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SAM vs. STZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAM and STZ is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

SAM vs. STZ - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
785.63%
4,972.38%
SAM
STZ

Key characteristics

Sharpe Ratio

SAM:

-0.37

STZ:

-0.96

Sortino Ratio

SAM:

-0.40

STZ:

-1.18

Omega Ratio

SAM:

0.96

STZ:

0.82

Calmar Ratio

SAM:

-0.16

STZ:

-0.70

Martin Ratio

SAM:

-0.85

STZ:

-1.52

Ulcer Index

SAM:

15.77%

STZ:

18.27%

Daily Std Dev

SAM:

35.99%

STZ:

28.99%

Max Drawdown

SAM:

-83.22%

STZ:

-75.46%

Current Drawdown

SAM:

-81.03%

STZ:

-30.61%

Fundamentals

Market Cap

SAM:

$2.78B

STZ:

$33.89B

EPS

SAM:

$5.07

STZ:

-$0.45

PEG Ratio

SAM:

0.80

STZ:

1.28

PS Ratio

SAM:

1.36

STZ:

3.32

PB Ratio

SAM:

2.97

STZ:

4.92

Total Revenue (TTM)

SAM:

$2.10B

STZ:

$10.21B

Gross Profit (TTM)

SAM:

$926.65M

STZ:

$5.30B

EBITDA (TTM)

SAM:

$240.47M

STZ:

$760.60M

Returns By Period

In the year-to-date period, SAM achieves a -17.36% return, which is significantly lower than STZ's -15.63% return. Over the past 10 years, SAM has underperformed STZ with an annualized return of -0.81%, while STZ has yielded a comparatively higher 6.15% annualized return.


SAM

YTD

-17.36%

1M

4.19%

6M

-16.24%

1Y

-13.71%

5Y*

-10.82%

10Y*

-0.81%

STZ

YTD

-15.63%

1M

0.67%

6M

-21.78%

1Y

-27.87%

5Y*

4.73%

10Y*

6.15%

*Annualized

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Risk-Adjusted Performance

SAM vs. STZ — Risk-Adjusted Performance Rank

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

SAM
The Risk-Adjusted Performance Rank of SAM is 3232
Overall Rank
The Sharpe Ratio Rank of SAM is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SAM is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SAM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SAM is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SAM is 3333
Martin Ratio Rank

STZ
The Risk-Adjusted Performance Rank of STZ is 88
Overall Rank
The Sharpe Ratio Rank of STZ is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of STZ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of STZ is 88
Omega Ratio Rank
The Calmar Ratio Rank of STZ is 99
Calmar Ratio Rank
The Martin Ratio Rank of STZ is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAM vs. STZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boston Beer Company, Inc. (SAM) 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.


The chart of Sharpe ratio for SAM, currently valued at -0.37, compared to the broader market-2.00-1.000.001.002.003.00
SAM: -0.37
STZ: -0.96
The chart of Sortino ratio for SAM, currently valued at -0.40, compared to the broader market-6.00-4.00-2.000.002.004.00
SAM: -0.40
STZ: -1.18
The chart of Omega ratio for SAM, currently valued at 0.96, compared to the broader market0.501.001.502.00
SAM: 0.96
STZ: 0.82
The chart of Calmar ratio for SAM, currently valued at -0.16, compared to the broader market0.001.002.003.004.005.00
SAM: -0.16
STZ: -0.70
The chart of Martin ratio for SAM, currently valued at -0.85, compared to the broader market-5.000.005.0010.0015.0020.00
SAM: -0.85
STZ: -1.52

The current SAM Sharpe Ratio is -0.37, which is higher than the STZ Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of SAM and STZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.37
-0.96
SAM
STZ

Dividends

SAM vs. STZ - Dividend Comparison

SAM has not paid dividends to shareholders, while STZ's dividend yield for the trailing twelve months is around 2.18%.


TTM20242023202220212020201920182017201620152014
SAM
The Boston Beer Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.03%
STZ
Constellation Brands, Inc.
2.18%1.77%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%0.00%

Drawdowns

SAM vs. STZ - Drawdown Comparison

The maximum SAM drawdown since its inception was -83.22%, which is greater than STZ's maximum drawdown of -75.46%. Use the drawdown chart below to compare losses from any high point for SAM and STZ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-81.03%
-30.61%
SAM
STZ

Volatility

SAM vs. STZ - Volatility Comparison

The Boston Beer Company, Inc. (SAM) and Constellation Brands, Inc. (STZ) have volatilities of 9.03% and 9.28%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.03%
9.28%
SAM
STZ

Financials

SAM vs. STZ - Financials Comparison

This section allows you to compare key financial metrics between The Boston Beer Company, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items