LWAY vs. SANW

Last updated Apr 1, 2026

Compare and contrast key facts about Lifeway Foods, Inc. (LWAY) and S&W Seed Company (SANW).

Performance

LWAY vs. SANW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lifeway Foods, Inc. (LWAY) and S&W Seed Company (SANW). The values are adjusted to include any dividend payments, if applicable.

LWAY vs. SANW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LWAY Lifeway Foods, Inc.	-20.18%	-2.30%	84.94%	141.62%	20.65%	-14.97%	171.86%	5.85%	-76.50%	-30.50%
SANW S&W Seed Company	10.00%	-98.75%	-39.92%	-53.02%	-45.42%	-6.83%	39.52%	16.02%	-53.59%	-15.22%

Fundamentals

Total Revenue (TTM) LWAY : $212.50M SANW : $37.76M
Gross Profit (TTM) LWAY : $58.21M SANW : $7.89M
EBITDA (TTM) LWAY : $22.74M SANW : -$14.24M

Returns By Period

In the year-to-date period, LWAY achieves a -20.18% return, which is significantly lower than SANW's 10.00% return. Over the past 10 years, LWAY has outperformed SANW with an annualized return of 6.24%, while SANW has yielded a comparatively lower -48.26% annualized return.

LWAY

• 1D: 5.28%
• 1M: -12.29%
• YTD: -20.18%
• 6M: -26.77%
• 1Y: -21.65%
• 3Y*: 47.39%
• 5Y*: 28.78%
• 10Y*: 6.24%

SANW

• 1D: 0.00%
• 1M: 447.26%
• YTD: 10.00%
• 6M: -68.57%
• 1Y: -98.42%
• 3Y*: -84.12%
• 5Y*: -72.56%
• 10Y*: -48.26%

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

Return for Risk

LWAY vs. SANW — Risk / Return Rank

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

LWAY

LWAY Risk / Return Rank: 22
LWAY Sharpe Ratio Rank: 18
LWAY Sortino Ratio Rank: 19
LWAY Omega Ratio Rank: 18
LWAY Calmar Ratio Rank: 28
LWAY Martin Ratio Rank: 27

SANW

SANW Risk / Return Rank: 51
SANW Sharpe Ratio Rank: 37
SANW Sortino Ratio Rank: 99
SANW Omega Ratio Rank: 99
SANW Calmar Ratio Rank: 3
SANW Martin Ratio Rank: 19

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.

LWAY vs. SANW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lifeway Foods, Inc. (LWAY) and S&W Seed Company (SANW). 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.

	LWAY	SANW	Difference
Sharpe ratio Return per unit of total volatility	-0.54	-0.10	-0.44
Sortino ratio Return per unit of downside risk	-0.51	6.16	-6.67
Omega ratio Gain probability vs. loss probability	0.93	2.01	-1.08
Calmar ratio Return relative to maximum drawdown	-0.45	-0.98	+0.54
Martin ratio Return relative to average drawdown	-0.89	-1.18	+0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LWAY vs. SANW - Sharpe Ratio Comparison

The current LWAY Sharpe Ratio is -0.54, which is lower than the SANW Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of LWAY and SANW, 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

	LWAY	SANW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	-0.10	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	-0.15	+0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	-0.14	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	-0.13	+0.29

Correlation

The correlation between LWAY and SANW is 0.07, 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.

Dividends

LWAY vs. SANW - Dividend Comparison

Neither LWAY nor SANW has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LWAY vs. SANW - Drawdown Comparison

The maximum LWAY drawdown since its inception was -93.15%, smaller than the maximum SANW drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for LWAY and SANW.

Drawdown Indicators

	LWAY	SANW	Difference
Max Drawdown Largest peak-to-trough decline	-93.15%	-100.00%	+6.85%
Max Drawdown (1Y) Largest decline over 1 year	-47.37%	-99.98%	+52.61%
Max Drawdown (5Y) Largest decline over 5 years	-60.45%	-100.00%	+39.55%
Max Drawdown (10Y) Largest decline over 10 years	-91.85%	-100.00%	+8.15%
Current Drawdown Current decline from peak	-42.81%	-99.95%	+57.14%
Average Drawdown Average peak-to-trough decline	-44.22%	-62.09%	+17.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.67%	83.55%	-59.88%

Volatility

LWAY vs. SANW - Volatility Comparison

The current volatility for Lifeway Foods, Inc. (LWAY) is 13.26%, while S&W Seed Company (SANW) has a volatility of 174.14%. This indicates that LWAY experiences smaller price fluctuations and is considered to be less risky than SANW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LWAY	SANW	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.26%	174.14%	-160.88%
Volatility (6M) Calculated over the trailing 6-month period	23.63%	554.25%	-530.62%
Volatility (1Y) Calculated over the trailing 1-year period	38.90%	1,034.16%	-995.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.91%	470.77%	-403.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.23%	334.97%	-266.74%

Financials