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LWAY vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LWAY and FZROX is 0.21, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Lifeway Foods, Inc. (LWAY) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LWAY:

-0.16

FZROX:

0.48

Sortino Ratio

LWAY:

0.46

FZROX:

0.83

Omega Ratio

LWAY:

1.06

FZROX:

1.12

Calmar Ratio

LWAY:

-0.10

FZROX:

0.51

Martin Ratio

LWAY:

-0.21

FZROX:

1.95

Ulcer Index

LWAY:

29.53%

FZROX:

5.08%

Daily Std Dev

LWAY:

73.89%

FZROX:

19.72%

Max Drawdown

LWAY:

-93.15%

FZROX:

-34.96%

Current Drawdown

LWAY:

-11.57%

FZROX:

-7.93%

Returns By Period

In the year-to-date period, LWAY achieves a -2.62% return, which is significantly higher than FZROX's -3.68% return.


LWAY

YTD

-2.62%

1M

3.12%

6M

4.73%

1Y

-11.57%

5Y*

55.97%

10Y*

2.17%

FZROX

YTD

-3.68%

1M

4.20%

6M

-5.57%

1Y

9.37%

5Y*

15.40%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

LWAY vs. FZROX — Risk-Adjusted Performance Rank

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

LWAY
The Risk-Adjusted Performance Rank of LWAY is 4747
Overall Rank
The Sharpe Ratio Rank of LWAY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of LWAY is 5151
Sortino Ratio Rank
The Omega Ratio Rank of LWAY is 5050
Omega Ratio Rank
The Calmar Ratio Rank of LWAY is 4545
Calmar Ratio Rank
The Martin Ratio Rank of LWAY is 4747
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 5959
Overall Rank
The Sharpe Ratio Rank of FZROX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current LWAY Sharpe Ratio is -0.16, which is lower than the FZROX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of LWAY and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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 1.20%.


TTM2024202320222021202020192018
LWAY
Lifeway Foods, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.20%1.16%1.36%1.57%1.25%1.27%1.51%0.74%

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.


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Volatility

LWAY vs. FZROX - Volatility Comparison


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