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POST vs. LW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between POST and LW is 0.40, 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.


-0.50.00.51.00.4

Performance

POST vs. LW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Post Holdings, Inc. (POST) and Lamb Weston Holdings, Inc. (LW). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
147.53%
188.02%
POST
LW

Key characteristics

Sharpe Ratio

POST:

1.69

LW:

-0.57

Sortino Ratio

POST:

2.78

LW:

-0.47

Omega Ratio

POST:

1.32

LW:

0.90

Calmar Ratio

POST:

2.97

LW:

-0.48

Martin Ratio

POST:

9.73

LW:

-0.95

Ulcer Index

POST:

3.12%

LW:

27.16%

Daily Std Dev

POST:

17.93%

LW:

44.84%

Max Drawdown

POST:

-47.37%

LW:

-53.32%

Current Drawdown

POST:

-4.73%

LW:

-30.37%

Fundamentals

Market Cap

POST:

$6.73B

LW:

$11.72B

EPS

POST:

$5.65

LW:

$4.26

PE Ratio

POST:

20.47

LW:

19.30

PEG Ratio

POST:

1.19

LW:

2.77

Total Revenue (TTM)

POST:

$7.92B

LW:

$4.72B

Gross Profit (TTM)

POST:

$2.27B

LW:

$1.17B

EBITDA (TTM)

POST:

$1.28B

LW:

$852.70M

Returns By Period

In the year-to-date period, POST achieves a 30.60% return, which is significantly higher than LW's -26.27% return.


POST

YTD

30.60%

1M

5.97%

6M

12.77%

1Y

29.90%

5Y*

10.22%

10Y*

15.53%

LW

YTD

-26.27%

1M

1.82%

6M

-6.63%

1Y

-24.76%

5Y*

-0.45%

10Y*

N/A

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Risk-Adjusted Performance

POST vs. LW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Post Holdings, Inc. (POST) 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.


Sharpe ratio
The chart of Sharpe ratio for POST, currently valued at 1.69, compared to the broader market-4.00-2.000.002.001.69-0.57
The chart of Sortino ratio for POST, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.78-0.47
The chart of Omega ratio for POST, currently valued at 1.32, compared to the broader market0.501.001.502.001.320.90
The chart of Calmar ratio for POST, currently valued at 2.97, compared to the broader market0.002.004.006.002.97-0.48
The chart of Martin ratio for POST, currently valued at 9.73, compared to the broader market0.0010.0020.009.73-0.95
POST
LW

The current POST Sharpe Ratio is 1.69, which is higher than the LW Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of POST and LW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
1.69
-0.57
POST
LW

Dividends

POST vs. LW - Dividend Comparison

POST has not paid dividends to shareholders, while LW's dividend yield for the trailing twelve months is around 1.84%.


TTM2023202220212020201920182017
POST
Post Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LW
Lamb Weston Holdings, Inc.
1.84%1.04%1.10%1.48%1.17%0.93%1.04%1.33%

Drawdowns

POST vs. LW - Drawdown Comparison

The maximum POST drawdown since its inception was -47.37%, smaller than the maximum LW drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for POST and LW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.73%
-30.37%
POST
LW

Volatility

POST vs. LW - Volatility Comparison

The current volatility for Post Holdings, Inc. (POST) is 5.94%, while Lamb Weston Holdings, Inc. (LW) has a volatility of 10.71%. This indicates that POST experiences smaller price fluctuations and is considered to be less risky than LW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
5.94%
10.71%
POST
LW

Financials

POST vs. LW - Financials Comparison

This section allows you to compare key financial metrics between Post Holdings, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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