LW vs. TAYD
LW (Lamb Weston Holdings, Inc.) and TAYD (Taylor Devices, Inc.) are both stocks. LW operates in Packaged Foods (Consumer Defensive), while TAYD operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, LW returned -10.73%/yr vs 35.50%/yr for TAYD. At a 0.06 correlation, their price movements are largely independent.
Performance
LW vs. TAYD - 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 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%
LW vs. TAYD - 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% |
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
LW:
$2.15
TAYD:
$4.95
LW:
19.79
TAYD:
11.07
LW:
0.27
TAYD:
0.12
LW:
0.91
TAYD:
3.10
LW:
$6.52B
TAYD:
$37.08M
LW:
$1.34B
TAYD:
$21.95M
LW:
$893.90M
TAYD:
$13.00M
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Return for Risk
LW vs. TAYD — Risk / Return Rank
LW
TAYD
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.
| LW | TAYD | Difference | |
|---|---|---|---|
| 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 |
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 | TAYD | Difference | |
|---|---|---|---|
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
| LW | TAYD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -60.44% | -39.07% | -21.37% |
Average DrawdownAverage peak-to-trough decline | -21.26% | -37.29% | +16.03% |
Ulcer IndexDepth 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
| LW | TAYD | Difference | |
|---|---|---|---|
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.
| 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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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