STZ vs. SPY
Compare and contrast key facts about Constellation Brands, Inc. (STZ) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STZ or SPY.
Correlation
The correlation between STZ and SPY is 0.40, 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.
Performance
STZ vs. SPY - Performance Comparison
Key characteristics
STZ:
-1.08
SPY:
0.68
STZ:
-1.34
SPY:
0.98
STZ:
0.79
SPY:
1.13
STZ:
-0.76
SPY:
0.95
STZ:
-1.75
SPY:
3.13
STZ:
17.14%
SPY:
3.03%
STZ:
27.70%
SPY:
13.89%
STZ:
-75.46%
SPY:
-55.19%
STZ:
-31.59%
SPY:
-7.62%
Returns By Period
In the year-to-date period, STZ achieves a -16.83% return, which is significantly lower than SPY's -3.39% return. Over the past 10 years, STZ has underperformed SPY with an annualized return of 5.94%, while SPY has yielded a comparatively higher 12.54% annualized return.
STZ
-16.83%
4.25%
-27.80%
-30.40%
8.37%
5.94%
SPY
-3.39%
-3.01%
-0.13%
10.19%
19.68%
12.54%
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Risk-Adjusted Performance
STZ vs. SPY — Risk-Adjusted Performance Rank
STZ
SPY
STZ vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
STZ's dividend yield for the trailing twelve months is around 2.21%, more than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STZ Constellation Brands, Inc. | 2.21% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
STZ vs. SPY - Drawdown Comparison
The maximum STZ drawdown since its inception was -75.46%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for STZ and SPY. For additional features, visit the drawdowns tool.
Volatility
STZ vs. SPY - Volatility Comparison
Constellation Brands, Inc. (STZ) has a higher volatility of 7.68% compared to SPDR S&P 500 ETF (SPY) at 5.76%. This indicates that STZ's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.