Constellation Brands (STZ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Constellation Brands, a component of the S&P 500 in the Consumer Staples sector. Data as of 2026-09-13.
| Last close price | $122.45 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -20.82% |
| Total return over period | -50.13% |
| Annualized volatility | 27.47% |
| Period volatility | 47.43% |
| Sharpe ratio | -0.90 |
| Sortino ratio | -1.16 |
| Max drawdown | -53.22% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.19% |
| Correlation with the S&P 500 | 0.21 |
| Period range | $120.98 – $258.61 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Constellation Brands (STZ) has posted an annualized return of -20.82% with annual volatility of 27.47%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -53.22%. Its correlation with the S&P 500 is 0.21, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how STZ would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with STZ →
Other Consumer Staples stocks
Is it part of the S&P 500?
Yes, Constellation Brands (STZ) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio