LW vs. EL
LW (Lamb Weston Holdings, Inc.) and EL (The Estee Lauder Companies Inc.) are both stocks. Both are in the Consumer Defensive sector — LW in Packaged Foods, EL in Household & Personal Products. Over the past 5 years, LW returned -10.73%/yr vs -21.07%/yr for EL. At a 0.31 correlation, their price movements are largely independent.
Performance
LW vs. EL - Performance Comparison
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Returns By Period
In the year-to-date period, LW achieves a 3.41% return, which is significantly higher than EL's -18.61% return.
LW
- 1D
- 1.09%
- 1M
- 1.36%
- YTD
- 3.41%
- 6M
- -27.23%
- 1Y
- -21.23%
- 3Y*
- -26.27%
- 5Y*
- -10.73%
- 10Y*
- —
EL
- 1D
- 1.38%
- 1M
- -1.43%
- YTD
- -18.61%
- 6M
- -17.07%
- 1Y
- 25.45%
- 3Y*
- -20.26%
- 5Y*
- -21.07%
- 10Y*
- 0.50%
LW vs. EL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LW Lamb Weston Holdings, Inc. | 3.41% | -35.69% | -37.01% | 22.32% | 42.89% | -18.40% | -7.23% | 18.27% | 31.81% | 51.77% |
EL The Estee Lauder Companies Inc. | -18.61% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
Correlation
The correlation between LW and EL is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2016 | 0.31 |
Fundamentals
LW:
$5.93B
EL:
$30.93B
LW:
$2.15
EL:
-$0.68
LW:
0.91
EL:
2.07
LW:
3.25
EL:
7.75
LW:
$6.52B
EL:
$14.84B
LW:
$1.34B
EL:
$11.09B
LW:
$893.90M
EL:
$1.30B
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Return for Risk
LW vs. EL — Risk / Return Rank
LW
EL
LW vs. EL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lamb Weston Holdings, Inc. (LW) and The Estee Lauder Companies Inc. (EL). 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.
| LW | EL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.14 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.59 | -1.10 |
| Martin ratioReturn relative to average drawdown | -0.90 | 1.43 | -2.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LW | EL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 0.53 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | -0.49 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.28 | -0.13 |
Drawdowns
LW vs. EL - Drawdown Comparison
The maximum LW drawdown since its inception was -64.56%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for LW and EL.
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Drawdown Indicators
| LW | EL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.56% | -85.82% | +21.26% |
Max Drawdown (1Y)Largest decline over 1 year | -41.37% | -43.62% | +2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -64.56% | -74.55% | +9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -64.56% | -85.82% | +21.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -85.82% | — |
Current DrawdownCurrent decline from peak | -60.44% | -75.54% | +15.10% |
Average DrawdownAverage peak-to-trough decline | -21.26% | -20.71% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.67% | 17.82% | +5.85% |
Volatility
LW vs. EL - Volatility Comparison
The current volatility for Lamb Weston Holdings, Inc. (LW) is 10.14%, while The Estee Lauder Companies Inc. (EL) has a volatility of 16.50%. This indicates that LW experiences smaller price fluctuations and is considered to be less risky than EL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LW | EL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.14% | 16.50% | -6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 38.17% | 38.95% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.22% | 48.27% | -4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.84% | 43.32% | -5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.85% | 36.58% | -0.73% |
Dividends
LW vs. EL - Dividend Comparison
LW's dividend yield for the trailing twelve months is around 3.52%, more than EL's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | 1.65% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
LW Lamb Weston Holdings, Inc. | 3.52% | 3.53% | 2.15% | 1.04% | 1.10% | 1.48% | 1.17% | 0.93% | 1.04% | 1.33% | 0.00% | 0.00% |
Financials
LW vs. EL - Financials Comparison
This section allows you to compare key financial metrics between Lamb Weston Holdings, Inc. and The Estee Lauder Companies 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.
Total Revenue: Total amount of money received from sales and other business activities
LW vs. EL - Profitability Comparison
LW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lamb Weston Holdings, Inc. reported a gross profit of 331.60M and revenue of 1.56B. Therefore, the gross margin over that period was 21.2%.
EL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a gross profit of 2.84B and revenue of 3.71B. Therefore, the gross margin over that period was 76.4%.
LW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lamb Weston Holdings, Inc. reported an operating income of 126.60M and revenue of 1.56B, resulting in an operating margin of 8.1%.
EL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported an operating income of 249.00M and revenue of 3.71B, resulting in an operating margin of 6.7%.
LW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lamb Weston Holdings, Inc. reported a net income of 54.00M and revenue of 1.56B, resulting in a net margin of 3.5%.
EL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a net income of 89.00M and revenue of 3.71B, resulting in a net margin of 2.4%.
Frequently Asked Questions
LW and EL have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EL has higher volatility (16.50%) compared to LW (10.14%). In terms of maximum drawdown, LW dropped -64.56% vs EL's -85.82%.
EL currently has the higher Sharpe Ratio (0.53 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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