LWAY vs. FZROX
Compare and contrast key facts about Lifeway Foods, Inc. (LWAY) and Fidelity ZERO Total Market Index Fund (FZROX).
FZROX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LWAY or FZROX.
Key characteristics
| LWAY | FZROX | |
|---|---|---|
| YTD Return | 66.96% | 25.39% |
| 1Y Return | 53.36% | 34.14% |
| 3Y Return (Ann) | 60.07% | 8.75% |
| 5Y Return (Ann) | 61.81% | 15.09% |
| Sharpe Ratio | 0.78 | 2.75 |
| Sortino Ratio | 1.90 | 3.67 |
| Omega Ratio | 1.24 | 1.51 |
| Calmar Ratio | 1.19 | 4.01 |
| Martin Ratio | 2.29 | 17.57 |
| Ulcer Index | 31.49% | 1.96% |
| Daily Std Dev | 92.93% | 12.50% |
| Max Drawdown | -93.15% | -34.96% |
| Current Drawdown | -18.02% | -1.09% |
Correlation
The correlation between LWAY and FZROX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LWAY vs. FZROX - Performance Comparison
In the year-to-date period, LWAY achieves a 66.96% return, which is significantly higher than FZROX's 25.39% 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
LWAY vs. FZROX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lifeway Foods, Inc. (LWAY) and Fidelity ZERO Total Market Index Fund (FZROX). 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
LWAY vs. FZROX - Dividend Comparison
LWAY has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LWAY Lifeway Foods, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.50% |
FZROX Fidelity ZERO Total Market Index Fund | 1.08% | 1.36% | 1.57% | 1.08% | 1.27% | 1.45% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LWAY vs. FZROX - Drawdown Comparison
The maximum LWAY drawdown since its inception was -93.15%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for LWAY and FZROX. For additional features, visit the drawdowns tool.
Volatility
LWAY vs. FZROX - Volatility Comparison
Lifeway Foods, Inc. (LWAY) has a higher volatility of 13.04% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 3.99%. This indicates that LWAY's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.