STZ vs. ENI.MI
STZ (Constellation Brands, Inc.) and ENI.MI (Eni S.p.A.) are both stocks. STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive), while ENI.MI operates in Oil & Gas Integrated (Energy). Over the past 10 years, STZ returned 1.01%/yr vs 12.97%/yr for ENI.MI. At a 0.23 correlation, their price movements are largely independent.
Performance
STZ vs. ENI.MI - Performance Comparison
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Different Trading Currencies
STZ is traded in USD, while ENI.MI is traded in EUR. To make them comparable, the ENI.MI 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 lower than ENI.MI's 44.89% return. Over the past 10 years, STZ has underperformed ENI.MI with an annualized return of 1.01%, while ENI.MI has yielded a comparatively higher 12.97% 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%
ENI.MI
- 1D
- -2.38%
- 1M
- -1.59%
- YTD
- 44.89%
- 6M
- 46.80%
- 1Y
- 77.09%
- 3Y*
- 32.51%
- 5Y*
- 23.96%
- 10Y*
- 12.97%
STZ vs. ENI.MI - 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% |
ENI.MI Eni S.p.A. | 44.89% | 49.35% | -13.95% | 27.27% | 9.83% | 40.31% | -27.46% | 4.49% | -0.12% | 7.83% |
Correlation
The correlation between STZ and ENI.MI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.23 |
The correlation between STZ and ENI.MI shifts across timeframes, from 0.11 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
STZ vs. ENI.MI — Risk / Return Rank
STZ
ENI.MI
STZ vs. ENI.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and Eni S.p.A. (ENI.MI). 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 | ENI.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.63 | ||
| Sortino ratioReturn per unit of downside risk | -4.08 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.58 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 6.81 | -7.19 |
| Martin ratioReturn relative to average drawdown | -0.68 | 26.20 | -26.88 |
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Drawdowns
STZ vs. ENI.MI - Drawdown Comparison
The maximum STZ drawdown since its inception was -67.39%, roughly equal to the maximum ENI.MI drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for STZ and ENI.MI.
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Drawdown Indicators
| STZ | ENI.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.39% | -65.18% | -2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -26.51% | -11.32% | -15.19% |
Max Drawdown (3Y)Largest decline over 3 years | -51.28% | -21.92% | -29.36% |
Max Drawdown (5Y)Largest decline over 5 years | -51.28% | -32.85% | -18.43% |
Max Drawdown (10Y)Largest decline over 10 years | -53.53% | -60.53% | +7.00% |
Current DrawdownCurrent decline from peak | -42.57% | -5.88% | -36.69% |
Average DrawdownAverage peak-to-trough decline | -16.60% | -26.52% | +9.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.01% | 2.94% | +12.07% |
Volatility
STZ vs. ENI.MI - Volatility Comparison
Constellation Brands, Inc. (STZ) has a higher volatility of 8.54% compared to Eni S.p.A. (ENI.MI) at 7.09%. This indicates that STZ's price experiences larger fluctuations and is considered to be riskier than ENI.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STZ | ENI.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 7.09% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 23.36% | 21.07% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.17% | 23.48% | +6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 25.29% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.96% | 27.53% | -0.57% |
Dividends
STZ vs. ENI.MI - Dividend Comparison
STZ's dividend yield for the trailing twelve months is around 2.75%, less than ENI.MI's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENI.MI Eni S.p.A. | 4.52% | 6.32% | 7.41% | 5.93% | 6.55% | 5.48% | 6.43% | 6.06% | 5.96% | 5.80% | 5.17% | 6.96% |
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% |
Financials
STZ vs. ENI.MI - Financials Comparison
This section allows you to compare key financial metrics between Constellation Brands, Inc. and Eni S.p.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
STZ and ENI.MI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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