VIG vs. STZ
VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index, while STZ (Constellation Brands, Inc.) is a stock. Over the past 10 years, VIG returned 13.24%/yr vs 1.01%/yr for STZ. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
VIG vs. STZ - Performance Comparison
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Returns By Period
In the year-to-date period, VIG achieves a 7.68% return, which is significantly lower than STZ's 9.07% return. Over the past 10 years, VIG has outperformed STZ with an annualized return of 13.24%, while STZ has yielded a comparatively lower 1.01% annualized return.
VIG
- 1D
- 0.53%
- 1M
- 3.08%
- YTD
- 7.68%
- 6M
- 6.99%
- 1Y
- 18.23%
- 3Y*
- 15.98%
- 5Y*
- 10.74%
- 10Y*
- 13.24%
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%
VIG vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 7.68% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
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 VIG and STZ is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2006 | 0.53 |
Over the past year, the correlation between VIG and STZ has dropped to 0.24 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
VIG vs. STZ — Risk / Return Rank
VIG
STZ
VIG vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.
| VIG | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.97 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | -0.39 | +2.70 |
| Martin ratioReturn relative to average drawdown | 9.34 | -0.68 | +10.02 |
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Drawdowns
VIG vs. STZ - Drawdown Comparison
The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum STZ drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for VIG and STZ.
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Drawdown Indicators
| VIG | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.81% | -67.39% | +20.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -26.51% | +18.60% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -51.28% | +36.33% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -51.28% | +30.89% |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | -53.53% | +21.81% |
Current DrawdownCurrent decline from peak | -0.33% | -42.57% | +42.24% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -16.60% | +11.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 15.01% | -13.05% |
Volatility
VIG vs. STZ - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.93%, while Constellation Brands, Inc. (STZ) has a volatility of 8.54%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky 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
| VIG | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 8.54% | -5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 23.36% | -15.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.19% | 30.17% | -19.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 24.56% | -10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 26.96% | -10.90% |
Dividends
VIG vs. STZ - Dividend Comparison
VIG's dividend yield for the trailing twelve months is around 1.47%, less than STZ's 2.75% yield.
| 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% |
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
Frequently Asked Questions
VIG and STZ have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STZ has higher volatility (8.54%) compared to VIG (2.93%). In terms of maximum drawdown, VIG dropped -46.81% vs STZ's -67.39%.
VIG currently has the higher Sharpe Ratio (1.80 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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