STZ vs. VTI
STZ (Constellation Brands, Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, STZ returned -0.57%/yr vs 14.83%/yr for VTI. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
STZ vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, STZ achieves a -3.30% return, which is significantly lower than VTI's 13.92% return. Over the past 10 years, STZ has underperformed VTI with an annualized return of -0.57%, while VTI has yielded a comparatively higher 14.83% annualized return.
STZ
- 1D
- -0.59%
- 1M
- 0.76%
- 6M
- -20.48%
- YTD
- -3.30%
- 1Y
- -21.21%
- 3Y*
- -19.47%
- 5Y*
- -8.04%
- 10Y*
- -0.57%
- ALL TIME*
- 14.30%
VTI
- 1D
- -0.31%
- 1M
- 2.15%
- 6M
- 12.91%
- YTD
- 13.92%
- 1Y
- 24.23%
- 3Y*
- 21.00%
- 5Y*
- 12.21%
- 10Y*
- 14.83%
- ALL TIME*
- 9.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $255.32M | $263.37M | $311.92M | |
| $1.15B | $1.16B | $1.24B |
STZ vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STZ Constellation Brands, Inc. | -3.30% | -35.99% | -7.11% | 5.83% | -6.43% | 16.12% | 17.41% | 19.85% | -28.73% | 50.69% |
VTI Vanguard Total Stock Market ETF | 13.92% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between STZ and VTI is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.45 |
Over the past year, the correlation between STZ and VTI has dropped to 0.06 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
STZ vs. VTI — Risk / Return Rank
STZ
VTI
STZ vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Brands, Inc. (STZ) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.47 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.33 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.73 | -3.56 |
| Martin ratioReturn relative to average drawdown | -1.31 | 11.76 | -13.08 |
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Drawdowns
STZ vs. VTI - Drawdown Comparison
The maximum STZ drawdown since its inception was -67.39%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for STZ and VTI.
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Drawdown Indicators
| STZ | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.39% | -55.45% | -11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -25.73% | -8.92% | -16.81% |
Max Drawdown (3Y)Largest decline over 3 years | -51.28% | -19.30% | -31.98% |
Max Drawdown (5Y)Largest decline over 5 years | -51.28% | -25.36% | -25.92% |
Max Drawdown (10Y)Largest decline over 10 years | -53.53% | -35.00% | -18.53% |
Current DrawdownCurrent decline from peak | -49.09% | -0.31% | -48.78% |
Average DrawdownAverage peak-to-trough decline | -16.72% | -7.98% | -8.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.17% | 2.07% | +14.10% |
Volatility
STZ vs. VTI - Volatility Comparison
Constellation Brands, Inc. (STZ) has a higher volatility of 6.85% compared to Vanguard Total Stock Market ETF (VTI) at 4.09%. This indicates that STZ's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STZ | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 4.09% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 22.57% | 10.44% | +12.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.11% | 13.10% | +17.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.91% | 17.54% | +7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.09% | 18.32% | +8.77% |
Dividends
STZ vs. VTI - Dividend Comparison
STZ's dividend yield for the trailing twelve months is around 3.14%, more than VTI's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STZ Constellation Brands, Inc. | 3.14% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
STZ and VTI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STZ has higher volatility (6.85%) compared to VTI (4.09%). In terms of maximum drawdown, STZ dropped -67.39% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.86 vs -0.71), 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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