BA.L vs. STZ
BA.L (BAE Systems plc) and STZ (Constellation Brands, Inc.) are both stocks. BA.L operates in Aerospace & Defense (Industrials), while STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, BA.L returned 18.87%/yr vs 1.52%/yr for STZ. At a 0.16 correlation, their price movements are largely independent.
Performance
BA.L vs. STZ - Performance Comparison
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Different Trading Currencies
BA.L is traded in GBp, while STZ is traded in USD. To make them comparable, the STZ values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, BA.L achieves a 12.71% return, which is significantly higher than STZ's 9.63% return. Over the past 10 years, BA.L has outperformed STZ with an annualized return of 18.87%, while STZ has yielded a comparatively lower 1.52% annualized return.
BA.L
- 1D
- -1.62%
- 1M
- 3.27%
- YTD
- 12.71%
- 6M
- 13.60%
- 1Y
- 0.36%
- 3Y*
- 28.80%
- 5Y*
- 32.37%
- 10Y*
- 18.87%
STZ
- 1D
- 3.86%
- 1M
- 5.60%
- YTD
- 9.63%
- 6M
- 1.82%
- 1Y
- -6.33%
- 3Y*
- -15.64%
- 5Y*
- -6.40%
- 10Y*
- 1.52%
BA.L vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BA.L BAE Systems plc | 12.71% | 52.12% | 5.88% | 33.31% | 60.92% | 17.57% | -9.28% | 28.43% | -16.75% | 0.30% |
STZ Constellation Brands, Inc. | 9.63% | -40.55% | -5.49% | 0.54% | 4.70% | 17.22% | 13.96% | 15.29% | -24.50% | 37.66% |
Correlation
The correlation between BA.L and STZ is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2007 | 0.16 |
The correlation between BA.L and STZ shifts across timeframes, from -0.01 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BA.L:
£57.97B
STZ:
$25.79B
BA.L:
£1.33
STZ:
$11.23
BA.L:
14.41
STZ:
13.22
BA.L:
2.30
STZ:
8.24
BA.L:
1.06
STZ:
2.84
BA.L:
4.92
STZ:
3.08
BA.L:
£54.65B
STZ:
$9.14B
BA.L:
£4.75B
STZ:
$4.71B
BA.L:
£7.55B
STZ:
$3.05B
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Return for Risk
BA.L vs. STZ — Risk / Return Rank
BA.L
STZ
BA.L vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BA.L) 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.
| BA.L | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.97 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | -0.34 | +0.49 |
| Martin ratioReturn relative to average drawdown | 0.33 | -0.58 | +0.91 |
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Drawdowns
BA.L vs. STZ - Drawdown Comparison
The maximum BA.L drawdown since its inception was -43.67%, smaller than the maximum STZ drawdown of -53.37%. Use the drawdown chart below to compare losses from any high point for BA.L and STZ.
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Drawdown Indicators
| BA.L | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.67% | -53.37% | +9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -21.30% | -25.57% | +4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.30% | -53.37% | +32.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.30% | -53.37% | +32.07% |
Max Drawdown (10Y)Largest decline over 10 years | -37.80% | -53.37% | +15.57% |
Current DrawdownCurrent decline from peak | -17.12% | -45.87% | +28.75% |
Average DrawdownAverage peak-to-trough decline | -12.74% | -12.48% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.84% | 15.15% | -5.31% |
Volatility
BA.L vs. STZ - Volatility Comparison
BAE Systems plc (BA.L) and Constellation Brands, Inc. (STZ) have volatilities of 8.48% and 8.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BA.L | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.48% | 8.45% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 23.43% | 23.56% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.85% | 29.99% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 24.33% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 27.04% | -1.97% |
Dividends
BA.L vs. STZ - Dividend Comparison
BA.L's dividend yield for the trailing twelve months is around 1.90%, less than STZ's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BA.L BAE Systems plc | 1.90% | 1.99% | 2.69% | 2.53% | 2.99% | 4.40% | 4.75% | 4.00% | 4.79% | 3.75% | 3.57% | 4.14% |
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
BA.L vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between BAE Systems 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
BA.L vs. STZ - Profitability Comparison
BA.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BAE Systems plc reported a gross profit of 1.35B and revenue of 14.77B. Therefore, the gross margin over that period was 9.2%.
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%.
BA.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BAE Systems plc reported an operating income of 1.35B and revenue of 14.77B, resulting in an operating margin of 9.2%.
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%.
BA.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BAE Systems plc reported a net income of 1.09B and revenue of 14.77B, resulting in a net margin of 7.4%.
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
BA.L and STZ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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