Welcome to this forum. I own an AWD Stinger like most Canadian Stinger owners. For MY 2018 , AWD was all you could buy in Canada.
Always remember to drive according to road conditions. No doubt, you can drive fairly spirited in inclement weather with the right tires, but there are limits and the driver is in charge of the accelerator. For snowy conditions, speaking generally, AWD or 4x4 is probably the best. Just be aware that AWD, RWD, FWD or 4x4, any type of propulsion can get the driver into trouble when trying hard enough.
This is my third winter and I have yet to try the Sport setting in snow, did not see the need for it, as I usually leave it in Smart and concentrate on driving. Eco would also be a good setting, particularly when encountering slipping tires as power is applied more judiciously. The Comfort setting, for all intends and purposes, would do it too. Just learn to feather the accelerator when required and take it easy.
Being new to the car you may find it advantageous to take it out late at night to an empty parking lot and make some donuts in new snow. Great fun and you learn what it feels like when the car goes sideways or when you are less in control.
Good luck!