LW vs. XLP

Last updated Apr 2, 2026

Compare and contrast key facts about Lamb Weston Holdings, Inc. (LW) and State Street Consumer Staples Select Sector SPDR ETF (XLP).

XLP is a passively managed fund by State Street that tracks the performance of the S&P Consumer Staples Select Sector. It was launched on Dec 16, 1998.

Performance

LW vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lamb Weston Holdings, Inc. (LW) and State Street Consumer Staples Select Sector SPDR ETF (XLP). The values are adjusted to include any dividend payments, if applicable.

LW vs. XLP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LW Lamb Weston Holdings, Inc.	-7.37%	-35.69%	-37.01%	22.32%	42.89%	-18.40%	-7.23%	18.27%	31.81%	51.77%
XLP State Street Consumer Staples Select Sector SPDR ETF	5.46%	1.52%	12.20%	-0.82%	-0.81%	17.20%	10.11%	27.43%	-8.07%	12.98%

Returns By Period

In the year-to-date period, LW achieves a -7.37% return, which is significantly lower than XLP's 5.46% return.

LW

• 1D: -8.94%
• 1M: -17.74%
• YTD: -7.37%
• 6M: -37.05%
• 1Y: -25.78%
• 3Y*: -26.86%
• 5Y*: -11.66%
• 10Y*: —

XLP

• 1D: -0.63%
• 1M: -7.66%
• YTD: 5.46%
• 6M: 5.53%
• 1Y: 2.35%
• 3Y*: 5.77%
• 5Y*: 6.45%
• 10Y*: 7.10%

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

Return for Risk

LW vs. XLP — Risk / Return Rank

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

LW

LW Risk / Return Rank: 17
LW Sharpe Ratio Rank: 16
LW Sortino Ratio Rank: 18
LW Omega Ratio Rank: 17
LW Calmar Ratio Rank: 20
LW Martin Ratio Rank: 14

XLP

XLP Risk / Return Rank: 15
XLP Sharpe Ratio Rank: 15
XLP Sortino Ratio Rank: 15
XLP Omega Ratio Rank: 14
XLP Calmar Ratio Rank: 17
XLP Martin Ratio Rank: 16

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. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lamb Weston Holdings, Inc. (LW) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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	XLP	Difference
Sharpe ratio Return per unit of total volatility	-0.56	0.17	-0.73
Sortino ratio Return per unit of downside risk	-0.53	0.34	-0.87
Omega ratio Gain probability vs. loss probability	0.92	1.04	-0.12
Calmar ratio Return relative to maximum drawdown	-0.62	0.26	-0.88
Martin ratio Return relative to average drawdown	-1.34	0.62	-1.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LW vs. XLP - Sharpe Ratio Comparison

The current LW Sharpe Ratio is -0.56, which is lower than the XLP Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of LW and XLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LW	XLP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.56	0.17	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.31	0.49	-0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.43	-0.32

Correlation

The correlation between LW and XLP is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LW vs. XLP - Dividend Comparison

LW's dividend yield for the trailing twelve months is around 3.87%, more than XLP's 2.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LW Lamb Weston Holdings, Inc.	3.87%	3.53%	2.15%	1.04%	1.10%	1.48%	1.17%	0.93%	1.04%	1.33%	0.00%	0.00%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.67%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%

Drawdowns

LW vs. XLP - Drawdown Comparison

The maximum LW drawdown since its inception was -64.56%, which is greater than XLP's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for LW and XLP.

Drawdown Indicators

	LW	XLP	Difference
Max Drawdown Largest peak-to-trough decline	-64.56%	-35.90%	-28.66%
Max Drawdown (1Y) Largest decline over 1 year	-41.37%	-9.69%	-31.68%
Max Drawdown (5Y) Largest decline over 5 years	-64.56%	-16.30%	-48.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-24.51%	—
Current Drawdown Current decline from peak	-64.56%	-8.99%	-55.57%
Average Drawdown Average peak-to-trough decline	-20.49%	-7.06%	-13.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.26%	4.06%	+15.20%

Volatility

LW vs. XLP - Volatility Comparison

Lamb Weston Holdings, Inc. (LW) has a higher volatility of 13.95% compared to State Street Consumer Staples Select Sector SPDR ETF (XLP) at 3.86%. This indicates that LW's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LW	XLP	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.95%	3.86%	+10.09%
Volatility (6M) Calculated over the trailing 6-month period	37.83%	9.36%	+28.47%
Volatility (1Y) Calculated over the trailing 1-year period	45.91%	13.83%	+32.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.63%	13.14%	+24.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.94%	14.69%	+21.25%