ADSK vs. STZ
ADSK (Autodesk, Inc.) and STZ (Constellation Brands, Inc.) are both stocks. ADSK operates in Software - Application (Technology), while STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, ADSK returned 13.54%/yr vs 1.01%/yr for STZ. At a 0.23 correlation, their price movements are largely independent.
Performance
ADSK vs. STZ - Performance Comparison
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Returns By Period
In the year-to-date period, ADSK achieves a -32.97% return, which is significantly lower than STZ's 9.07% return. Over the past 10 years, ADSK has outperformed STZ with an annualized return of 13.54%, while STZ has yielded a comparatively lower 1.01% annualized return.
ADSK
- 1D
- -3.47%
- 1M
- -14.11%
- YTD
- -32.97%
- 6M
- -33.33%
- 1Y
- -33.54%
- 3Y*
- -2.38%
- 5Y*
- -6.49%
- 10Y*
- 13.54%
STZ
- 1D
- 3.77%
- 1M
- 5.69%
- YTD
- 9.07%
- 6M
- 2.07%
- 1Y
- -10.17%
- 3Y*
- -13.90%
- 5Y*
- -7.36%
- 10Y*
- 1.01%
ADSK vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADSK Autodesk, Inc. | -32.97% | 0.15% | 21.39% | 30.29% | -33.54% | -7.91% | 66.43% | 42.65% | 22.68% | 41.64% |
STZ Constellation Brands, Inc. | 9.07% | -35.99% | -7.11% | 5.83% | -6.43% | 16.12% | 17.41% | 19.85% | -28.73% | 50.69% |
Correlation
The correlation between ADSK and STZ is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.23 |
The correlation between ADSK and STZ shifts across timeframes, from -0.04 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ADSK:
$42.07B
STZ:
$25.79B
ADSK:
$6.84
STZ:
$11.23
ADSK:
29.03
STZ:
13.22
ADSK:
1.12
STZ:
8.24
ADSK:
5.66
STZ:
2.84
ADSK:
13.19
STZ:
3.08
ADSK:
$7.51B
STZ:
$9.14B
ADSK:
$6.84B
STZ:
$4.71B
ADSK:
$2.14B
STZ:
$3.05B
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Return for Risk
ADSK vs. STZ — Risk / Return Rank
ADSK
STZ
ADSK vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADSK | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.97 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.39 | -0.47 |
| Martin ratioReturn relative to average drawdown | -1.88 | -0.68 | -1.20 |
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Drawdowns
ADSK vs. STZ - Drawdown Comparison
The maximum ADSK drawdown since its inception was -76.92%, which is greater than STZ's maximum drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for ADSK and STZ.
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Drawdown Indicators
| ADSK | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.92% | -67.39% | -9.53% |
Max Drawdown (1Y)Largest decline over 1 year | -39.28% | -26.51% | -12.77% |
Max Drawdown (3Y)Largest decline over 3 years | -39.28% | -51.28% | +12.00% |
Max Drawdown (5Y)Largest decline over 5 years | -51.99% | -51.28% | -0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -51.99% | -53.53% | +1.54% |
Current DrawdownCurrent decline from peak | -42.03% | -42.57% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -22.63% | -16.60% | -6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.87% | 15.01% | +2.86% |
Volatility
ADSK vs. STZ - Volatility Comparison
Autodesk, Inc. (ADSK) has a higher volatility of 13.87% compared to Constellation Brands, Inc. (STZ) at 8.54%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier 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
| ADSK | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.87% | 8.54% | +5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 27.98% | 23.36% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.70% | 30.17% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.22% | 24.56% | +10.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.50% | 26.96% | +9.54% |
Dividends
ADSK vs. STZ - Dividend Comparison
ADSK has not paid dividends to shareholders, while STZ's dividend yield for the trailing twelve months is around 2.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADSK Autodesk, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STZ Constellation Brands, Inc. | 2.75% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
Financials
ADSK vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between Autodesk, Inc. 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
ADSK vs. STZ - Profitability Comparison
ADSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a gross profit of 1.76B and revenue of 1.93B. Therefore, the gross margin over that period was 91.0%.
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%.
ADSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported an operating income of 541.00M and revenue of 1.93B, resulting in an operating margin of 28.0%.
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%.
ADSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a net income of 491.00M and revenue of 1.93B, resulting in a net margin of 25.4%.
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
ADSK and STZ have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADSK has higher volatility (13.87%) compared to STZ (8.54%). In terms of maximum drawdown, ADSK dropped -76.92% vs STZ's -67.39%.
STZ currently has the higher Sharpe Ratio (-0.34 vs -1.00), 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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