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STZ vs. PANW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STZ and PANW is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

STZ vs. PANW - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-26.58%
4.89%
STZ
PANW

Key characteristics

Sharpe Ratio

STZ:

-1.12

PANW:

0.16

Sortino Ratio

STZ:

-1.35

PANW:

0.49

Omega Ratio

STZ:

0.78

PANW:

1.08

Calmar Ratio

STZ:

-0.88

PANW:

0.23

Martin Ratio

STZ:

-3.10

PANW:

0.48

Ulcer Index

STZ:

9.33%

PANW:

14.77%

Daily Std Dev

STZ:

25.91%

PANW:

43.26%

Max Drawdown

STZ:

-75.45%

PANW:

-47.98%

Current Drawdown

STZ:

-32.74%

PANW:

-14.17%

Fundamentals

Market Cap

STZ:

$32.67B

PANW:

$114.30B

EPS

STZ:

$3.76

PANW:

$3.85

PE Ratio

STZ:

48.06

PANW:

45.24

PEG Ratio

STZ:

0.97

PANW:

1.90

Total Revenue (TTM)

STZ:

$10.18B

PANW:

$8.29B

Gross Profit (TTM)

STZ:

$5.20B

PANW:

$6.15B

EBITDA (TTM)

STZ:

$1.51B

PANW:

$1.40B

Returns By Period

In the year-to-date period, STZ achieves a -18.23% return, which is significantly lower than PANW's -4.27% return. Over the past 10 years, STZ has underperformed PANW with an annualized return of 6.33%, while PANW has yielded a comparatively higher 23.72% annualized return.


STZ

YTD

-18.23%

1M

-22.41%

6M

-26.58%

1Y

-28.09%

5Y*

0.49%

10Y*

6.33%

PANW

YTD

-4.27%

1M

-13.98%

6M

4.89%

1Y

4.92%

5Y*

34.14%

10Y*

23.72%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

STZ vs. PANW — Risk-Adjusted Performance Rank

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

STZ
The Risk-Adjusted Performance Rank of STZ is 33
Overall Rank
The Sharpe Ratio Rank of STZ is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of STZ is 77
Sortino Ratio Rank
The Omega Ratio Rank of STZ is 44
Omega Ratio Rank
The Calmar Ratio Rank of STZ is 33
Calmar Ratio Rank
The Martin Ratio Rank of STZ is 00
Martin Ratio Rank

PANW
The Risk-Adjusted Performance Rank of PANW is 5353
Overall Rank
The Sharpe Ratio Rank of PANW is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PANW is 4747
Sortino Ratio Rank
The Omega Ratio Rank of PANW is 5151
Omega Ratio Rank
The Calmar Ratio Rank of PANW is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PANW is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STZ vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and Palo Alto Networks, Inc. (PANW). 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.


Sharpe ratio
The chart of Sharpe ratio for STZ, currently valued at -1.12, compared to the broader market-2.000.002.00-1.120.16
The chart of Sortino ratio for STZ, currently valued at -1.35, compared to the broader market-4.00-2.000.002.004.00-1.350.49
The chart of Omega ratio for STZ, currently valued at 0.78, compared to the broader market0.501.001.502.000.781.08
The chart of Calmar ratio for STZ, currently valued at -0.88, compared to the broader market0.002.004.006.00-0.880.23
The chart of Martin ratio for STZ, currently valued at -3.10, compared to the broader market-30.00-20.00-10.000.0010.0020.00-3.100.48
STZ
PANW

The current STZ Sharpe Ratio is -1.12, which is lower than the PANW Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of STZ and PANW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-1.12
0.16
STZ
PANW

Dividends

STZ vs. PANW - Dividend Comparison

STZ's dividend yield for the trailing twelve months is around 2.17%, while PANW has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
STZ
Constellation Brands, Inc.
2.17%1.77%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%
PANW
Palo Alto Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

STZ vs. PANW - Drawdown Comparison

The maximum STZ drawdown since its inception was -75.45%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for STZ and PANW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-32.74%
-14.17%
STZ
PANW

Volatility

STZ vs. PANW - Volatility Comparison

Constellation Brands, Inc. (STZ) has a higher volatility of 19.02% compared to Palo Alto Networks, Inc. (PANW) at 9.38%. This indicates that STZ's price experiences larger fluctuations and is considered to be riskier than PANW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
19.02%
9.38%
STZ
PANW

Financials

STZ vs. PANW - Financials Comparison

This section allows you to compare key financial metrics between Constellation Brands, Inc. and Palo Alto Networks, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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