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KR vs. STZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KR vs. STZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, KR achieves a 1.81% return, which is significantly lower than STZ's 3.44% return. Over the past 10 years, KR has outperformed STZ with an annualized return of 7.71%, while STZ has yielded a comparatively lower 0.71% annualized return.


KR

1D
-0.96%
1M
-3.58%
YTD
1.81%
6M
0.36%
1Y
-2.84%
3Y*
13.36%
5Y*
12.84%
10Y*
7.71%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KR vs. STZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KR
The Kroger Co.
1.81%4.25%36.91%4.99%0.44%45.41%11.90%7.90%2.08%-18.97%
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 KR 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

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 18, 1992

0.19

The correlation between KR and STZ shifts across timeframes, from 0.04 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

KR:

$1.20

STZ:

$11.23

PE Ratio

KR:

52.67

STZ:

12.54

PEG Ratio

KR:

7.64

STZ:

7.81

PS Ratio

KR:

0.28

STZ:

2.69

Total Revenue (TTM)

KR:

$147.23B

STZ:

$9.14B

Gross Profit (TTM)

KR:

$33.42B

STZ:

$4.71B

EBITDA (TTM)

KR:

$5.29B

STZ:

$3.05B

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Return for Risk

KR vs. STZ — Risk / Return Rank

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

KR
KR Risk / Return Rank: 3535
Overall Rank
KR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
KR Sortino Ratio Rank: 3232
Sortino Ratio Rank
KR Omega Ratio Rank: 3232
Omega Ratio Rank
KR Calmar Ratio Rank: 3838
Calmar Ratio Rank
KR Martin Ratio Rank: 3737
Martin Ratio Rank

STZ
STZ Risk / Return Rank: 1919
Overall Rank
STZ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
STZ Sortino Ratio Rank: 1818
Sortino Ratio Rank
STZ Omega Ratio Rank: 2020
Omega Ratio Rank
STZ Calmar Ratio Rank: 2020
Calmar Ratio Rank
STZ Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KR vs. STZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Kroger Co. (KR) 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.


KRSTZDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.01

0.93

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.15

-0.60

+0.45

Martin ratioReturn relative to average drawdown

-0.29

-1.07

+0.78

KR vs. STZ - Sharpe Ratio Comparison

The current KR Sharpe Ratio is -0.10, which is higher than the STZ Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of KR and STZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KRSTZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

-0.53

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.34

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.03

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.45

-0.09

Drawdowns

KR vs. STZ - Drawdown Comparison

The maximum KR drawdown since its inception was -66.81%, roughly equal to the maximum STZ drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for KR and STZ.


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Drawdown Indicators


KRSTZDifference

Max Drawdown

Largest peak-to-trough decline

-66.81%

-67.39%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-19.44%

-26.51%

+7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-51.28%

+31.84%

Max Drawdown (5Y)

Largest decline over 5 years

-31.07%

-51.28%

+20.21%

Max Drawdown (10Y)

Largest decline over 10 years

-46.25%

-53.53%

+7.28%

Current Drawdown

Current decline from peak

-16.28%

-45.54%

+29.26%

Average Drawdown

Average peak-to-trough decline

-22.44%

-16.58%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.96%

14.89%

-4.93%

Volatility

KR vs. STZ - Volatility Comparison

The Kroger Co. (KR) has a higher volatility of 9.14% compared to Constellation Brands, Inc. (STZ) at 8.70%. This indicates that KR'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


KRSTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.14%

8.70%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

23.49%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

27.52%

29.97%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.86%

24.50%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.95%

26.94%

+2.01%

Dividends

KR vs. STZ - Dividend Comparison

KR's dividend yield for the trailing twelve months is around 2.22%, less than STZ's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
KR
The Kroger Co.
2.22%2.14%2.00%2.41%2.11%1.72%2.14%2.07%1.93%1.79%1.30%0.94%
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

KR vs. STZ - Financials Comparison

This section allows you to compare key financial metrics between The Kroger Co. 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


0.0010.00B20.00B30.00B40.00B50.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
33.86B
1.92B
(KR) Total Revenue
(STZ) Total Revenue
Values in USD except per share items

KR vs. STZ - Profitability Comparison

The chart below illustrates the profitability comparison between The Kroger Co. and Constellation Brands, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
21.0%
49.0%
Portfolio components
KR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Kroger Co. reported a gross profit of 7.12B and revenue of 33.86B. Therefore, the gross margin over that period was 21.0%.

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%.

KR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Kroger Co. reported an operating income of -1.54B and revenue of 33.86B, resulting in an operating margin of -4.6%.

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%.

KR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Kroger Co. reported a net income of -1.32B and revenue of 33.86B, resulting in a net margin of -3.9%.

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


KR 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.

KR has higher volatility (9.14%) compared to STZ (8.70%). In terms of maximum drawdown, KR dropped -66.81% vs STZ's -67.39%.

KR currently has the higher Sharpe Ratio (-0.10 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.

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