NSC vs. STZ
NSC (Norfolk Southern Corporation) and STZ (Constellation Brands, Inc.) are both stocks. NSC operates in Railroads (Industrials), while STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, NSC returned 16.29%/yr vs 0.71%/yr for STZ. At a 0.26 correlation, their price movements are largely independent.
Performance
NSC vs. STZ - Performance Comparison
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Returns By Period
In the year-to-date period, NSC achieves a 8.29% return, which is significantly higher than STZ's 3.44% return. Over the past 10 years, NSC has outperformed STZ with an annualized return of 16.29%, while STZ has yielded a comparatively lower 0.71% annualized return.
NSC
- 1D
- -1.12%
- 1M
- -0.67%
- YTD
- 8.29%
- 6M
- 6.71%
- 1Y
- 25.89%
- 3Y*
- 15.24%
- 5Y*
- 4.69%
- 10Y*
- 16.29%
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%
NSC vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSC Norfolk Southern Corporation | 8.29% | 25.65% | 1.55% | -1.63% | -15.59% | 27.26% | 24.76% | 32.39% | 5.22% | 36.85% |
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 NSC and STZ is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.26 |
Fundamentals
NSC:
$15.83
STZ:
$11.23
NSC:
19.57
STZ:
12.54
NSC:
2.97
STZ:
7.81
NSC:
4.29
STZ:
2.69
NSC:
$12.19B
STZ:
$9.14B
NSC:
$6.23B
STZ:
$4.71B
NSC:
$5.20B
STZ:
$3.05B
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Return for Risk
NSC vs. STZ — Risk / Return Rank
NSC
STZ
NSC vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Norfolk Southern Corporation (NSC) 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.
| NSC | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.93 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | -0.60 | +2.68 |
| Martin ratioReturn relative to average drawdown | 6.27 | -1.07 | +7.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NSC | STZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | -0.53 | +1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | -0.34 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.03 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.45 | -0.03 |
Drawdowns
NSC vs. STZ - Drawdown Comparison
The maximum NSC drawdown since its inception was -67.74%, roughly equal to the maximum STZ drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for NSC and STZ.
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Drawdown Indicators
| NSC | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.74% | -67.39% | -0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -26.51% | +14.04% |
Max Drawdown (3Y)Largest decline over 3 years | -25.11% | -51.28% | +26.17% |
Max Drawdown (5Y)Largest decline over 5 years | -35.64% | -51.28% | +15.64% |
Max Drawdown (10Y)Largest decline over 10 years | -44.42% | -53.53% | +9.11% |
Current DrawdownCurrent decline from peak | -4.84% | -45.54% | +40.70% |
Average DrawdownAverage peak-to-trough decline | -15.14% | -16.58% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 14.89% | -10.75% |
Volatility
NSC vs. STZ - Volatility Comparison
The current volatility for Norfolk Southern Corporation (NSC) is 7.84%, while Constellation Brands, Inc. (STZ) has a volatility of 8.70%. This indicates that NSC 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
| NSC | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 8.70% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.01% | 23.49% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.77% | 29.97% | -10.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.06% | 24.50% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.54% | 26.94% | +0.60% |
Dividends
NSC vs. STZ - Dividend Comparison
NSC's dividend yield for the trailing twelve months is around 1.74%, less than STZ's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSC Norfolk Southern Corporation | 1.74% | 1.87% | 2.30% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% |
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
NSC vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between Norfolk Southern Corporation 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
NSC vs. STZ - Profitability Comparison
NSC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Norfolk Southern Corporation reported a gross profit of 2.00B and revenue of 3.00B. Therefore, the gross margin over that period was 66.8%.
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%.
NSC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Norfolk Southern Corporation reported an operating income of 877.00M and revenue of 3.00B, resulting in an operating margin of 29.3%.
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%.
NSC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Norfolk Southern Corporation reported a net income of 547.00M and revenue of 3.00B, resulting in a net margin of 18.3%.
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
NSC and STZ have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STZ has higher volatility (8.70%) compared to NSC (7.84%). In terms of maximum drawdown, NSC dropped -67.74% vs STZ's -67.39%.
NSC currently has the higher Sharpe Ratio (1.32 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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