Constellation Brands (STZ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Constellation Brands, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $130.37 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -20.30% |
| Total return over period | -49.19% |
| Annualized volatility | 26.85% |
| Sharpe ratio | -0.89 |
| Sortino ratio | -1.16 |
| Max drawdown | -51.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.00% |
| Correlation with the S&P 500 | 0.22 |
| Period range | $125.98 – $258.61 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Constellation Brands (STZ) has posted an annualized return of -20.30% with annual volatility of 26.85%, 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 -51.28%. Its correlation with the S&P 500 is 0.22, 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 S&P 500 stocks, try the optimizer.
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