STKL vs. STZ

Last updated Apr 1, 2026

Compare and contrast key facts about SunOpta Inc. (STKL) and Constellation Brands, Inc. (STZ).

Performance

STKL vs. STZ - Performance Comparison

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

STKL vs. STZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STKL SunOpta Inc.	70.53%	-50.65%	40.77%	-35.19%	21.44%	-40.45%	366.80%	-35.40%	-50.06%	9.93%
STZ Constellation Brands, Inc.	9.43%	-35.99%	-7.11%	5.83%	-6.43%	16.12%	17.41%	19.85%	-28.73%	50.69%

Fundamentals

EPS STKL : $0.00 STZ : $6.30
PE Ratio STKL : 2.37K STZ : 23.82
PEG Ratio STKL : 1.00 STZ : 1.81
PS Ratio STKL : 1.02 STZ : 2.82
Total Revenue (TTM) STKL : $792.20M STZ : $9.38B
Gross Profit (TTM) STKL : $105.83M STZ : $4.88B
EBITDA (TTM) STKL : $68.85M STZ : $2.35B

Returns By Period

In the year-to-date period, STKL achieves a 70.53% return, which is significantly higher than STZ's 9.43% return. Over the past 10 years, STKL has outperformed STZ with an annualized return of 3.95%, while STZ has yielded a comparatively lower 1.35% annualized return.

STKL

• 1D: 0.15%
• 1M: 0.00%
• YTD: 70.53%
• 6M: 10.58%
• 1Y: 33.33%
• 3Y*: -5.59%
• 5Y*: -15.27%
• 10Y*: 3.95%

STZ

• 1D: -0.66%
• 1M: -4.98%
• YTD: 9.43%
• 6M: 12.99%
• 1Y: -16.14%
• 3Y*: -11.04%
• 5Y*: -6.58%
• 10Y*: 1.35%

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

Return for Risk

STKL vs. STZ — Risk / Return Rank

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

STKL

STKL Risk / Return Rank: 60
STKL Sharpe Ratio Rank: 59
STKL Sortino Ratio Rank: 63
STKL Omega Ratio Rank: 66
STKL Calmar Ratio Rank: 57
STKL Martin Ratio Rank: 57

STZ

STZ Risk / Return Rank: 22
STZ Sharpe Ratio Rank: 17
STZ Sortino Ratio Rank: 17
STZ Omega Ratio Rank: 18
STZ Calmar Ratio Rank: 27
STZ Martin Ratio Rank: 30

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.

STKL vs. STZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SunOpta Inc. (STKL) 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.

	STKL	STZ	Difference
Sharpe ratio Return per unit of total volatility	0.48	-0.57	+1.05
Sortino ratio Return per unit of downside risk	1.31	-0.66	+1.98
Omega ratio Gain probability vs. loss probability	1.19	0.92	+0.27
Calmar ratio Return relative to maximum drawdown	0.66	-0.48	+1.14
Martin ratio Return relative to average drawdown	1.51	-0.78	+2.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STKL vs. STZ - Sharpe Ratio Comparison

The current STKL Sharpe Ratio is 0.48, which is higher than the STZ Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of STKL 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.

Sharpe Ratios by Period

	STKL	STZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	-0.57	+1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.26	-0.28	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	0.05	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.46	-0.41

Correlation

The correlation between STKL and STZ is 0.13, 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.

Dividends

STKL vs. STZ - Dividend Comparison

STKL has not paid dividends to shareholders, while STZ's dividend yield for the trailing twelve months is around 2.72%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STKL SunOpta Inc.	0.00%	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.	2.72%	2.95%	1.77%	1.44%	1.36%	1.21%	1.37%	1.58%	1.70%	0.86%	0.98%	0.65%

Drawdowns

STKL vs. STZ - Drawdown Comparison

The maximum STKL drawdown since its inception was -96.31%, which is greater than STZ's maximum drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for STKL and STZ.

Drawdown Indicators

	STKL	STZ	Difference
Max Drawdown Largest peak-to-trough decline	-96.31%	-67.39%	-28.92%
Max Drawdown (1Y) Largest decline over 1 year	-50.22%	-33.85%	-16.37%
Max Drawdown (5Y) Largest decline over 5 years	-81.58%	-51.28%	-30.30%
Max Drawdown (10Y) Largest decline over 10 years	-86.76%	-53.53%	-33.23%
Current Drawdown Current decline from peak	-60.77%	-42.38%	-18.39%
Average Drawdown Average peak-to-trough decline	-48.69%	-16.45%	-32.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.02%	20.79%	+1.23%

Volatility

STKL vs. STZ - Volatility Comparison

The current volatility for SunOpta Inc. (STKL) is 1.41%, while Constellation Brands, Inc. (STZ) has a volatility of 5.69%. This indicates that STKL 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.

Volatility by Period

	STKL	STZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.41%	5.69%	-4.28%
Volatility (6M) Calculated over the trailing 6-month period	50.19%	20.40%	+29.79%
Volatility (1Y) Calculated over the trailing 1-year period	69.19%	28.66%	+40.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.75%	23.86%	+34.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.57%	26.69%	+33.88%

Financials

STKL vs. STZ - Profitability Comparison

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

STKL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, SunOpta Inc. reported a gross profit of 27.98M and revenue of 205.41M. Therefore, the gross margin over that period was 13.6%.

STZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Constellation Brands, Inc. reported a gross profit of 1.18B and revenue of 2.22B. Therefore, the gross margin over that period was 53.2%.

STKL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, SunOpta Inc. reported an operating income of 6.87M and revenue of 205.41M, resulting in an operating margin of 3.3%.

STZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Constellation Brands, Inc. reported an operating income of 692.00M and revenue of 2.22B, resulting in an operating margin of 31.1%.

STKL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, SunOpta Inc. reported a net income of 816.00K and revenue of 205.41M, resulting in a net margin of 0.4%.

STZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Constellation Brands, Inc. reported a net income of 502.80M and revenue of 2.22B, resulting in a net margin of 22.6%.