LW vs. XLP
Compare and contrast key facts about Lamb Weston Holdings, Inc. (LW) and Consumer Staples Select Sector SPDR Fund (XLP).
XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LW or XLP.
Key characteristics
| LW | XLP | |
|---|---|---|
| YTD Return | -24.22% | 14.22% |
| 1Y Return | -14.78% | 19.83% |
| 3Y Return (Ann) | 14.16% | 6.22% |
| 5Y Return (Ann) | 1.26% | 8.50% |
| Sharpe Ratio | -0.30 | 1.98 |
| Sortino Ratio | -0.08 | 2.82 |
| Omega Ratio | 0.98 | 1.34 |
| Calmar Ratio | -0.24 | 1.90 |
| Martin Ratio | -0.50 | 12.55 |
| Ulcer Index | 25.68% | 1.61% |
| Daily Std Dev | 43.65% | 10.20% |
| Max Drawdown | -53.32% | -35.89% |
| Current Drawdown | -28.43% | -3.80% |
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.
Performance
LW vs. XLP - Performance Comparison
In the year-to-date period, LW achieves a -24.22% return, which is significantly lower than XLP's 14.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LW vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lamb Weston Holdings, Inc. (LW) and Consumer Staples Select Sector SPDR Fund (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.
Dividends
LW vs. XLP - Dividend Comparison
LW's dividend yield for the trailing twelve months is around 1.79%, less than XLP's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LW Lamb Weston Holdings, Inc. | 1.79% | 1.04% | 1.10% | 1.48% | 1.17% | 0.93% | 1.04% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% |
XLP Consumer Staples Select Sector SPDR Fund | 2.62% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
LW vs. XLP - Drawdown Comparison
The maximum LW drawdown since its inception was -53.32%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for LW and XLP. For additional features, visit the drawdowns tool.
Volatility
LW vs. XLP - Volatility Comparison
Lamb Weston Holdings, Inc. (LW) has a higher volatility of 10.71% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.95%. 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.