PANW vs. STZ
Compare and contrast key facts about Palo Alto Networks, Inc. (PANW) and Constellation Brands, Inc. (STZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PANW or STZ.
Key characteristics
PANW | STZ | |
---|---|---|
YTD Return | -3.65% | 12.82% |
1Y Return | 47.84% | 23.28% |
3Y Return (Ann) | 38.65% | 6.28% |
5Y Return (Ann) | 28.59% | 10.78% |
10Y Return (Ann) | 28.71% | 13.68% |
Sharpe Ratio | 1.03 | 1.45 |
Daily Std Dev | 47.51% | 17.72% |
Max Drawdown | -47.98% | -81.94% |
Current Drawdown | -24.61% | -0.10% |
Fundamentals
PANW | STZ | |
---|---|---|
Market Cap | $92.66B | $49.04B |
EPS | $6.46 | $8.61 |
PE Ratio | 44.39 | 31.15 |
PEG Ratio | 1.38 | 2.26 |
Revenue (TTM) | $7.53B | $9.82B |
Gross Profit (TTM) | $3.78B | $4.71B |
EBITDA (TTM) | $972.80M | $3.55B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Palo Alto Networks, Inc. | 1.03 | ||||
Constellation Brands, Inc. | 1.45 |
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|
Palo Alto Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
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.