STZ vs. 4GLD.DE

Last updated Jun 13, 2026

STZ (Constellation Brands, Inc.) is a stock, while 4GLD.DE (Xetra-Gold) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, STZ returned 1.01%/yr vs 12.64%/yr for 4GLD.DE. At a 0.04 correlation, their price movements are largely independent.

Performance

STZ vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Constellation Brands, Inc. (STZ) and Xetra-Gold (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

STZ is traded in USD, while 4GLD.DE is traded in EUR. To make them comparable, the 4GLD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STZ achieves a 9.07% return, which is significantly higher than 4GLD.DE's -4.13% return. Over the past 10 years, STZ has underperformed 4GLD.DE with an annualized return of 1.01%, while 4GLD.DE has yielded a comparatively higher 12.64% annualized return.

STZ

• 1D: 3.77%
• 1M: 5.69%
• YTD: 9.07%
• 6M: 2.07%
• 1Y: -10.17%
• 3Y*: -13.90%
• 5Y*: -7.36%
• 10Y*: 1.01%

4GLD.DE

• 1D: 2.82%
• 1M: -10.21%
• YTD: -4.13%
• 6M: -2.05%
• 1Y: 24.35%
• 3Y*: 29.42%
• 5Y*: 17.54%
• 10Y*: 12.64%

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

STZ vs. 4GLD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STZ Constellation Brands, Inc.	9.07%	-35.99%	-7.11%	5.83%	-6.43%	16.12%	17.41%	19.85%	-28.73%	50.69%
4GLD.DE Xetra-Gold	-4.13%	68.58%	26.88%	12.78%	0.68%	-3.06%	23.04%	18.91%	-1.62%	12.24%

Correlation

The correlation between STZ and 4GLD.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Nov 13, 2009	0.04

Return for Risk

STZ vs. 4GLD.DE — Risk / Return Rank

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

STZ

STZ Risk / Return Rank: 28
STZ Sharpe Ratio Rank: 28
STZ Sortino Ratio Rank: 25
STZ Omega Ratio Rank: 26
STZ Calmar Ratio Rank: 30
STZ Martin Ratio Rank: 30

4GLD.DE

4GLD.DE Risk / Return Rank: 30
4GLD.DE Sharpe Ratio Rank: 32
4GLD.DE Sortino Ratio Rank: 29
4GLD.DE Omega Ratio Rank: 34
4GLD.DE Calmar Ratio Rank: 26
4GLD.DE Martin Ratio Rank: 28

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.

STZ vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and Xetra-Gold (4GLD.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	STZ	4GLD.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.34	0.97	-1.31
Sortino ratio: Return per unit of downside risk	-0.30	1.37	-1.67
Omega ratio: Gain probability vs. loss probability	0.97	1.19	-0.22
Calmar ratio: Return relative to maximum drawdown	-0.39	1.08	-1.46
Martin ratio: Return relative to average drawdown	-0.68	3.28	-3.96

STZ vs. 4GLD.DE - Sharpe Ratio Comparison

The current STZ Sharpe Ratio is -0.34, which is lower than the 4GLD.DE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of STZ and 4GLD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STZ vs. 4GLD.DE - Drawdown Comparison

The maximum STZ drawdown since its inception was -67.39%, which is greater than 4GLD.DE's maximum drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for STZ and 4GLD.DE.

Drawdown Indicators

	STZ	4GLD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-67.39%	-44.26%	-23.13%
Max Drawdown (1Y) Largest decline over 1 year	-26.51%	-22.52%	-3.99%
Max Drawdown (3Y) Largest decline over 3 years	-51.28%	-22.52%	-28.76%
Max Drawdown (5Y) Largest decline over 5 years	-51.28%	-22.52%	-28.76%
Max Drawdown (10Y) Largest decline over 10 years	-53.53%	-22.52%	-31.01%
Current Drawdown Current decline from peak	-42.57%	-20.33%	-22.24%
Average Drawdown Average peak-to-trough decline	-16.60%	-17.59%	+0.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.01%	7.40%	+7.61%

Volatility

STZ vs. 4GLD.DE - Volatility Comparison

Constellation Brands, Inc. (STZ) has a higher volatility of 8.54% compared to Xetra-Gold (4GLD.DE) at 7.56%. This indicates that STZ's price experiences larger fluctuations and is considered to be riskier than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STZ	4GLD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.54%	7.56%	+0.98%
Volatility (6M) Calculated over the trailing 6-month period	23.36%	21.74%	+1.62%
Volatility (1Y) Calculated over the trailing 1-year period	30.17%	24.91%	+5.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.56%	17.59%	+6.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.96%	15.77%	+11.19%

Dividends

STZ vs. 4GLD.DE - Dividend Comparison

STZ's dividend yield for the trailing twelve months is around 2.75%, while 4GLD.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
4GLD.DE Xetra-Gold	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.	2.75%	2.95%	1.77%	1.44%	1.36%	1.21%	1.37%	1.58%	1.70%	0.86%	0.98%	0.65%

Frequently Asked Questions

Can I hold both STZ and 4GLD.DE in my portfolio?

STZ and 4GLD.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.