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PANW vs. STZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PANWSTZ
YTD Return-3.65%12.82%
1Y Return47.84%23.28%
3Y Return (Ann)38.65%6.28%
5Y Return (Ann)28.59%10.78%
10Y Return (Ann)28.71%13.68%
Sharpe Ratio1.031.45
Daily Std Dev47.51%17.72%
Max Drawdown-47.98%-81.94%
Current Drawdown-24.61%-0.10%

Fundamentals


PANWSTZ
Market Cap$92.66B$49.04B
EPS$6.46$8.61
PE Ratio44.3931.15
PEG Ratio1.382.26
Revenue (TTM)$7.53B$9.82B
Gross Profit (TTM)$3.78B$4.71B
EBITDA (TTM)$972.80M$3.55B

Correlation

0.25
-1.001.00

The correlation between PANW and STZ is 0.25, 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.

Performance

PANW vs. STZ - Performance Comparison

In the year-to-date period, PANW achieves a -3.65% return, which is significantly lower than STZ's 12.82% return. Over the past 10 years, PANW has outperformed STZ with an annualized return of 28.71%, while STZ has yielded a comparatively lower 13.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,504.35%
975.13%
PANW
STZ

Compare stocks, funds, or ETFs


Palo Alto Networks, Inc.

Constellation Brands, Inc.

Risk-Adjusted Performance

PANW vs. STZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PANW
Palo Alto Networks, Inc.
1.03
STZ
Constellation Brands, Inc.
1.45

PANW vs. STZ - Sharpe Ratio Comparison

The current PANW Sharpe Ratio is 1.03, which roughly equals the STZ Sharpe Ratio of 1.45. The chart below compares the 12-month rolling Sharpe Ratio of PANW and STZ.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
1.03
1.45
PANW
STZ

Dividends

PANW vs. STZ - Dividend Comparison

PANW has not paid dividends to shareholders, while STZ's dividend yield for the trailing twelve months is around 1.31%.


TTM202320222021202020192018201720162015
PANW
Palo Alto Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STZ
Constellation Brands, Inc.
1.31%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%

Drawdowns

PANW vs. STZ - Drawdown Comparison

The maximum PANW drawdown since its inception was -47.98%, smaller than the maximum STZ drawdown of -81.94%. The drawdown chart below compares losses from any high point along the way for PANW and STZ


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-24.61%
-0.10%
PANW
STZ

Volatility

PANW vs. STZ - Volatility Comparison

Palo Alto Networks, Inc. (PANW) has a higher volatility of 8.29% compared to Constellation Brands, Inc. (STZ) at 4.54%. This indicates that PANW'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.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2024FebruaryMarch
8.29%
4.54%
PANW
STZ