LW vs. NEOV
LW (Lamb Weston Holdings, Inc.) and NEOV (NeoVolta Inc. Common Stock) are both stocks. LW operates in Packaged Foods (Consumer Defensive), while NEOV operates in Electrical Equipment & Parts (Industrials). Over the past 5 years, LW returned -10.73%/yr vs -22.17%/yr for NEOV. At a 0.06 correlation, their price movements are largely independent.
Performance
LW vs. NEOV - 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 NEOV's -35.20% return.
LW
- 1D
- 1.09%
- 1M
- 1.36%
- YTD
- 3.41%
- 6M
- -27.23%
- 1Y
- -21.23%
- 3Y*
- -26.27%
- 5Y*
- -10.73%
- 10Y*
- —
NEOV
- 1D
- 0.51%
- 1M
- -25.38%
- YTD
- -35.20%
- 6M
- -43.39%
- 1Y
- -35.62%
- 3Y*
- -13.27%
- 5Y*
- -22.17%
- 10Y*
- —
LW vs. NEOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LW Lamb Weston Holdings, Inc. | 3.41% | -35.69% | -37.01% | 22.32% | 42.89% | -18.40% | 40.93% |
NEOV NeoVolta Inc. Common Stock | -35.20% | -41.65% | 225.62% | -42.65% | -60.20% | 60.78% | 237.98% |
Correlation
The correlation between LW and NEOV is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.06 |
The correlation between LW and NEOV shifts across timeframes, from -0.03 (1 year) to 0.07 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
LW:
$5.93B
NEOV:
$79.17M
LW:
$2.15
NEOV:
-$0.32
LW:
0.91
NEOV:
4.40
LW:
3.25
NEOV:
3.57
LW:
$6.52B
NEOV:
$16.05M
LW:
$1.34B
NEOV:
$3.74M
LW:
$893.90M
NEOV:
-$9.07M
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Return for Risk
LW vs. NEOV — Risk / Return Rank
LW
NEOV
LW vs. NEOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lamb Weston Holdings, Inc. (LW) and NeoVolta Inc. Common Stock (NEOV). 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 | NEOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.05 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.49 | -0.03 |
| Martin ratioReturn relative to average drawdown | -0.90 | -1.00 | +0.10 |
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 | NEOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.29 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | -0.24 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.08 | +0.06 |
Drawdowns
LW vs. NEOV - Drawdown Comparison
The maximum LW drawdown since its inception was -64.56%, smaller than the maximum NEOV drawdown of -90.38%. Use the drawdown chart below to compare losses from any high point for LW and NEOV.
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Drawdown Indicators
| LW | NEOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.56% | -90.38% | +25.82% |
Max Drawdown (1Y)Largest decline over 1 year | -41.37% | -73.60% | +32.23% |
Max Drawdown (3Y)Largest decline over 3 years | -64.56% | -84.32% | +19.76% |
Max Drawdown (5Y)Largest decline over 5 years | -64.56% | -90.38% | +25.82% |
Current DrawdownCurrent decline from peak | -60.44% | -72.52% | +12.08% |
Average DrawdownAverage peak-to-trough decline | -21.26% | -38.92% | +17.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.67% | 35.68% | -12.01% |
Volatility
LW vs. NEOV - Volatility Comparison
The current volatility for Lamb Weston Holdings, Inc. (LW) is 10.14%, while NeoVolta Inc. Common Stock (NEOV) has a volatility of 71.79%. This indicates that LW experiences smaller price fluctuations and is considered to be less risky than NEOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LW | NEOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.14% | 71.79% | -61.65% |
Volatility (6M)Calculated over the trailing 6-month period | 38.17% | 102.83% | -64.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.22% | 121.65% | -77.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.84% | 93.71% | -55.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.85% | 86.56% | -50.71% |
Dividends
LW vs. NEOV - Dividend Comparison
LW's dividend yield for the trailing twelve months is around 3.52%, while NEOV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEOV NeoVolta Inc. Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LW vs. NEOV - Financials Comparison
This section allows you to compare key financial metrics between Lamb Weston Holdings, Inc. and NeoVolta Inc. Common Stock. 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
Frequently Asked Questions
LW and NEOV have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEOV has higher volatility (71.79%) compared to LW (10.14%). In terms of maximum drawdown, LW dropped -64.56% vs NEOV's -90.38%.
NEOV currently has the higher Sharpe Ratio (-0.29 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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