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

Performance

KVUE vs. STZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kenvue Inc. (KVUE) 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, KVUE achieves a 7.64% return, which is significantly lower than STZ's 9.07% return.


KVUE

1D
0.39%
1M
5.53%
YTD
7.64%
6M
7.15%
1Y
-13.88%
3Y*
-6.57%
5Y*
10Y*

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

KVUE vs. STZ - Yearly Performance Comparison


2026 (YTD)202520242023
KVUE
Kenvue Inc.
7.64%-15.86%3.12%-14.06%
STZ
Constellation Brands, Inc.
9.07%-35.99%-7.11%7.97%

Correlation

The correlation between KVUE and STZ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since May 4, 2023

0.32

Fundamentals

Market Cap

KVUE:

$34.87B

STZ:

$25.79B

EPS

KVUE:

$0.84

STZ:

$11.23

PE Ratio

KVUE:

21.51

STZ:

13.22

PS Ratio

KVUE:

2.28

STZ:

2.84

PB Ratio

KVUE:

3.29

STZ:

3.08

Total Revenue (TTM)

KVUE:

$15.29B

STZ:

$9.14B

Gross Profit (TTM)

KVUE:

$8.93B

STZ:

$4.71B

EBITDA (TTM)

KVUE:

$3.03B

STZ:

$3.05B

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Return for Risk

KVUE vs. STZ — Risk / Return Rank

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

KVUE
KVUE Risk / Return Rank: 2626
Overall Rank
KVUE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KVUE Sortino Ratio Rank: 2323
Sortino Ratio Rank
KVUE Omega Ratio Rank: 2222
Omega Ratio Rank
KVUE Calmar Ratio Rank: 3131
Calmar Ratio Rank
KVUE Martin Ratio Rank: 3030
Martin Ratio Rank

STZ
STZ Risk / Return Rank: 2828
Overall Rank
STZ Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
STZ Sortino Ratio Rank: 2525
Sortino Ratio Rank
STZ Omega Ratio Rank: 2626
Omega Ratio Rank
STZ Calmar Ratio Rank: 3030
Calmar Ratio Rank
STZ Martin Ratio Rank: 3030
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.

KVUE vs. STZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kenvue Inc. (KVUE) 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.


KVUESTZDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

0.94

0.97

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.39

+0.01

Martin ratioReturn relative to average drawdown

-0.68

-0.68

0.00

KVUE vs. STZ - Sharpe Ratio Comparison

The current KVUE Sharpe Ratio is -0.43, which is comparable to the STZ Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of KVUE 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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Drawdowns

KVUE vs. STZ - Drawdown Comparison

The maximum KVUE drawdown since its inception was -44.08%, smaller than the maximum STZ drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for KVUE and STZ.


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Drawdown Indicators


KVUESTZDifference

Max Drawdown

Largest peak-to-trough decline

-44.08%

-67.39%

+23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-37.63%

-26.51%

-11.12%

Max Drawdown (3Y)

Largest decline over 3 years

-42.08%

-51.28%

+9.20%

Max Drawdown (5Y)

Largest decline over 5 years

-51.28%

Max Drawdown (10Y)

Largest decline over 10 years

-53.53%

Current Drawdown

Current decline from peak

-25.48%

-42.57%

+17.09%

Average Drawdown

Average peak-to-trough decline

-21.02%

-16.60%

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.44%

15.01%

+5.43%

Volatility

KVUE vs. STZ - Volatility Comparison

The current volatility for Kenvue Inc. (KVUE) is 6.79%, while Constellation Brands, Inc. (STZ) has a volatility of 8.54%. This indicates that KVUE 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.


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Volatility by Period


KVUESTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

8.54%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

23.36%

-9.13%

Volatility (1Y)

Calculated over the trailing 1-year period

32.32%

30.17%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.80%

24.56%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.80%

26.96%

+1.84%

Dividends

KVUE vs. STZ - Dividend Comparison

KVUE's dividend yield for the trailing twelve months is around 4.58%, more than STZ's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
KVUE
Kenvue Inc.
4.58%4.78%3.79%1.86%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

KVUE vs. STZ - Financials Comparison

This section allows you to compare key financial metrics between Kenvue 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


2.00B2.50B3.00B3.50B4.00BOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
3.91B
1.92B
(KVUE) Total Revenue
(STZ) Total Revenue
Values in USD except per share items

KVUE vs. STZ - Profitability Comparison

The chart below illustrates the profitability comparison between Kenvue Inc. 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

48.0%50.0%52.0%54.0%56.0%58.0%60.0%October2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
58.9%
49.0%
Portfolio components
KVUE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kenvue Inc. reported a gross profit of 2.30B and revenue of 3.91B. Therefore, the gross margin over that period was 58.9%.

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%.

KVUE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kenvue Inc. reported an operating income of 767.00M and revenue of 3.91B, resulting in an operating margin of 19.6%.

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%.

KVUE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kenvue Inc. reported a net income of 474.00M and revenue of 3.91B, resulting in a net margin of 12.1%.

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


KVUE and STZ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STZ has higher volatility (8.54%) compared to KVUE (6.79%). In terms of maximum drawdown, KVUE dropped -44.08% vs STZ's -67.39%.

STZ currently has the higher Sharpe Ratio (-0.34 vs -0.43), 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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