STZ vs. BTC-USD
STZ (Constellation Brands, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, STZ returned 1.01%/yr vs 57.32%/yr for BTC-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
STZ vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STZ achieves a 9.07% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, STZ has underperformed BTC-USD with an annualized return of 1.01%, while BTC-USD has yielded a comparatively higher 57.32% 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%
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
STZ vs. BTC-USD - 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% |
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between STZ and BTC-USD is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STZ vs. BTC-USD — Risk / Return Rank
STZ
BTC-USD
STZ vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.87 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.78 | +0.39 |
| Martin ratioReturn relative to average drawdown | -0.68 | -1.36 | +0.68 |
Loading charts...
Drawdowns
STZ vs. BTC-USD - Drawdown Comparison
The maximum STZ drawdown since its inception was -67.39%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for STZ and BTC-USD.
Loading charts...
Drawdown Indicators
| STZ | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.39% | -85.30% | +17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -26.51% | -51.21% | +24.70% |
Max Drawdown (3Y)Largest decline over 3 years | -51.28% | -51.21% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -51.28% | -76.67% | +25.39% |
Max Drawdown (10Y)Largest decline over 10 years | -53.53% | -83.80% | +30.27% |
Current DrawdownCurrent decline from peak | -42.57% | -49.01% | +6.44% |
Average DrawdownAverage peak-to-trough decline | -16.60% | -42.35% | +25.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.01% | 35.02% | -20.01% |
Volatility
STZ vs. BTC-USD - Volatility Comparison
The current volatility for Constellation Brands, Inc. (STZ) is 8.54%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that STZ experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STZ | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 12.11% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 23.36% | 34.59% | -11.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.17% | 35.62% | -5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 44.71% | -20.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.96% | 56.62% | -29.66% |
Frequently Asked Questions
STZ and BTC-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.11%) compared to STZ (8.54%). In terms of maximum drawdown, STZ dropped -67.39% vs BTC-USD's -85.30%.
STZ currently has the higher Sharpe Ratio (-0.34 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for STZ and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer