SANW vs. LWAY

Last updated Apr 1, 2026

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

Performance

SANW vs. LWAY - Performance Comparison

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

SANW vs. LWAY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
LWAY Lifeway Foods, Inc.	-20.18%	-2.30%	84.94%	141.62%	20.65%	-14.97%	171.86%	5.85%	-76.50%	-30.50%

Fundamentals

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

Returns By Period

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

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%

LWAY

• 1D: 5.28%
• 1M: -12.73%
• YTD: -20.18%
• 6M: -30.33%
• 1Y: -20.90%
• 3Y*: 47.39%
• 5Y*: 28.78%
• 10Y*: 6.24%

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

Return for Risk

SANW vs. LWAY — Risk / Return Rank

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

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

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

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.

SANW vs. LWAY - Risk-Adjusted Trends Comparison

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

	SANW	LWAY	Difference
Sharpe ratio Return per unit of total volatility	-0.10	-0.54	+0.44
Sortino ratio Return per unit of downside risk	6.16	-0.51	+6.67
Omega ratio Gain probability vs. loss probability	2.01	0.93	+1.08
Calmar ratio Return relative to maximum drawdown	-0.98	-0.45	-0.54
Martin ratio Return relative to average drawdown	-1.18	-0.89	-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.

SANW vs. LWAY - Sharpe Ratio Comparison

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

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

Correlation

The correlation between SANW and LWAY 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

SANW vs. LWAY - Dividend Comparison

Neither SANW nor LWAY has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SANW vs. LWAY - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

SANW vs. LWAY - Volatility Comparison

S&W Seed Company (SANW) has a higher volatility of 174.14% compared to Lifeway Foods, Inc. (LWAY) at 13.26%. This indicates that SANW's price experiences larger fluctuations and is considered to be riskier than LWAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

Financials