PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSWI vs. LW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSWI and LW is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CSWI vs. LW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSW Industrials, Inc. (CSWI) and Lamb Weston Holdings, Inc. (LW). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,093.55%
128.63%
CSWI
LW

Key characteristics

Sharpe Ratio

CSWI:

2.45

LW:

-0.79

Sortino Ratio

CSWI:

3.18

LW:

-0.81

Omega Ratio

CSWI:

1.41

LW:

0.83

Calmar Ratio

CSWI:

4.52

LW:

-0.73

Martin Ratio

CSWI:

19.43

LW:

-1.42

Ulcer Index

CSWI:

3.96%

LW:

27.42%

Daily Std Dev

CSWI:

31.41%

LW:

49.05%

Max Drawdown

CSWI:

-32.32%

LW:

-53.32%

Current Drawdown

CSWI:

-17.04%

LW:

-44.73%

Fundamentals

Market Cap

CSWI:

$6.54B

LW:

$11.72B

EPS

CSWI:

$7.36

LW:

$4.26

PE Ratio

CSWI:

52.88

LW:

19.30

PEG Ratio

CSWI:

2.65

LW:

2.77

Total Revenue (TTM)

CSWI:

$839.93M

LW:

$4.72B

Gross Profit (TTM)

CSWI:

$378.94M

LW:

$1.17B

EBITDA (TTM)

CSWI:

$209.99M

LW:

$852.70M

Returns By Period

In the year-to-date period, CSWI achieves a 73.35% return, which is significantly higher than LW's -41.48% return.


CSWI

YTD

73.35%

1M

-13.01%

6M

35.20%

1Y

76.82%

5Y*

36.81%

10Y*

N/A

LW

YTD

-41.48%

1M

-18.42%

6M

-26.03%

1Y

-39.15%

5Y*

-4.95%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CSWI vs. LW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSW Industrials, Inc. (CSWI) and Lamb Weston Holdings, Inc. (LW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CSWI, currently valued at 2.45, compared to the broader market-4.00-2.000.002.002.45-0.79
The chart of Sortino ratio for CSWI, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.003.18-0.81
The chart of Omega ratio for CSWI, currently valued at 1.41, compared to the broader market0.501.001.502.001.410.83
The chart of Calmar ratio for CSWI, currently valued at 4.52, compared to the broader market0.002.004.006.004.52-0.73
The chart of Martin ratio for CSWI, currently valued at 19.43, compared to the broader market-5.000.005.0010.0015.0020.0025.0019.43-1.42
CSWI
LW

The current CSWI Sharpe Ratio is 2.45, which is higher than the LW Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of CSWI and LW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.45
-0.79
CSWI
LW

Dividends

CSWI vs. LW - Dividend Comparison

CSWI's dividend yield for the trailing twelve months is around 0.24%, less than LW's 2.32% yield.


TTM2023202220212020201920182017
CSWI
CSW Industrials, Inc.
0.24%0.36%0.57%0.48%0.48%0.53%0.00%0.00%
LW
Lamb Weston Holdings, Inc.
2.32%1.04%1.10%1.48%1.17%0.93%1.04%1.33%

Drawdowns

CSWI vs. LW - Drawdown Comparison

The maximum CSWI drawdown since its inception was -32.32%, smaller than the maximum LW drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for CSWI and LW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.04%
-44.73%
CSWI
LW

Volatility

CSWI vs. LW - Volatility Comparison

The current volatility for CSW Industrials, Inc. (CSWI) is 8.61%, while Lamb Weston Holdings, Inc. (LW) has a volatility of 24.81%. This indicates that CSWI experiences smaller price fluctuations and is considered to be less risky than LW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
8.61%
24.81%
CSWI
LW

Financials

CSWI vs. LW - Financials Comparison

This section allows you to compare key financial metrics between CSW Industrials, Inc. and Lamb Weston Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab