y*
- -8.24%
- 10Y*
- 0.71%
ADM vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 41.52% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
STZ Constellation Brands, Inc. | 3.44% | -35.99% | -7.11% | 5.83% | -6.43% | 16.12% | 17.41% | 19.85% | -28.73% | 50.69% |
Correlation
The correlation between ADM and STZ is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.24 |
The correlation between ADM and STZ shifts across timeframes, from 0.11 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ADM:
$38.83B
STZ:
$24.46B
ADM:
$2.23
STZ:
$11.23
ADM:
35.92
STZ:
12.54
ADM:
0.48
STZ:
2.69
ADM:
1.70
STZ:
2.92
ADM:
$80.61B
STZ:
$9.14B
ADM:
$4.70B
STZ:
$4.71B
ADM:
$3.48B
STZ:
$3.05B
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Return for Risk
ADM vs. STZ — Risk / Return Rank
ADM
STZ
ADM vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) and Constellation Brands, Inc. (STZ). 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.
| ADM | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.29 | ||
| Sortino ratioReturn per unit of downside risk | +4.24 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.93 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 5.86 | -0.60 | +6.46 |
| Martin ratioReturn relative to average drawdown | 16.29 | -1.07 | +17.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADM | STZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | -0.53 | +3.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | -0.34 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.03 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.45 | -0.19 |
Drawdowns
ADM vs. STZ - Drawdown Comparison
The maximum ADM drawdown since its inception was -68.01%, roughly equal to the maximum STZ drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for ADM and STZ.
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Drawdown Indicators
| ADM | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.01% | -67.39% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -26.51% | +13.72% |
Max Drawdown (3Y)Largest decline over 3 years | -49.22% | -51.28% | +2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -54.14% | -51.28% | -2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -54.14% | -53.53% | -0.61% |
Current DrawdownCurrent decline from peak | -8.25% | -45.54% | +37.29% |
Average DrawdownAverage peak-to-trough decline | -21.60% | -16.58% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 14.89% | -10.30% |
Volatility
ADM vs. STZ - Volatility Comparison
The current volatility for Archer-Daniels-Midland Company (ADM) is 7.85%, while Constellation Brands, Inc. (STZ) has a volatility of 8.70%. This indicates that ADM experiences smaller price fluctuations and is considered to be less risky than STZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADM | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 8.70% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 19.33% | 23.49% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.16% | 29.97% | -2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.25% | 24.50% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.97% | 26.94% | +0.03% |
Dividends
ADM vs. STZ - Dividend Comparison
ADM's dividend yield for the trailing twelve months is around 2.57%, less than STZ's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.57% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
STZ Constellation Brands, Inc. | 2.90% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
Financials
ADM vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between Archer-Daniels-Midland Company and Constellation Brands, 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.
Total Revenue: Total amount of money received from sales and other business activities
ADM vs. STZ - Profitability Comparison
ADM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Archer-Daniels-Midland Company reported a gross profit of 1.22B and revenue of 20.49B. Therefore, the gross margin over that period was 6.0%.
STZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a gross profit of 941.60M and revenue of 1.92B. Therefore, the gross margin over that period was 49.0%.
ADM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Archer-Daniels-Midland Company reported an operating income of 408.00M and revenue of 20.49B, resulting in an operating margin of 2.0%.
STZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported an operating income of 357.10M and revenue of 1.92B, resulting in an operating margin of 18.6%.
ADM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Archer-Daniels-Midland Company reported a net income of 298.00M and revenue of 20.49B, resulting in a net margin of 1.5%.
STZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a net income of 477.70M and revenue of 1.92B, resulting in a net margin of 24.9%.
Frequently Asked Questions
ADM and STZ have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STZ has higher volatility (8.70%) compared to ADM (7.85%). In terms of maximum drawdown, ADM dropped -68.01% vs STZ's -67.39%.
ADM currently has the higher Sharpe Ratio (2.76 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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