STZ vs. MCHP
STZ (Constellation Brands, Inc.) and MCHP (Microchip Technology Incorporated) are both stocks. STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive), while MCHP operates in Semiconductors (Technology). Over the past 10 years, STZ returned 1.01%/yr vs 15.99%/yr for MCHP. At a 0.23 correlation, their price movements are largely independent.
Performance
STZ vs. MCHP - Performance Comparison
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Returns By Period
In the year-to-date period, STZ achieves a 9.07% return, which is significantly lower than MCHP's 51.10% return. Over the past 10 years, STZ has underperformed MCHP with an annualized return of 1.01%, while MCHP has yielded a comparatively higher 15.99% annualized return.
STZ
- 1D
- 3.77%
- 1M
- 4.33%
- YTD
- 9.07%
- 6M
- 2.07%
- 1Y
- -7.48%
- 3Y*
- -13.90%
- 5Y*
- -7.36%
- 10Y*
- 1.01%
MCHP
- 1D
- 2.47%
- 1M
- 1.99%
- YTD
- 51.10%
- 6M
- 43.32%
- 1Y
- 48.83%
- 3Y*
- 6.19%
- 5Y*
- 6.57%
- 10Y*
- 15.99%
STZ vs. MCHP - 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% |
MCHP Microchip Technology Incorporated | 51.10% | 14.61% | -34.96% | 30.90% | -17.98% | 27.49% | 33.73% | 48.02% | -16.71% | 39.46% |
Correlation
The correlation between STZ and MCHP is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 1993 | 0.23 |
Fundamentals
STZ:
$11.23
MCHP:
$0.43
STZ:
13.22
MCHP:
221.70
STZ:
8.24
MCHP:
3.34
STZ:
2.84
MCHP:
8.20
STZ:
$9.14B
MCHP:
$4.71B
STZ:
$4.71B
MCHP:
$2.72B
STZ:
$3.05B
MCHP:
$1.02B
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Return for Risk
STZ vs. MCHP — Risk / Return Rank
STZ
MCHP
STZ vs. MCHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and Microchip Technology Incorporated (MCHP). 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 | MCHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.20 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.28 | -1.67 |
| Martin ratioReturn relative to average drawdown | -0.68 | 3.40 | -4.08 |
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Drawdowns
STZ vs. MCHP - Drawdown Comparison
The maximum STZ drawdown since its inception was -67.39%, which is greater than MCHP's maximum drawdown of -63.77%. Use the drawdown chart below to compare losses from any high point for STZ and MCHP.
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Drawdown Indicators
| STZ | MCHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.39% | -63.77% | -3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -26.51% | -34.41% | +7.90% |
Max Drawdown (3Y)Largest decline over 3 years | -51.28% | -63.77% | +12.49% |
Max Drawdown (5Y)Largest decline over 5 years | -51.28% | -63.77% | +12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -53.53% | -63.77% | +10.24% |
Current DrawdownCurrent decline from peak | -42.57% | -7.00% | -35.57% |
Average DrawdownAverage peak-to-trough decline | -16.60% | -16.71% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.01% | 12.99% | +2.02% |
Volatility
STZ vs. MCHP - Volatility Comparison
The current volatility for Constellation Brands, Inc. (STZ) is 8.54%, while Microchip Technology Incorporated (MCHP) has a volatility of 16.18%. This indicates that STZ experiences smaller price fluctuations and is considered to be less risky than MCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STZ | MCHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 16.18% | -7.64% |
Volatility (6M)Calculated over the trailing 6-month period | 23.36% | 32.33% | -8.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.17% | 44.05% | -13.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 44.17% | -19.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.96% | 41.91% | -14.95% |
Dividends
STZ vs. MCHP - Dividend Comparison
STZ's dividend yield for the trailing twelve months is around 2.75%, more than MCHP's 1.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCHP Microchip Technology Incorporated | 1.91% | 2.86% | 3.16% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% |
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. MCHP - Financials Comparison
This section allows you to compare key financial metrics between Constellation Brands, Inc. and Microchip Technology Incorporated. 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. MCHP - Profitability Comparison
STZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a gross profit of 941.60M and revenue of 1.92B. Therefore, the gross margin over that period was 49.0%.
MCHP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microchip Technology Incorporated reported a gross profit of 967.30M and revenue of 1.31B. Therefore, the gross margin over that period was 73.8%.
STZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported an operating income of 357.10M and revenue of 1.92B, resulting in an operating margin of 18.6%.
MCHP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microchip Technology Incorporated reported an operating income of 211.10M and revenue of 1.31B, resulting in an operating margin of 16.1%.
STZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a net income of 477.70M and revenue of 1.92B, resulting in a net margin of 24.9%.
MCHP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microchip Technology Incorporated reported a net income of 116.40M and revenue of 1.31B, resulting in a net margin of 8.9%.
Frequently Asked Questions
STZ and MCHP have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCHP has higher volatility (16.18%) compared to STZ (8.54%). In terms of maximum drawdown, STZ dropped -67.39% vs MCHP's -63.77%.
MCHP currently has the higher Sharpe Ratio (1.01 vs -0.34), 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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