NEOV vs. LW
NEOV (NeoVolta Inc. Common Stock) and LW (Lamb Weston Holdings, Inc.) are both stocks. NEOV operates in Electrical Equipment & Parts (Industrials), while LW operates in Packaged Foods (Consumer Defensive). Over the past 5 years, NEOV returned -22.17%/yr vs -10.73%/yr for LW. At a 0.06 correlation, their price movements are largely independent.
Performance
NEOV vs. LW - Performance Comparison
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Returns By Period
In the year-to-date period, NEOV achieves a -35.20% return, which is significantly lower than LW's 3.41% return.
NEOV
- 1D
- 0.51%
- 1M
- -25.38%
- YTD
- -35.20%
- 6M
- -43.39%
- 1Y
- -35.62%
- 3Y*
- -13.27%
- 5Y*
- -22.17%
- 10Y*
- —
LW
- 1D
- 1.09%
- 1M
- 1.36%
- YTD
- 3.41%
- 6M
- -27.23%
- 1Y
- -21.23%
- 3Y*
- -26.27%
- 5Y*
- -10.73%
- 10Y*
- —
NEOV vs. LW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NEOV NeoVolta Inc. Common Stock | -35.20% | -41.65% | 225.62% | -42.65% | -60.20% | 60.78% | 237.98% |
LW Lamb Weston Holdings, Inc. | 3.41% | -35.69% | -37.01% | 22.32% | 42.89% | -18.40% | 40.93% |
Correlation
The correlation between NEOV and LW is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.06 |
The correlation between NEOV and LW shifts across timeframes, from -0.03 (1 year) to 0.07 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
NEOV:
$79.17M
LW:
$5.93B
NEOV:
-$0.32
LW:
$2.15
NEOV:
4.40
LW:
0.91
NEOV:
3.57
LW:
3.25
NEOV:
$16.05M
LW:
$6.52B
NEOV:
$3.74M
LW:
$1.34B
NEOV:
-$9.07M
LW:
$893.90M
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Return for Risk
NEOV vs. LW — Risk / Return Rank
NEOV
LW
NEOV vs. LW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NeoVolta Inc. Common Stock (NEOV) and Lamb Weston Holdings, Inc. (LW). 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.
| NEOV | LW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.94 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.52 | +0.03 |
| Martin ratioReturn relative to average drawdown | -1.00 | -0.90 | -0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEOV | LW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | -0.48 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | -0.29 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.15 | -0.06 |
Drawdowns
NEOV vs. LW - Drawdown Comparison
The maximum NEOV drawdown since its inception was -90.38%, which is greater than LW's maximum drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for NEOV and LW.
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Drawdown Indicators
| NEOV | LW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.38% | -64.56% | -25.82% |
Max Drawdown (1Y)Largest decline over 1 year | -73.60% | -41.37% | -32.23% |
Max Drawdown (3Y)Largest decline over 3 years | -84.32% | -64.56% | -19.76% |
Max Drawdown (5Y)Largest decline over 5 years | -90.38% | -64.56% | -25.82% |
Current DrawdownCurrent decline from peak | -72.52% | -60.44% | -12.08% |
Average DrawdownAverage peak-to-trough decline | -38.92% | -21.26% | -17.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.68% | 23.67% | +12.01% |
Volatility
NEOV vs. LW - Volatility Comparison
NeoVolta Inc. Common Stock (NEOV) has a higher volatility of 71.79% compared to Lamb Weston Holdings, Inc. (LW) at 10.14%. This indicates that NEOV's price experiences larger fluctuations and is considered to be riskier than LW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEOV | LW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 71.79% | 10.14% | +61.65% |
Volatility (6M)Calculated over the trailing 6-month period | 102.83% | 38.17% | +64.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 121.65% | 44.22% | +77.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.71% | 37.84% | +55.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.56% | 35.85% | +50.71% |
Dividends
NEOV vs. LW - Dividend Comparison
NEOV has not paid dividends to shareholders, while LW's dividend yield for the trailing twelve months is around 3.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LW Lamb Weston Holdings, Inc. | 3.52% | 3.53% | 2.15% | 1.04% | 1.10% | 1.48% | 1.17% | 0.93% | 1.04% | 1.33% |
NEOV NeoVolta Inc. Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
NEOV vs. LW - Financials Comparison
This section allows you to compare key financial metrics between NeoVolta Inc. Common Stock and Lamb Weston Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NEOV and LW have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEOV has higher volatility (71.79%) compared to LW (10.14%). In terms of maximum drawdown, NEOV dropped -90.38% vs LW's -64.56%.
NEOV currently has the higher Sharpe Ratio (-0.29 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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