STZ vs. PG
Compare and contrast key facts about Constellation Brands, Inc. (STZ) and The Procter & Gamble Company (PG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STZ or PG.
Performance
STZ vs. PG - Performance Comparison
Returns By Period
In the year-to-date period, STZ achieves a -0.17% return, which is significantly lower than PG's 18.57% return. Over the past 10 years, STZ has outperformed PG with an annualized return of 11.20%, while PG has yielded a comparatively lower 9.85% annualized return.
STZ
-0.17%
-2.08%
-6.23%
2.01%
7.33%
11.20%
PG
18.57%
-1.07%
2.34%
13.69%
9.75%
9.85%
Fundamentals
| STZ | PG | |
|---|---|---|
| Market Cap | $43.26B | $390.56B |
| EPS | $3.17 | $5.79 |
| PE Ratio | 75.17 | 28.64 |
| PEG Ratio | 1.24 | 3.50 |
| Total Revenue (TTM) | $10.19B | $83.91B |
| Gross Profit (TTM) | $5.18B | $43.14B |
| EBITDA (TTM) | $3.81B | $22.32B |
Key characteristics
| STZ | PG | |
|---|---|---|
| Sharpe Ratio | 0.04 | 0.96 |
| Sortino Ratio | 0.19 | 1.39 |
| Omega Ratio | 1.02 | 1.19 |
| Calmar Ratio | 0.05 | 1.66 |
| Martin Ratio | 0.11 | 5.24 |
| Ulcer Index | 6.77% | 2.82% |
| Daily Std Dev | 19.36% | 15.43% |
| Max Drawdown | -75.45% | -54.23% |
| Current Drawdown | -11.60% | -4.08% |
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Correlation
The correlation between STZ and PG is 0.22, 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.
Risk-Adjusted Performance
STZ vs. PG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and The Procter & Gamble Company (PG). 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.
Dividends
STZ vs. PG - Dividend Comparison
STZ's dividend yield for the trailing twelve months is around 1.65%, less than PG's 2.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STZ Constellation Brands, Inc. | 1.65% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% | 0.00% |
PG The Procter & Gamble Company | 2.34% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
Drawdowns
STZ vs. PG - Drawdown Comparison
The maximum STZ drawdown since its inception was -75.45%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for STZ and PG. For additional features, visit the drawdowns tool.
Volatility
STZ vs. PG - Volatility Comparison
Constellation Brands, Inc. (STZ) has a higher volatility of 5.99% compared to The Procter & Gamble Company (PG) at 5.15%. This indicates that STZ's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
STZ vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Constellation Brands, Inc. and The Procter & Gamble Company. 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