ALKS vs. STZ
ALKS (Alkermes plc) and STZ (Constellation Brands, Inc.) are both stocks. ALKS operates in Biotechnology (Healthcare), while STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, ALKS returned 0.53%/yr vs 1.01%/yr for STZ. At a 0.20 correlation, their price movements are largely independent.
Performance
ALKS vs. STZ - Performance Comparison
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Returns By Period
In the year-to-date period, ALKS achieves a 58.26% return, which is significantly higher than STZ's 9.07% return. Over the past 10 years, ALKS has underperformed STZ with an annualized return of 0.53%, while STZ has yielded a comparatively higher 1.01% annualized return.
ALKS
- 1D
- -1.42%
- 1M
- 13.80%
- YTD
- 58.26%
- 6M
- 55.37%
- 1Y
- 43.86%
- 3Y*
- 12.04%
- 5Y*
- 12.09%
- 10Y*
- 0.53%
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%
ALKS vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALKS Alkermes plc | 58.26% | -2.71% | 3.68% | 6.16% | 12.34% | 16.59% | -2.21% | -30.87% | -46.08% | -1.53% |
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 ALKS and STZ is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.20 |
The correlation between ALKS and STZ shifts across timeframes, from 0.06 (1 year) to 0.21 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ALKS:
$7.36B
STZ:
$25.79B
ALKS:
$0.91
STZ:
$11.23
ALKS:
48.70
STZ:
13.22
ALKS:
0.20
STZ:
8.24
ALKS:
4.76
STZ:
2.84
ALKS:
4.20
STZ:
3.08
ALKS:
$1.56B
STZ:
$9.14B
ALKS:
$1.02B
STZ:
$4.71B
ALKS:
$249.70M
STZ:
$3.05B
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Return for Risk
ALKS vs. STZ — Risk / Return Rank
ALKS
STZ
ALKS vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alkermes plc (ALKS) 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.
| ALKS | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.97 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | -0.39 | +2.37 |
| Martin ratioReturn relative to average drawdown | 4.60 | -0.68 | +5.28 |
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Drawdowns
ALKS vs. STZ - Drawdown Comparison
The maximum ALKS drawdown since its inception was -96.14%, which is greater than STZ's maximum drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for ALKS and STZ.
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Drawdown Indicators
| ALKS | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.14% | -67.39% | -28.75% |
Max Drawdown (1Y)Largest decline over 1 year | -22.20% | -26.51% | +4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -31.58% | -51.28% | +19.70% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | -51.28% | +18.10% |
Max Drawdown (10Y)Largest decline over 10 years | -80.58% | -53.53% | -27.05% |
Current DrawdownCurrent decline from peak | -54.84% | -42.57% | -12.27% |
Average DrawdownAverage peak-to-trough decline | -67.23% | -16.60% | -50.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.81% | 15.01% | -5.20% |
Volatility
ALKS vs. STZ - Volatility Comparison
Alkermes plc (ALKS) has a higher volatility of 10.63% compared to Constellation Brands, Inc. (STZ) at 8.54%. This indicates that ALKS'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
| ALKS | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.63% | 8.54% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 23.36% | +6.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.87% | 30.17% | +10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.32% | 24.56% | +12.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.29% | 26.96% | +14.33% |
Dividends
ALKS vs. STZ - Dividend Comparison
ALKS 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALKS Alkermes plc | 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
ALKS vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between Alkermes plc 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
ALKS vs. STZ - Profitability Comparison
ALKS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alkermes plc reported a gross profit of 0.00 and revenue of 392.91M. Therefore, the gross margin over that period was 0.0%.
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%.
ALKS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alkermes plc reported an operating income of -48.28M and revenue of 392.91M, resulting in an operating margin of -12.3%.
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%.
ALKS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alkermes plc reported a net income of -66.48M and revenue of 392.91M, resulting in a net margin of -16.9%.
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
ALKS and STZ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALKS has higher volatility (10.63%) compared to STZ (8.54%). In terms of maximum drawdown, ALKS dropped -96.14% vs STZ's -67.39%.
ALKS currently has the higher Sharpe Ratio (1.08 vs -0.34), 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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