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TSN vs. STZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSN vs. STZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, TSN achieves a -0.41% return, which is significantly lower than STZ's 9.07% return. Over the past 10 years, TSN has outperformed STZ with an annualized return of 2.07%, while STZ has yielded a comparatively lower 1.01% annualized return.


TSN

1D
3.22%
1M
-13.42%
YTD
-0.41%
6M
-2.55%
1Y
6.75%
3Y*
8.23%
5Y*
-2.81%
10Y*
2.07%

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

TSN vs. STZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSN
Tyson Foods, Inc.
-0.41%5.68%10.47%-10.44%-26.90%38.47%-27.35%73.91%-32.82%33.27%
STZ
Constellation Brands, Inc.
9.07%-35.99%-7.11%5.83%-6.43%16.12%17.41%19.85%-28.73%50.69%

Correlation

The correlation between TSN and STZ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 17, 1992

0.24

The correlation between TSN and STZ shifts across timeframes, from 0.24 (all time) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TSN:

$20.33B

STZ:

$25.79B

EPS

TSN:

$1.30

STZ:

$11.23

PE Ratio

TSN:

44.21

STZ:

13.22

PS Ratio

TSN:

0.36

STZ:

2.84

PB Ratio

TSN:

1.12

STZ:

3.08

Total Revenue (TTM)

TSN:

$55.71B

STZ:

$9.14B

Gross Profit (TTM)

TSN:

$3.65B

STZ:

$4.71B

EBITDA (TTM)

TSN:

$2.53B

STZ:

$3.05B

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Return for Risk

TSN vs. STZ — Risk / Return Rank

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

TSN
TSN Risk / Return Rank: 5050
Overall Rank
TSN Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TSN Sortino Ratio Rank: 4646
Sortino Ratio Rank
TSN Omega Ratio Rank: 4545
Omega Ratio Rank
TSN Calmar Ratio Rank: 5252
Calmar Ratio Rank
TSN Martin Ratio Rank: 5656
Martin Ratio Rank

STZ
STZ Risk / Return Rank: 2828
Overall Rank
STZ Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
STZ Sortino Ratio Rank: 2525
Sortino Ratio Rank
STZ Omega Ratio Rank: 2626
Omega Ratio Rank
STZ Calmar Ratio Rank: 3030
Calmar Ratio Rank
STZ Martin Ratio Rank: 3030
Martin Ratio Rank
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.

TSN vs. STZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyson Foods, Inc. (TSN) and Constellation Brands, Inc. (STZ). 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.


TSNSTZDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.07

0.97

+0.10

Calmar ratioReturn relative to maximum drawdown

0.37

-0.39

+0.75

Martin ratioReturn relative to average drawdown

1.21

-0.68

+1.89

TSN vs. STZ - Sharpe Ratio Comparison

The current TSN Sharpe Ratio is 0.27, which is higher than the STZ Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of TSN and STZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSN vs. STZ - Drawdown Comparison

The maximum TSN drawdown since its inception was -81.50%, which is greater than STZ's maximum drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for TSN and STZ.


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Drawdown Indicators


TSNSTZDifference

Max Drawdown

Largest peak-to-trough decline

-81.50%

-67.39%

-14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

-26.51%

+8.12%

Max Drawdown (3Y)

Largest decline over 3 years

-20.34%

-51.28%

+30.94%

Max Drawdown (5Y)

Largest decline over 5 years

-52.11%

-51.28%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-52.45%

-53.53%

+1.08%

Current Drawdown

Current decline from peak

-33.04%

-42.57%

+9.53%

Average Drawdown

Average peak-to-trough decline

-23.76%

-16.60%

-7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

15.01%

-9.41%

Volatility

TSN vs. STZ - Volatility Comparison

Tyson Foods, Inc. (TSN) has a higher volatility of 9.95% compared to Constellation Brands, Inc. (STZ) at 8.54%. This indicates that TSN's price experiences larger fluctuations and is considered to be riskier than STZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSNSTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.95%

8.54%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

19.12%

23.36%

-4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

24.75%

30.17%

-5.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.88%

24.56%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.00%

26.96%

+1.04%

Dividends

TSN vs. STZ - Dividend Comparison

TSN's dividend yield for the trailing twelve months is around 3.53%, more than STZ's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TSN
Tyson Foods, Inc.
3.53%3.43%3.43%3.59%2.99%2.06%2.65%1.70%2.39%1.11%1.09%0.84%

Financials

TSN vs. STZ - Financials Comparison

This section allows you to compare key financial metrics between Tyson Foods, Inc. and Constellation Brands, 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


2.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
13.65B
1.92B
(TSN) Total Revenue
(STZ) Total Revenue
Values in USD except per share items

TSN vs. STZ - Profitability Comparison

The chart below illustrates the profitability comparison between Tyson Foods, Inc. and Constellation Brands, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
7.1%
49.0%
Portfolio components
TSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tyson Foods, Inc. reported a gross profit of 962.00M and revenue of 13.65B. Therefore, the gross margin over that period was 7.1%.

STZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a gross profit of 941.60M and revenue of 1.92B. Therefore, the gross margin over that period was 49.0%.

TSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tyson Foods, Inc. reported an operating income of 435.00M and revenue of 13.65B, resulting in an operating margin of 3.2%.

STZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported an operating income of 357.10M and revenue of 1.92B, resulting in an operating margin of 18.6%.

TSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tyson Foods, Inc. reported a net income of 260.00M and revenue of 13.65B, resulting in a net margin of 1.9%.

STZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a net income of 477.70M and revenue of 1.92B, resulting in a net margin of 24.9%.


Frequently Asked Questions


TSN and STZ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSN has higher volatility (9.95%) compared to STZ (8.54%). In terms of maximum drawdown, TSN dropped -81.50% vs STZ's -67.39%.

TSN currently has the higher Sharpe Ratio (0.27 vs -0.34), 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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