STZ vs. FFIDX

Last updated Jun 9, 2026

STZ (Constellation Brands, Inc.) is a stock, while FFIDX (Fidelity Fund) is Large Cap Growth Equities fund managed by Fidelity. Over the past 10 years, STZ returned 0.71%/yr vs 15.11%/yr for FFIDX. At a 0.37 correlation, their price movements are largely independent.

Performance

STZ vs. FFIDX - Performance Comparison

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

Returns By Period

In the year-to-date period, STZ achieves a 3.44% return, which is significantly higher than FFIDX's 1.85% return. Over the past 10 years, STZ has underperformed FFIDX with an annualized return of 0.71%, while FFIDX has yielded a comparatively higher 15.11% annualized return.

STZ

• 1D: -0.04%
• 1M: -4.97%
• YTD: 3.44%
• 6M: 0.51%
• 1Y: -15.85%
• 3Y*: -14.74%
• 5Y*: -8.24%
• 10Y*: 0.71%

FFIDX

• 1D: -1.60%
• 1M: -1.32%
• YTD: 1.85%
• 6M: 2.81%
• 1Y: 18.96%
• 3Y*: 20.79%
• 5Y*: 12.61%
• 10Y*: 15.11%

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

STZ vs. FFIDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STZ Constellation Brands, Inc.	3.44%	-35.99%	-7.11%	5.83%	-6.43%	16.12%	17.41%	19.85%	-28.73%	50.69%
FFIDX Fidelity Fund	1.85%	20.04%	27.13%	30.93%	-25.88%	33.22%	26.43%	33.46%	-5.31%	23.28%

Correlation

The correlation between STZ and FFIDX is 0.05, 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	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992	0.37

Over the past year, the correlation between STZ and FFIDX has dropped to 0.05 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Return for Risk

STZ vs. FFIDX — Risk / Return Rank

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

STZ

STZ Risk / Return Rank: 19
STZ Sharpe Ratio Rank: 19
STZ Sortino Ratio Rank: 18
STZ Omega Ratio Rank: 20
STZ Calmar Ratio Rank: 20
STZ Martin Ratio Rank: 20

FFIDX

FFIDX Risk / Return Rank: 33
FFIDX Sharpe Ratio Rank: 35
FFIDX Sortino Ratio Rank: 33
FFIDX Omega Ratio Rank: 33
FFIDX Calmar Ratio Rank: 29
FFIDX Martin Ratio Rank: 38

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. FFIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and Fidelity Fund (FFIDX). 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.

	STZ	FFIDX	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	1.62	-2.15
Sortino ratio: Return per unit of downside risk	-0.62	2.29	-2.91
Omega ratio: Gain probability vs. loss probability	0.93	1.29	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.60	1.88	-2.48
Martin ratio: Return relative to average drawdown	-1.07	7.93	-9.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STZ vs. FFIDX - Sharpe Ratio Comparison

The current STZ Sharpe Ratio is -0.53, which is lower than the FFIDX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of STZ and FFIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STZ	FFIDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.53	1.62	-2.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	0.66	-1.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	0.78	-0.75
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.48	-0.03

Drawdowns

STZ vs. FFIDX - Drawdown Comparison

The maximum STZ drawdown since its inception was -67.39%, which is greater than FFIDX's maximum drawdown of -55.35%. Use the drawdown chart below to compare losses from any high point for STZ and FFIDX.

Drawdown Indicators

	STZ	FFIDX	Difference
Max Drawdown Largest peak-to-trough decline	-67.39%	-55.35%	-12.04%
Max Drawdown (1Y) Largest decline over 1 year	-26.51%	-10.87%	-15.64%
Max Drawdown (3Y) Largest decline over 3 years	-51.28%	-22.42%	-28.86%
Max Drawdown (5Y) Largest decline over 5 years	-51.28%	-30.33%	-20.95%
Max Drawdown (10Y) Largest decline over 10 years	-53.53%	-30.66%	-22.87%
Current Drawdown Current decline from peak	-45.54%	-2.50%	-43.04%
Average Drawdown Average peak-to-trough decline	-16.58%	-11.85%	-4.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.89%	2.58%	+12.31%

Volatility

STZ vs. FFIDX - Volatility Comparison

Constellation Brands, Inc. (STZ) has a higher volatility of 8.70% compared to Fidelity Fund (FFIDX) at 3.22%. This indicates that STZ's price experiences larger fluctuations and is considered to be riskier than FFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STZ	FFIDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.70%	3.22%	+5.48%
Volatility (6M) Calculated over the trailing 6-month period	23.49%	9.30%	+14.19%
Volatility (1Y) Calculated over the trailing 1-year period	29.97%	12.68%	+17.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.50%	19.16%	+5.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.94%	19.42%	+7.52%

Dividends

STZ vs. FFIDX - Dividend Comparison

STZ's dividend yield for the trailing twelve months is around 2.90%, more than FFIDX's 1.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFIDX Fidelity Fund	1.15%	1.18%	0.00%	2.41%	0.67%	4.60%	2.71%	5.41%	7.40%	11.12%	7.01%	5.48%
STZ Constellation Brands, Inc.	2.90%	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 FFIDX in my portfolio?

STZ and FFIDX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STZ or FFIDX?

STZ has higher volatility (8.70%) compared to FFIDX (3.22%). In terms of maximum drawdown, STZ dropped -67.39% vs FFIDX's -55.35%.

Which has better risk-adjusted returns?

FFIDX currently has the higher Sharpe Ratio (1.62 vs -0.53), 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.