PRNDY vs. STZ

Last updated Jun 4, 2026

PRNDY (Pernod Ricard SA.) and STZ (Constellation Brands, Inc.) are both stocks. Both operate in the Beverages - Wineries & Distilleries industry within the Consumer Defensive sector. Over the past 3 years, PRNDY returned -28.67%/yr vs -16.29%/yr for STZ. At a 0.31 correlation, their price movements are largely independent.

Performance

PRNDY vs. STZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pernod Ricard SA. (PRNDY) and Constellation Brands, Inc. (STZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRNDY achieves a -18.02% return, which is significantly lower than STZ's -0.56% return.

PRNDY

• 1D: -2.02%
• 1M: -4.65%
• YTD: -18.02%
• 6M: -22.25%
• 1Y: -27.56%
• 3Y*: -28.67%
• 5Y*: —
• 10Y*: —

STZ

• 1D: -0.99%
• 1M: -8.60%
• YTD: -0.56%
• 6M: -0.64%
• 1Y: -21.28%
• 3Y*: -16.29%
• 5Y*: -9.16%
• 10Y*: 0.32%

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

PRNDY vs. STZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PRNDY Pernod Ricard SA.	-18.02%	-19.27%	-33.61%	-7.89%	-17.06%	3.67%
STZ Constellation Brands, Inc.	-0.56%	-35.99%	-7.11%	5.83%	-6.43%	12.70%

Correlation

The correlation between PRNDY and STZ is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (All Time) Calculated using the full available price history since Nov 8, 2021	0.31

Fundamentals

Market Cap PRNDY : $17.72B STZ : $23.52B
EPS PRNDY : $1.98 STZ : $11.23
PE Ratio PRNDY : 7.09 STZ : 12.06
PEG Ratio PRNDY : 0.63 STZ : 7.51
PS Ratio PRNDY : 0.84 STZ : 2.59
PB Ratio PRNDY : 1.15 STZ : 2.80
Total Revenue (TTM) PRNDY : $21.18B STZ : $9.14B
Gross Profit (TTM) PRNDY : $12.50B STZ : $4.71B
EBITDA (TTM) PRNDY : $6.13B STZ : $3.05B

Return for Risk

PRNDY vs. STZ — Risk / Return Rank

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

PRNDY

PRNDY Risk / Return Rank: 12
PRNDY Sharpe Ratio Rank: 7
PRNDY Sortino Ratio Rank: 9
PRNDY Omega Ratio Rank: 10
PRNDY Calmar Ratio Rank: 17
PRNDY Martin Ratio Rank: 14

STZ

STZ Risk / Return Rank: 11
STZ Sharpe Ratio Rank: 11
STZ Sortino Ratio Rank: 12
STZ Omega Ratio Rank: 14
STZ Calmar Ratio Rank: 10
STZ Martin Ratio Rank: 7

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.

PRNDY vs. STZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA. (PRNDY) 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.

	PRNDY	STZ	Difference
Sharpe ratio Return per unit of total volatility	-0.86	-0.71	-0.15
Sortino ratio Return per unit of downside risk	-1.16	-0.93	-0.23
Omega ratio Gain probability vs. loss probability	0.86	0.90	-0.03
Calmar ratio Return relative to maximum drawdown	-0.67	-0.79	+0.13
Martin ratio Return relative to average drawdown	-1.21	-1.40	+0.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRNDY vs. STZ - Sharpe Ratio Comparison

The current PRNDY Sharpe Ratio is -0.86, which is comparable to the STZ Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of PRNDY 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.

Sharpe Ratios by Period

	PRNDY	STZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.86	-0.71	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.38	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.76	0.44	-1.20

Drawdowns

PRNDY vs. STZ - Drawdown Comparison

The maximum PRNDY drawdown since its inception was -67.59%, roughly equal to the maximum STZ drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for PRNDY and STZ.

Drawdown Indicators

	PRNDY	STZ	Difference
Max Drawdown Largest peak-to-trough decline	-67.59%	-67.39%	-0.20%
Max Drawdown (1Y) Largest decline over 1 year	-41.41%	-26.88%	-14.53%
Max Drawdown (3Y) Largest decline over 3 years	-66.31%	-51.28%	-15.03%
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	-66.64%	-47.64%	-19.00%
Average Drawdown Average peak-to-trough decline	-32.41%	-16.57%	-15.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.86%	15.18%	+7.68%

Volatility

PRNDY vs. STZ - Volatility Comparison

Pernod Ricard SA. (PRNDY) and Constellation Brands, Inc. (STZ) have volatilities of 8.26% and 8.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRNDY	STZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.26%	8.45%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	24.28%	23.32%	+0.96%
Volatility (1Y) Calculated over the trailing 1-year period	31.99%	30.02%	+1.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.34%	24.46%	+2.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.34%	26.94%	+0.40%

Dividends

PRNDY vs. STZ - Dividend Comparison

PRNDY's dividend yield for the trailing twelve months is around 7.86%, more than STZ's 3.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRNDY Pernod Ricard SA.	7.86%	6.44%	4.53%	2.86%	2.10%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
STZ Constellation Brands, Inc.	3.02%	2.95%	1.77%	1.44%	1.36%	1.21%	1.37%	1.58%	1.70%	0.86%	0.98%	0.65%

Financials

PRNDY vs. STZ - Profitability Comparison

The chart below illustrates the profitability comparison between Pernod Ricard SA. and Constellation Brands, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

PRNDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a gross profit of 3.09B and revenue of 5.21B. Therefore, the gross margin over that period was 59.3%.

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%.

PRNDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported an operating income of 1.60B and revenue of 5.21B, resulting in an operating margin of 30.7%.

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%.

PRNDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a net income of 967.78M and revenue of 5.21B, resulting in a net margin of 18.6%.

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

Can I hold both PRNDY and STZ in my portfolio?

PRNDY and STZ have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRNDY or STZ?

STZ has higher volatility (8.45%) compared to PRNDY (8.26%). In terms of maximum drawdown, PRNDY dropped -67.59% vs STZ's -67.39%.

Which has better risk-adjusted returns?

STZ currently has the higher Sharpe Ratio (-0.71 vs -0.86), 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.