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HAIN vs. STZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HAIN and STZ is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

HAIN vs. STZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hain Celestial Group, Inc. (HAIN) and Constellation Brands, Inc. (STZ). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-40.70%
-26.58%
HAIN
STZ

Key characteristics

Sharpe Ratio

HAIN:

-1.03

STZ:

-1.12

Sortino Ratio

HAIN:

-1.67

STZ:

-1.35

Omega Ratio

HAIN:

0.80

STZ:

0.78

Calmar Ratio

HAIN:

-0.63

STZ:

-0.88

Martin Ratio

HAIN:

-1.79

STZ:

-3.10

Ulcer Index

HAIN:

33.01%

STZ:

9.33%

Daily Std Dev

HAIN:

57.15%

STZ:

25.91%

Max Drawdown

HAIN:

-93.46%

STZ:

-75.45%

Current Drawdown

HAIN:

-93.46%

STZ:

-32.74%

Fundamentals

Market Cap

HAIN:

$413.99M

STZ:

$32.93B

EPS

HAIN:

-$0.94

STZ:

$3.75

PEG Ratio

HAIN:

0.84

STZ:

0.98

Total Revenue (TTM)

HAIN:

$1.25B

STZ:

$10.18B

Gross Profit (TTM)

HAIN:

$273.98M

STZ:

$5.20B

EBITDA (TTM)

HAIN:

$31.15M

STZ:

$1.51B

Returns By Period

In the year-to-date period, HAIN achieves a -25.37% return, which is significantly lower than STZ's -18.23% return. Over the past 10 years, HAIN has underperformed STZ with an annualized return of -21.83%, while STZ has yielded a comparatively higher 6.33% annualized return.


HAIN

YTD

-25.37%

1M

-39.21%

6M

-40.70%

1Y

-58.50%

5Y*

-29.29%

10Y*

-21.83%

STZ

YTD

-18.23%

1M

-22.41%

6M

-26.58%

1Y

-28.09%

5Y*

0.49%

10Y*

6.33%

*Annualized

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Risk-Adjusted Performance

HAIN vs. STZ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAIN
The Risk-Adjusted Performance Rank of HAIN is 55
Overall Rank
The Sharpe Ratio Rank of HAIN is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of HAIN is 44
Sortino Ratio Rank
The Omega Ratio Rank of HAIN is 55
Omega Ratio Rank
The Calmar Ratio Rank of HAIN is 1212
Calmar Ratio Rank
The Martin Ratio Rank of HAIN is 22
Martin Ratio Rank

STZ
The Risk-Adjusted Performance Rank of STZ is 33
Overall Rank
The Sharpe Ratio Rank of STZ is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of STZ is 77
Sortino Ratio Rank
The Omega Ratio Rank of STZ is 44
Omega Ratio Rank
The Calmar Ratio Rank of STZ is 33
Calmar Ratio Rank
The Martin Ratio Rank of STZ is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HAIN vs. STZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hain Celestial Group, Inc. (HAIN) 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.


Sharpe ratio
The chart of Sharpe ratio for HAIN, currently valued at -1.03, compared to the broader market-2.000.002.00-1.03-1.12
The chart of Sortino ratio for HAIN, currently valued at -1.67, compared to the broader market-4.00-2.000.002.004.00-1.67-1.35
The chart of Omega ratio for HAIN, currently valued at 0.80, compared to the broader market0.501.001.502.000.800.78
The chart of Calmar ratio for HAIN, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.63-0.88
The chart of Martin ratio for HAIN, currently valued at -1.79, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.79-3.10
HAIN
STZ

The current HAIN Sharpe Ratio is -1.03, which is comparable to the STZ Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of HAIN and STZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-1.03
-1.12
HAIN
STZ

Dividends

HAIN vs. STZ - Dividend Comparison

HAIN has not paid dividends to shareholders, while STZ's dividend yield for the trailing twelve months is around 2.17%.


TTM2024202320222021202020192018201720162015
HAIN
The Hain Celestial Group, Inc.
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.
2.17%1.77%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%

Drawdowns

HAIN vs. STZ - Drawdown Comparison

The maximum HAIN drawdown since its inception was -93.46%, which is greater than STZ's maximum drawdown of -75.45%. Use the drawdown chart below to compare losses from any high point for HAIN and STZ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-93.46%
-32.74%
HAIN
STZ

Volatility

HAIN vs. STZ - Volatility Comparison

The current volatility for The Hain Celestial Group, Inc. (HAIN) is 16.07%, while Constellation Brands, Inc. (STZ) has a volatility of 19.02%. This indicates that HAIN 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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
16.07%
19.02%
HAIN
STZ

Financials

HAIN vs. STZ - Financials Comparison

This section allows you to compare key financial metrics between The Hain Celestial Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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