TSRYY vs. STZ
Compare and contrast key facts about Treasury Wine Estates Ltd PK (TSRYY) and Constellation Brands, Inc. (STZ).
Performance
TSRYY vs. STZ - Performance Comparison
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TSRYY vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSRYY Treasury Wine Estates Ltd PK | -26.53% | -49.10% | 0.29% | -18.38% | 4.48% | 25.84% | -33.85% | 10.52% | -15.01% | 69.09% |
STZ Constellation Brands, Inc. | 9.43% | -35.99% | -7.11% | 5.83% | -6.43% | 16.12% | 17.41% | 19.85% | -28.73% | 50.69% |
Fundamentals
TSRYY:
$2.07B
STZ:
$26.19B
TSRYY:
-$0.33
STZ:
$6.30
TSRYY:
0.36
STZ:
2.82
TSRYY:
0.54
STZ:
3.27
TSRYY:
$5.77B
STZ:
$9.38B
TSRYY:
$2.70B
STZ:
$4.88B
TSRYY:
$1.30B
STZ:
$2.35B
Returns By Period
In the year-to-date period, TSRYY achieves a -26.53% return, which is significantly lower than STZ's 9.43% return. Over the past 10 years, TSRYY has underperformed STZ with an annualized return of -7.60%, while STZ has yielded a comparatively higher 1.35% annualized return.
TSRYY
- 1D
- 5.83%
- 1M
- -20.38%
- YTD
- -26.53%
- 6M
- -45.14%
- 1Y
- -57.14%
- 3Y*
- -31.78%
- 5Y*
- -18.16%
- 10Y*
- -7.60%
STZ
- 1D
- -0.66%
- 1M
- -4.98%
- YTD
- 9.43%
- 6M
- 12.99%
- 1Y
- -16.14%
- 3Y*
- -11.04%
- 5Y*
- -6.58%
- 10Y*
- 1.35%
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Return for Risk
TSRYY vs. STZ — Risk / Return Rank
TSRYY
STZ
TSRYY vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Wine Estates Ltd PK (TSRYY) 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.
| TSRYY | STZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.44 | -0.57 | -0.88 |
Sortino ratioReturn per unit of downside risk | -2.36 | -0.66 | -1.70 |
Omega ratioGain probability vs. loss probability | 0.69 | 0.92 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.48 | -0.44 |
Martin ratioReturn relative to average drawdown | -1.81 | -0.78 | -1.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSRYY | STZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.44 | -0.57 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.59 | -0.28 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | 0.05 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.46 | -0.47 |
Correlation
The correlation between TSRYY and STZ is 0.19, 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.
Dividends
TSRYY vs. STZ - Dividend Comparison
TSRYY's dividend yield for the trailing twelve months is around 5.16%, more than STZ's 2.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSRYY Treasury Wine Estates Ltd PK | 5.16% | 7.43% | 3.34% | 3.25% | 2.38% | 2.20% | 2.39% | 2.04% | 1.90% | 1.91% | 5.07% | 3.47% |
STZ Constellation Brands, Inc. | 2.72% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
Drawdowns
TSRYY vs. STZ - Drawdown Comparison
The maximum TSRYY drawdown since its inception was -81.23%, which is greater than STZ's maximum drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for TSRYY and STZ.
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Drawdown Indicators
| TSRYY | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.23% | -67.39% | -13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -61.93% | -33.85% | -28.08% |
Max Drawdown (5Y)Largest decline over 5 years | -76.16% | -51.28% | -24.88% |
Max Drawdown (10Y)Largest decline over 10 years | -81.23% | -53.53% | -27.70% |
Current DrawdownCurrent decline from peak | -78.91% | -42.38% | -36.53% |
Average DrawdownAverage peak-to-trough decline | -27.44% | -16.45% | -10.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.92% | 20.79% | +11.13% |
Volatility
TSRYY vs. STZ - Volatility Comparison
Treasury Wine Estates Ltd PK (TSRYY) has a higher volatility of 14.20% compared to Constellation Brands, Inc. (STZ) at 5.69%. This indicates that TSRYY'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
| TSRYY | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 5.69% | +8.51% |
Volatility (6M)Calculated over the trailing 6-month period | 33.66% | 20.40% | +13.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.90% | 28.66% | +11.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.91% | 23.86% | +7.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 26.69% | +7.09% |
Financials
TSRYY vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between Treasury Wine Estates Ltd PK 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.
Total Revenue: Total amount of money received from sales and other business activities
TSRYY vs. STZ - Profitability Comparison
TSRYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Treasury Wine Estates Ltd PK reported a gross profit of 558.46M and revenue of 1.29B. Therefore, the gross margin over that period was 43.4%.
STZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Constellation Brands, Inc. reported a gross profit of 1.18B and revenue of 2.22B. Therefore, the gross margin over that period was 53.2%.
TSRYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Treasury Wine Estates Ltd PK reported an operating income of 261.32M and revenue of 1.29B, resulting in an operating margin of 20.3%.
STZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Constellation Brands, Inc. reported an operating income of 692.00M and revenue of 2.22B, resulting in an operating margin of 31.1%.
TSRYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Treasury Wine Estates Ltd PK reported a net income of -637.48M and revenue of 1.29B, resulting in a net margin of -49.6%.
STZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Constellation Brands, Inc. reported a net income of 502.80M and revenue of 2.22B, resulting in a net margin of 22.6%.