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LW vs. TAYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LW vs. TAYD - Performance Comparison

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

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Returns By Period

In the year-to-date period, LW achieves a 3.41% return, which is significantly higher than TAYD's -6.24% return.


LW

1D
1.09%
1M
1.36%
YTD
3.41%
6M
-27.23%
1Y
-21.23%
3Y*
-26.27%
5Y*
-10.73%
10Y*

TAYD

1D
3.36%
1M
5.48%
YTD
-6.24%
6M
13.01%
1Y
49.71%
3Y*
40.58%
5Y*
35.50%
10Y*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LW vs. TAYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TAYD
Taylor Devices, Inc.
-6.24%40.46%88.07%55.95%29.91%4.33%-0.38%-13.71%-9.24%-11.71%

Correlation

The correlation between LW and TAYD is 0.06, 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

0.06

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 Nov 11, 2016

0.06

Fundamentals

EPS

LW:

$2.15

TAYD:

$4.95

PE Ratio

LW:

19.79

TAYD:

11.07

PEG Ratio

LW:

0.27

TAYD:

0.12

PS Ratio

LW:

0.91

TAYD:

3.10

Total Revenue (TTM)

LW:

$6.52B

TAYD:

$37.08M

Gross Profit (TTM)

LW:

$1.34B

TAYD:

$21.95M

EBITDA (TTM)

LW:

$893.90M

TAYD:

$13.00M

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Return for Risk

LW vs. TAYD — Risk / Return Rank

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

LW
LW Risk / Return Rank: 2323
Overall Rank
LW Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LW Sortino Ratio Rank: 2323
Sortino Ratio Rank
LW Omega Ratio Rank: 2121
Omega Ratio Rank
LW Calmar Ratio Rank: 2424
Calmar Ratio Rank
LW Martin Ratio Rank: 2525
Martin Ratio Rank

TAYD
TAYD Risk / Return Rank: 6666
Overall Rank
TAYD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TAYD Sortino Ratio Rank: 6565
Sortino Ratio Rank
TAYD Omega Ratio Rank: 6666
Omega Ratio Rank
TAYD Calmar Ratio Rank: 6565
Calmar Ratio Rank
TAYD Martin Ratio Rank: 6565
Martin Ratio Rank
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. TAYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lamb Weston Holdings, Inc. (LW) and Taylor Devices, Inc. (TAYD). 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.


LWTAYDDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

0.94

1.19

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.52

1.11

-1.62

Martin ratioReturn relative to average drawdown

-0.90

2.56

-3.46

LW vs. TAYD - Sharpe Ratio Comparison

The current LW Sharpe Ratio is -0.48, which is lower than the TAYD Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of LW and TAYD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LWTAYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

0.86

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.67

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.13

+0.01

Drawdowns

LW vs. TAYD - Drawdown Comparison

The maximum LW drawdown since its inception was -64.56%, smaller than the maximum TAYD drawdown of -74.52%. Use the drawdown chart below to compare losses from any high point for LW and TAYD.


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Drawdown Indicators


LWTAYDDifference

Max Drawdown

Largest peak-to-trough decline

-64.56%

-74.52%

+9.96%

Max Drawdown (1Y)

Largest decline over 1 year

-41.37%

-45.06%

+3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-64.56%

-52.65%

-11.91%

Max Drawdown (5Y)

Largest decline over 5 years

-64.56%

-52.65%

-11.91%

Max Drawdown (10Y)

Largest decline over 10 years

-66.49%

Current Drawdown

Current decline from peak

-60.44%

-39.07%

-21.37%

Average Drawdown

Average peak-to-trough decline

-21.26%

-37.29%

+16.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.67%

19.47%

+4.20%

Volatility

LW vs. TAYD - Volatility Comparison

The current volatility for Lamb Weston Holdings, Inc. (LW) is 10.14%, while Taylor Devices, Inc. (TAYD) has a volatility of 10.68%. This indicates that LW experiences smaller price fluctuations and is considered to be less risky than TAYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LWTAYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

10.68%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

38.17%

45.11%

-6.94%

Volatility (1Y)

Calculated over the trailing 1-year period

44.22%

58.53%

-14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.84%

53.12%

-15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.85%

46.24%

-10.39%

Dividends

LW vs. TAYD - Dividend Comparison

LW's dividend yield for the trailing twelve months is around 3.52%, while TAYD has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
TAYD
Taylor Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LW vs. TAYD - Financials Comparison

This section allows you to compare key financial metrics between Lamb Weston Holdings, Inc. and Taylor Devices, 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


0.00500.00M1.00B1.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.56B
0
(LW) Total Revenue
(TAYD) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LW and TAYD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAYD has higher volatility (10.68%) compared to LW (10.14%). In terms of maximum drawdown, LW dropped -64.56% vs TAYD's -74.52%.

TAYD currently has the higher Sharpe Ratio (0.86 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.

Portfolio Optimizer

Find the right allocation for LW and TAYD

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