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

Correlation

The correlation between SPRY and STZ is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SPRY vs. STZ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SPRY:

0.91

STZ:

-0.90

Sortino Ratio

SPRY:

1.60

STZ:

-1.06

Omega Ratio

SPRY:

1.20

STZ:

0.84

Calmar Ratio

SPRY:

0.69

STZ:

-0.26

Martin Ratio

SPRY:

2.84

STZ:

-1.28

Ulcer Index

SPRY:

21.36%

STZ:

20.17%

Daily Std Dev

SPRY:

68.50%

STZ:

29.28%

Max Drawdown

SPRY:

-95.20%

STZ:

-100.00%

Current Drawdown

SPRY:

-76.11%

STZ:

-99.98%

Fundamentals

Market Cap

SPRY:

$1.52B

STZ:

$31.99B

EPS

SPRY:

-$0.16

STZ:

-$0.45

PS Ratio

SPRY:

15.66

STZ:

3.13

PB Ratio

SPRY:

6.64

STZ:

4.65

Total Revenue (TTM)

SPRY:

$97.12M

STZ:

$10.21B

Gross Profit (TTM)

SPRY:

$95.01M

STZ:

$5.30B

EBITDA (TTM)

SPRY:

-$27.05M

STZ:

$774.40M

Returns By Period

In the year-to-date period, SPRY achieves a 36.78% return, which is significantly higher than STZ's -18.40% return.


SPRY

YTD

36.78%

1M

3.29%

6M

-0.55%

1Y

61.95%

3Y*

60.50%

5Y*

N/A

10Y*

N/A

STZ

YTD

-18.40%

1M

-4.93%

6M

-25.15%

1Y

-26.25%

3Y*

-8.64%

5Y*

2.20%

10Y*

5.49%

*Annualized

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Silverback Therapeutics Inc

Constellation Brands, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SPRY vs. STZ — Risk-Adjusted Performance Rank

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

SPRY
The Risk-Adjusted Performance Rank of SPRY is 7777
Overall Rank
The Sharpe Ratio Rank of SPRY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SPRY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPRY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SPRY is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SPRY is 7777
Martin Ratio Rank

STZ
The Risk-Adjusted Performance Rank of STZ is 1414
Overall Rank
The Sharpe Ratio Rank of STZ is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of STZ is 1111
Sortino Ratio Rank
The Omega Ratio Rank of STZ is 88
Omega Ratio Rank
The Calmar Ratio Rank of STZ is 3434
Calmar Ratio Rank
The Martin Ratio Rank of STZ is 1313
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.

SPRY vs. STZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silverback Therapeutics Inc (SPRY) 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 current SPRY Sharpe Ratio is 0.91, which is higher than the STZ Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of SPRY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SPRY vs. STZ - Dividend Comparison

SPRY has not paid dividends to shareholders, while STZ's dividend yield for the trailing twelve months is around 2.27%.


TTM2024202320222021202020192018201720162015
SPRY
Silverback Therapeutics 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.
2.27%1.77%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%

Drawdowns

SPRY vs. STZ - Drawdown Comparison

The maximum SPRY drawdown since its inception was -95.20%, roughly equal to the maximum STZ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SPRY and STZ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SPRY vs. STZ - Volatility Comparison

Silverback Therapeutics Inc (SPRY) has a higher volatility of 19.36% compared to Constellation Brands, Inc. (STZ) at 6.73%. This indicates that SPRY'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.


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Financials

SPRY vs. STZ - Financials Comparison

This section allows you to compare key financial metrics between Silverback Therapeutics 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


-500.00M0.00500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
7.97M
2.16B
(SPRY) Total Revenue
(STZ) Total Revenue
Values in USD except per share items