STZ vs. KR
STZ (Constellation Brands, Inc.) and KR (The Kroger Co.) are both stocks. Both are in the Consumer Defensive sector — STZ in Beverages - Wineries & Distilleries, KR in Grocery Stores. Over the past 10 years, STZ returned -0.93%/yr vs 7.03%/yr for KR. At a 0.19 correlation, their price movements are largely independent.
Performance
STZ vs. KR - Performance Comparison
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Returns By Period
In the year-to-date period, STZ achieves a -4.04% return, which is significantly higher than KR's -6.57% return. Over the past 10 years, STZ has underperformed KR with an annualized return of -0.93%, while KR has yielded a comparatively higher 7.03% annualized return.
STZ
- 1D
- -2.75%
- 1M
- -7.45%
- 6M
- -19.10%
- YTD
- -4.04%
- 1Y
- -20.09%
- 3Y*
- -19.82%
- 5Y*
- -8.60%
- 10Y*
- -0.93%
- ALL TIME*
- 14.29%
KR
- 1D
- -0.99%
- 1M
- 2.07%
- 6M
- -7.56%
- YTD
- -6.57%
- 1Y
- -18.10%
- 3Y*
- 8.75%
- 5Y*
- 10.10%
- 10Y*
- 7.03%
- ALL TIME*
- 11.12%
STZ vs. KR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STZ Constellation Brands, Inc. | -4.04% | -35.99% | -7.11% | 5.83% | -6.43% | 16.12% | 17.41% | 19.85% | -28.73% | 50.69% |
KR The Kroger Co. | -6.57% | 4.25% | 36.91% | 4.99% | 0.44% | 45.41% | 11.90% | 7.90% | 2.08% | -18.97% |
Correlation
The correlation between STZ and KR is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.19 |
The correlation between STZ and KR shifts across timeframes, from 0.08 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
STZ:
$22.32B
KR:
$35.40B
STZ:
$10.48
KR:
$1.64
STZ:
12.47
KR:
35.20
STZ:
7.77
KR:
43.08
STZ:
2.51
KR:
0.25
STZ:
2.63
KR:
5.49
STZ:
$9.06B
KR:
$148.65B
STZ:
$4.77B
KR:
$34.46B
STZ:
$3.18B
KR:
$5.60B
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Return for Risk
STZ vs. KR — Risk / Return Rank
STZ
KR
STZ vs. KR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and The Kroger Co. (KR). 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 | KR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.91 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.69 | -0.07 |
| Martin ratioReturn relative to average drawdown | -1.24 | -1.48 | +0.24 |
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Drawdowns
STZ vs. KR - Drawdown Comparison
The maximum STZ drawdown since its inception was -67.39%, roughly equal to the maximum KR drawdown of -66.81%. Use the drawdown chart below to compare losses from any high point for STZ and KR.
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Drawdown Indicators
| STZ | KR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.39% | -66.81% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -26.51% | -26.16% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -51.28% | -26.16% | -25.12% |
Max Drawdown (5Y)Largest decline over 5 years | -51.28% | -31.07% | -20.21% |
Max Drawdown (10Y)Largest decline over 10 years | -53.53% | -44.13% | -9.40% |
Current DrawdownCurrent decline from peak | -49.48% | -23.17% | -26.31% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -22.44% | +5.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.25% | 12.27% | +3.98% |
Volatility
STZ vs. KR - Volatility Comparison
Constellation Brands, Inc. (STZ) has a higher volatility of 9.52% compared to The Kroger Co. (KR) at 9.00%. This indicates that STZ's price experiences larger fluctuations and is considered to be riskier than KR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STZ | KR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.52% | 9.00% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 23.33% | 22.81% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.68% | 28.03% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.88% | 27.23% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.08% | 29.16% | -2.08% |
Dividends
STZ vs. KR - Dividend Comparison
STZ's dividend yield for the trailing twelve months is around 3.13%, more than KR's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KR The Kroger Co. | 2.42% | 2.14% | 2.00% | 2.41% | 2.11% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% |
STZ Constellation Brands, Inc. | 3.13% | 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. KR - Financials Comparison
This section allows you to compare key financial metrics between Constellation Brands, Inc. and The Kroger Co.. 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
STZ vs. KR - Profitability Comparison
STZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Constellation Brands, Inc. reported a gross profit of 1.32B and revenue of 2.43B. Therefore, the gross margin over that period was 54.3%.
KR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Kroger Co. reported a gross profit of 10.63B and revenue of 46.12B. Therefore, the gross margin over that period was 23.0%.
STZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Constellation Brands, Inc. reported an operating income of 845.30M and revenue of 2.43B, resulting in an operating margin of 34.8%.
KR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Kroger Co. reported an operating income of 1.41B and revenue of 46.12B, resulting in an operating margin of 3.1%.
STZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Constellation Brands, Inc. reported a net income of 653.80M and revenue of 2.43B, resulting in a net margin of 26.9%.
KR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Kroger Co. reported a net income of 903.00M and revenue of 46.12B, resulting in a net margin of 2.0%.
Frequently Asked Questions
STZ and KR have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STZ has higher volatility (9.52%) compared to KR (9.00%). In terms of maximum drawdown, STZ dropped -67.39% vs KR's -66.81%.
KR currently has the higher Sharpe Ratio (-0.65 vs -0.66), 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.
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