CSWI vs. LW

In the year-to-date period, CSWI achieves a -11.40% return, which is significantly higher than LW's -21.81% return.

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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.

The current CSWI Sharpe Ratio is 0.82, which is higher than the LW Sharpe Ratio of -0.74. 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.

CSWI's dividend yield for the trailing twelve months is around 0.31%, less than LW's 2.79% yield.

The maximum CSWI drawdown since its inception was -41.08%, smaller than the maximum LW drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for CSWI and LW. For additional features, visit the drawdowns tool.

CSW Industrials, Inc. (CSWI) has a higher volatility of 20.34% compared to Lamb Weston Holdings, Inc. (LW) at 15.91%. This indicates that CSWI's price experiences larger fluctuations and is considered to be riskier than LW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.