LW vs. FEAM

Last updated Jun 13, 2026

LW (Lamb Weston Holdings, Inc.) and FEAM (5E Advanced Materials Inc) are both stocks. LW operates in Packaged Foods (Consumer Defensive), while FEAM operates in Specialty Chemicals (Basic Materials). Over the past 3 years, LW returned -25.00%/yr vs -74.33%/yr for FEAM. At a 0.05 correlation, their price movements are largely independent.

Performance

LW vs. FEAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lamb Weston Holdings, Inc. (LW) and 5E Advanced Materials Inc (FEAM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LW achieves a 10.21% return, which is significantly higher than FEAM's -44.26% return.

LW

• 1D: 0.62%
• 1M: 3.00%
• YTD: 10.21%
• 6M: -22.62%
• 1Y: -14.70%
• 3Y*: -25.00%
• 5Y*: -9.85%
• 10Y*: —

FEAM

• 1D: 1.80%
• 1M: -11.92%
• YTD: -44.26%
• 6M: -55.50%
• 1Y: -57.90%
• 3Y*: -74.33%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LW vs. FEAM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LW Lamb Weston Holdings, Inc.	10.21%	-35.69%	-37.01%	22.32%	80.58%
FEAM 5E Advanced Materials Inc	-44.26%	-79.28%	-54.61%	-82.11%	-73.73%

Correlation

The correlation between LW and FEAM is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (All Time) Calculated using the full available price history since Mar 15, 2022	0.05

Fundamentals

Market Cap LW : $6.32B FEAM : $59.35M
EPS LW : $2.15 FEAM : -$1.76
PB Ratio LW : 3.46 FEAM : 0.81
Total Revenue (TTM) LW : $6.52B FEAM : $0.00
Gross Profit (TTM) LW : $1.34B FEAM : -$10.56M
EBITDA (TTM) LW : $893.90M FEAM : -$22.23M

Return for Risk

LW vs. FEAM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LW

LW Risk / Return Rank: 27
LW Sharpe Ratio Rank: 26
LW Sortino Ratio Rank: 26
LW Omega Ratio Rank: 25
LW Calmar Ratio Rank: 29
LW Martin Ratio Rank: 30

FEAM

FEAM Risk / Return Rank: 21
FEAM Sharpe Ratio Rank: 20
FEAM Sortino Ratio Rank: 25
FEAM Omega Ratio Rank: 25
FEAM Calmar Ratio Rank: 16
FEAM Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LW vs. FEAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lamb Weston Holdings, Inc. (LW) and 5E Advanced Materials Inc (FEAM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LW	FEAM	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	-0.51	+0.12
Sortino ratio: Return per unit of downside risk	-0.24	-0.30	+0.07
Omega ratio: Gain probability vs. loss probability	0.96	0.97	0.00
Calmar ratio: Return relative to maximum drawdown	-0.41	-0.70	+0.29
Martin ratio: Return relative to average drawdown	-0.71	-1.10	+0.39

LW vs. FEAM - Sharpe Ratio Comparison

The current LW Sharpe Ratio is -0.38, which is comparable to the FEAM Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of LW and FEAM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LW vs. FEAM - Drawdown Comparison

The maximum LW drawdown since its inception was -64.56%, smaller than the maximum FEAM drawdown of -99.84%. Use the drawdown chart below to compare losses from any high point for LW and FEAM.

Drawdown Indicators

	LW	FEAM	Difference
Max Drawdown Largest peak-to-trough decline	-64.56%	-99.84%	+35.28%
Max Drawdown (1Y) Largest decline over 1 year	-41.37%	-82.66%	+41.29%
Max Drawdown (3Y) Largest decline over 3 years	-64.56%	-98.85%	+34.29%
Max Drawdown (5Y) Largest decline over 5 years	-64.56%	—	—
Current Drawdown Current decline from peak	-57.84%	-99.78%	+41.94%
Average Drawdown Average peak-to-trough decline	-21.32%	-86.38%	+65.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.00%	52.56%	-28.56%

Volatility

LW vs. FEAM - Volatility Comparison

The current volatility for Lamb Weston Holdings, Inc. (LW) is 9.19%, while 5E Advanced Materials Inc (FEAM) has a volatility of 27.75%. This indicates that LW experiences smaller price fluctuations and is considered to be less risky than FEAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LW	FEAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.19%	27.75%	-18.56%
Volatility (6M) Calculated over the trailing 6-month period	38.28%	75.44%	-37.16%
Volatility (1Y) Calculated over the trailing 1-year period	44.27%	115.11%	-70.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.84%	109.76%	-71.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.87%	109.76%	-73.89%

Dividends

LW vs. FEAM - Dividend Comparison

LW's dividend yield for the trailing twelve months is around 3.31%, while FEAM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FEAM 5E Advanced Materials Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LW Lamb Weston Holdings, Inc.	3.31%	3.53%	2.15%	1.04%	1.10%	1.48%	1.17%	0.93%	1.04%	1.33%

Financials

Frequently Asked Questions

Can I hold both LW and FEAM in my portfolio?

LW and FEAM have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LW or FEAM?

FEAM has higher volatility (27.75%) compared to LW (9.19%). In terms of maximum drawdown, LW dropped -64.56% vs FEAM's -99.84%.

Which has better risk-adjusted returns?

LW currently has the higher Sharpe Ratio (-0.38 vs -0.51), 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.