STZ vs. U-U.TO

Last updated Jun 13, 2026

STZ (Constellation Brands, Inc.) and U-U.TO (Sprott Physical Uranium Trust Fund) are both stocks. STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive), while U-U.TO operates in Uranium (Energy). Over the past 3 years, STZ returned -13.90%/yr vs 9.68%/yr for U-U.TO. At a 0.11 correlation, their price movements are largely independent.

Performance

STZ vs. U-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Constellation Brands, Inc. (STZ) and Sprott Physical Uranium Trust Fund (U-U.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

STZ is traded in USD, while U-U.TO is traded in CAD. To make them comparable, the U-U.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STZ achieves a 9.07% return, which is significantly higher than U-U.TO's -7.16% return.

STZ

• 1D: 3.77%
• 1M: 5.69%
• YTD: 9.07%
• 6M: 2.07%
• 1Y: -10.17%
• 3Y*: -13.90%
• 5Y*: -7.36%
• 10Y*: 1.01%

U-U.TO

• 1D: -1.14%
• 1M: -8.64%
• YTD: -7.16%
• 6M: 1.40%
• 1Y: 5.77%
• 3Y*: 9.68%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STZ vs. U-U.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
STZ Constellation Brands, Inc.	9.07%	-35.99%	-7.11%	5.83%	-6.43%	12.53%
U-U.TO Sprott Physical Uranium Trust Fund	-7.16%	18.18%	-25.16%	86.49%	-0.07%	17.76%

Correlation

The correlation between STZ and U-U.TO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021	0.11

The correlation between STZ and U-U.TO shifts across timeframes, from -0.13 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Return for Risk

STZ vs. U-U.TO — Risk / Return Rank

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

STZ

STZ Risk / Return Rank: 28
STZ Sharpe Ratio Rank: 28
STZ Sortino Ratio Rank: 25
STZ Omega Ratio Rank: 26
STZ Calmar Ratio Rank: 30
STZ Martin Ratio Rank: 30

U-U.TO

U-U.TO Risk / Return Rank: 49
U-U.TO Sharpe Ratio Rank: 51
U-U.TO Sortino Ratio Rank: 46
U-U.TO Omega Ratio Rank: 45
U-U.TO Calmar Ratio Rank: 52
U-U.TO Martin Ratio Rank: 51

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STZ vs. U-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and Sprott Physical Uranium Trust Fund (U-U.TO). 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	U-U.TO	Difference
Sharpe ratio: Return per unit of total volatility	-0.34	0.16	-0.50
Sortino ratio: Return per unit of downside risk	-0.30	0.48	-0.78
Omega ratio: Gain probability vs. loss probability	0.97	1.06	-0.09
Calmar ratio: Return relative to maximum drawdown	-0.39	0.23	-0.61
Martin ratio: Return relative to average drawdown	-0.68	0.46	-1.14

STZ vs. U-U.TO - Sharpe Ratio Comparison

The current STZ Sharpe Ratio is -0.34, which is lower than the U-U.TO Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of STZ and U-U.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STZ vs. U-U.TO - Drawdown Comparison

The maximum STZ drawdown since its inception was -67.39%, which is greater than U-U.TO's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for STZ and U-U.TO.

Drawdown Indicators

	STZ	U-U.TO	Difference
Max Drawdown Largest peak-to-trough decline	-67.39%	-51.83%	-15.56%
Max Drawdown (1Y) Largest decline over 1 year	-26.51%	-25.40%	-1.11%
Max Drawdown (3Y) Largest decline over 3 years	-51.28%	-51.83%	+0.55%
Max Drawdown (5Y) Largest decline over 5 years	-51.28%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-53.53%	—	—
Current Drawdown Current decline from peak	-42.57%	-29.49%	-13.08%
Average Drawdown Average peak-to-trough decline	-16.60%	-24.20%	+7.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.01%	12.69%	+2.32%

Volatility

STZ vs. U-U.TO - Volatility Comparison

Constellation Brands, Inc. (STZ) has a higher volatility of 8.54% compared to Sprott Physical Uranium Trust Fund (U-U.TO) at 6.16%. This indicates that STZ's price experiences larger fluctuations and is considered to be riskier than U-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STZ	U-U.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.54%	6.16%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	23.36%	25.78%	-2.42%
Volatility (1Y) Calculated over the trailing 1-year period	30.17%	35.47%	-5.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.56%	42.18%	-17.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.96%	42.18%	-15.22%

Dividends

STZ vs. U-U.TO - Dividend Comparison

STZ's dividend yield for the trailing twelve months is around 2.75%, while U-U.TO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
U-U.TO Sprott Physical Uranium Trust Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both STZ and U-U.TO in my portfolio?

STZ and U-U.TO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.