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PANW vs. STZ

Last updated Sep 30, 2023

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


PANWSTZ
YTD Return68.01%9.61%
1Y Return41.59%9.07%
5Y Return (Ann)25.62%4.65%
10Y Return (Ann)31.68%17.13%
Sharpe Ratio1.000.34
Daily Std Dev40.60%21.50%
Max Drawdown-47.98%-81.94%

Fundamentals


PANWSTZ
Market Cap$72.35B$46.07B
EPS$1.32-$1.44
PE Ratio177.612.34K
PEG Ratio1.592.36
Revenue (TTM)$6.89B$9.60B
Gross Profit (TTM)$3.78B$4.71B
EBITDA (TTM)$590.00M$3.27B

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.

PANW vs. STZ - Performance Comparison

In the year-to-date period, PANW achieves a 68.01% return, which is significantly higher than STZ's 9.61% return. Over the past 10 years, PANW has outperformed STZ with an annualized return of 31.68%, while STZ has yielded a comparatively lower 17.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptember
19.41%
12.30%
PANW
STZ

Compare stocks, funds, or ETFs


Palo Alto Networks, Inc.

Constellation Brands, Inc.

PANW vs. STZ - Dividend Comparison

PANW has not paid dividends to shareholders, while STZ's dividend yield for the trailing twelve months is around 1.34%.


TTM20222021202020192018201720162015
PANW
Palo Alto Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STZ
Constellation Brands, Inc.
1.34%1.38%1.24%1.42%1.66%1.83%0.93%1.08%0.72%

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.
1.00
STZ
Constellation Brands, Inc.
0.34

PANW vs. STZ - Sharpe Ratio Comparison

The current PANW Sharpe Ratio is 1.00, which is higher than the STZ Sharpe Ratio of 0.34. The chart below compares the 12-month rolling Sharpe Ratio of PANW and STZ.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptember
1.00
0.34
PANW
STZ

PANW vs. STZ - Drawdown Comparison

The maximum PANW drawdown for the period was -19.51%, roughly equal to the maximum STZ drawdown of -16.11%. The drawdown chart below compares losses from any high point along the way for PANW and STZ


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-9.09%
-7.57%
PANW
STZ

PANW vs. STZ - Volatility Comparison

Palo Alto Networks, Inc. (PANW) has a higher volatility of 6.78% compared to Constellation Brands, Inc. (STZ) at 3.42%. 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.


5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptember
6.78%
3.42%
PANW
STZ