CRL vs. STZ
CRL (Charles River Laboratories International, Inc.) and STZ (Constellation Brands, Inc.) are both stocks. CRL operates in Diagnostics & Research (Healthcare), while STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, CRL returned 8.21%/yr vs 0.71%/yr for STZ. At a 0.26 correlation, their price movements are largely independent.
Performance
CRL vs. STZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CRL achieves a -6.54% return, which is significantly lower than STZ's 3.44% return. Over the past 10 years, CRL has outperformed STZ with an annualized return of 8.21%, while STZ has yielded a comparatively lower 0.71% annualized return.
CRL
- 1D
- 2.81%
- 1M
- 4.97%
- YTD
- -6.54%
- 6M
- -0.36%
- 1Y
- 28.85%
- 3Y*
- -1.93%
- 5Y*
- -11.63%
- 10Y*
- 8.21%
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%
CRL vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRL Charles River Laboratories International, Inc. | -6.54% | 8.06% | -21.91% | 8.49% | -42.17% | 50.80% | 63.56% | 34.97% | 3.41% | 43.65% |
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 CRL and STZ is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2000 | 0.26 |
The correlation between CRL and STZ shifts across timeframes, from 0.17 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CRL:
$9.13B
STZ:
$24.46B
CRL:
-$3.75
STZ:
$11.23
CRL:
2.28
STZ:
2.69
CRL:
3.10
STZ:
2.92
CRL:
$4.03B
STZ:
$9.14B
CRL:
$1.00B
STZ:
$4.71B
CRL:
$737.05M
STZ:
$3.05B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CRL vs. STZ — Risk / Return Rank
CRL
STZ
CRL vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Charles River Laboratories International, Inc. (CRL) 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.
| CRL | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.93 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | -0.60 | +1.46 |
| Martin ratioReturn relative to average drawdown | 1.77 | -1.07 | +2.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CRL | STZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | -0.53 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | -0.34 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.03 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.45 | -0.21 |
Drawdowns
CRL vs. STZ - Drawdown Comparison
The maximum CRL drawdown since its inception was -78.23%, which is greater than STZ's maximum drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for CRL and STZ.
Loading charts...
Drawdown Indicators
| CRL | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.23% | -67.39% | -10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -33.88% | -26.51% | -7.37% |
Max Drawdown (3Y)Largest decline over 3 years | -63.52% | -51.28% | -12.24% |
Max Drawdown (5Y)Largest decline over 5 years | -78.23% | -51.28% | -26.95% |
Max Drawdown (10Y)Largest decline over 10 years | -78.23% | -53.53% | -24.70% |
Current DrawdownCurrent decline from peak | -59.32% | -45.54% | -13.78% |
Average DrawdownAverage peak-to-trough decline | -25.73% | -16.58% | -9.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.36% | 14.89% | +1.47% |
Volatility
CRL vs. STZ - Volatility Comparison
Charles River Laboratories International, Inc. (CRL) has a higher volatility of 16.68% compared to Constellation Brands, Inc. (STZ) at 8.70%. This indicates that CRL'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.
Loading charts...
Volatility by Period
| CRL | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.68% | 8.70% | +7.98% |
Volatility (6M)Calculated over the trailing 6-month period | 34.88% | 23.49% | +11.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.06% | 29.97% | +15.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.76% | 24.50% | +18.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.78% | 26.94% | +10.84% |
Dividends
CRL vs. STZ - Dividend Comparison
CRL has not paid dividends to shareholders, while STZ's dividend yield for the trailing twelve months is around 2.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRL Charles River Laboratories International, 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. | 2.90% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
Financials
CRL vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between Charles River Laboratories International, 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
CRL vs. STZ - Profitability Comparison
CRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Charles River Laboratories International, Inc. reported a gross profit of 0.00 and revenue of 995.83M. 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%.
CRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Charles River Laboratories International, Inc. reported an operating income of 119.90M and revenue of 995.83M, resulting in an operating margin of 12.0%.
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%.
CRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Charles River Laboratories International, Inc. reported a net income of -14.84M and revenue of 995.83M, 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
CRL and STZ have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRL has higher volatility (16.68%) compared to STZ (8.70%). In terms of maximum drawdown, CRL dropped -78.23% vs STZ's -67.39%.
CRL currently has the higher Sharpe Ratio (0.64 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.
Find the right allocation for CRL and STZ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer