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. Data as of 2026-10-29.
| Last close price | $129.80 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -15.78% |
| Total return over period | -40.10% |
| Annualized volatility | 27.79% |
| Period volatility | 48.01% |
| Period T-bill | 12.40% |
| Sharpe ratio | -1.09 |
| Sortino ratio | -1.44 |
| Max drawdown | -56.39% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.16% |
| Correlation with the S&P 500 | 0.18 |
| Period range | $112.77 – $258.61 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Constellation Brands (STZ) has posted an annualized return of -15.78% with annual volatility of 27.79%, 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 -56.39%. Its correlation with the S&P 500 is 0.18, 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.
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Is it part of the S&P 500?
Yes, Constellation Brands (STZ) is of the S&P 500.
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