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

Correlation

The correlation between SITE and STZ is 0.27, 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.


-0.50.00.51.00.3

Performance

SITE vs. STZ - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.62%
-25.98%
SITE
STZ

Key characteristics

Sharpe Ratio

SITE:

-0.34

STZ:

-1.08

Sortino Ratio

SITE:

-0.23

STZ:

-1.30

Omega Ratio

SITE:

0.97

STZ:

0.78

Calmar Ratio

SITE:

-0.25

STZ:

-0.87

Martin Ratio

SITE:

-0.64

STZ:

-3.07

Ulcer Index

SITE:

21.06%

STZ:

9.15%

Daily Std Dev

SITE:

39.87%

STZ:

25.95%

Max Drawdown

SITE:

-59.96%

STZ:

-75.45%

Current Drawdown

SITE:

-45.75%

STZ:

-32.19%

Fundamentals

Market Cap

SITE:

$6.16B

STZ:

$32.93B

EPS

SITE:

$3.11

STZ:

$3.75

PE Ratio

SITE:

43.91

STZ:

48.59

PEG Ratio

SITE:

2.52

STZ:

0.98

Total Revenue (TTM)

SITE:

$3.53B

STZ:

$10.18B

Gross Profit (TTM)

SITE:

$1.22B

STZ:

$5.20B

EBITDA (TTM)

SITE:

$322.70M

STZ:

$1.51B

Returns By Period

In the year-to-date period, SITE achieves a 3.63% return, which is significantly higher than STZ's -17.56% return.


SITE

YTD

3.63%

1M

-3.35%

6M

-4.82%

1Y

-12.95%

5Y*

7.36%

10Y*

N/A

STZ

YTD

-17.56%

1M

-23.98%

6M

-25.94%

1Y

-28.32%

5Y*

0.56%

10Y*

6.42%

*Annualized

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Risk-Adjusted Performance

SITE vs. STZ — Risk-Adjusted Performance Rank

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

SITE
The Risk-Adjusted Performance Rank of SITE is 3232
Overall Rank
The Sharpe Ratio Rank of SITE is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SITE is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SITE is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SITE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SITE is 3636
Martin Ratio Rank

STZ
The Risk-Adjusted Performance Rank of STZ is 44
Overall Rank
The Sharpe Ratio Rank of STZ is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of STZ is 88
Sortino Ratio Rank
The Omega Ratio Rank of STZ is 55
Omega Ratio Rank
The Calmar Ratio Rank of STZ is 33
Calmar Ratio Rank
The Martin Ratio Rank of STZ is 00
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.

SITE vs. STZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SiteOne Landscape Supply, Inc. (SITE) 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
The chart of Sharpe ratio for SITE, currently valued at -0.34, compared to the broader market-2.000.002.00-0.34-1.08
The chart of Sortino ratio for SITE, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.00-0.23-1.30
The chart of Omega ratio for SITE, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.78
The chart of Calmar ratio for SITE, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.25-0.87
The chart of Martin ratio for SITE, currently valued at -0.64, compared to the broader market0.0010.0020.00-0.64-3.07
SITE
STZ

The current SITE Sharpe Ratio is -0.34, which is higher than the STZ Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of SITE 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.34
-1.08
SITE
STZ

Dividends

SITE vs. STZ - Dividend Comparison

SITE has not paid dividends to shareholders, while STZ's dividend yield for the trailing twelve months is around 2.15%.


TTM2024202320222021202020192018201720162015
SITE
SiteOne Landscape Supply, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STZ
Constellation Brands, Inc.
2.15%1.77%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%

Drawdowns

SITE vs. STZ - Drawdown Comparison

The maximum SITE drawdown since its inception was -59.96%, smaller than the maximum STZ drawdown of -75.45%. Use the drawdown chart below to compare losses from any high point for SITE and STZ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-45.75%
-32.19%
SITE
STZ

Volatility

SITE vs. STZ - Volatility Comparison

The current volatility for SiteOne Landscape Supply, Inc. (SITE) is 8.09%, while Constellation Brands, Inc. (STZ) has a volatility of 19.04%. This indicates that SITE experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
8.09%
19.04%
SITE
STZ

Financials

SITE vs. STZ - Financials Comparison

This section allows you to compare key financial metrics between SiteOne Landscape Supply, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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