Wash the orange, lemon, and apple. Thinly slice the orange and lemon into rounds, and core and dice the apple.
Add the orange slices, lemon slices, and diced apple to a large pitcher. Sprinkle in the granulated sugar and add the cinnamon stick.
Pour in the brandy. Gently muddle and stir until the fruit releases some juice and most of the sugar begins to dissolve, 30–60 seconds. Let sit 10–15 minutes to macerate.
Add the red wine to the pitcher and stir to combine. Cover and refrigerate until well chilled, 2–4 hours, until the flavors meld and the fruit is lightly stained by the wine.
To serve, fill glasses with ice cubes. Stir the sangria, then ladle or pour the chilled sangria and some fruit into each glass.
Top each glass with a splash of chilled soda water (about 1–2 ounces per glass) for light fizz, give a brief stir, and serve immediately.