TSGTY vs. LWAY
TSGTY (Tsingtao Brewery Co Ltd) and LWAY (Lifeway Foods, Inc.) are both stocks. Both are in the Consumer Defensive sector — TSGTY in Beverages - Brewers, LWAY in Packaged Foods. Over the past 10 years, TSGTY returned 7.41%/yr vs 11.61%/yr for LWAY. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
TSGTY vs. LWAY - Performance Comparison
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Returns By Period
In the year-to-date period, TSGTY achieves a -5.10% return, which is significantly lower than LWAY's 22.91% return. Over the past 10 years, TSGTY has underperformed LWAY with an annualized return of 7.41%, while LWAY has yielded a comparatively higher 11.61% annualized return.
TSGTY
- 1D
- 0.00%
- 1M
- -1.44%
- 6M
- -11.39%
- YTD
- -5.10%
- 1Y
- -8.82%
- 3Y*
- -8.96%
- 5Y*
- -2.35%
- 10Y*
- 7.41%
- ALL TIME*
- 2.58%
LWAY
- 1D
- -3.84%
- 1M
- 1.12%
- 6M
- 35.18%
- YTD
- 22.91%
- 1Y
- 18.08%
- 3Y*
- 66.86%
- 5Y*
- 36.22%
- 10Y*
- 11.61%
- ALL TIME*
- 12.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.30M | $5.13M | $4.93M | |
| $829.57 | $3.34K | $4.76K |
TSGTY vs. LWAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSGTY Tsingtao Brewery Co Ltd | -5.10% | -7.82% | 9.35% | -30.01% | 8.97% | -8.59% | 57.13% | 59.57% | -16.15% | 38.00% |
LWAY Lifeway Foods, Inc. | 22.91% | -2.30% | 84.94% | 141.62% | 20.65% | -14.97% | 171.86% | 5.85% | -76.50% | -30.50% |
Correlation
The correlation between TSGTY and LWAY is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.07 |
Fundamentals
TSGTY:
$9.21B
LWAY:
$455.09M
TSGTY:
CN¥17.11
LWAY:
$1.45
TSGTY:
11.21
LWAY:
20.52
TSGTY:
0.72
LWAY:
0.07
TSGTY:
1.63
LWAY:
1.34
TSGTY:
CN¥32.16B
LWAY:
$229.42M
TSGTY:
CN¥13.49B
LWAY:
$65.44M
TSGTY:
CN¥6.19B
LWAY:
$24.15M
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Return for Risk
TSGTY vs. LWAY — Risk / Return Rank
TSGTY
LWAY
TSGTY vs. LWAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tsingtao Brewery Co Ltd (TSGTY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSGTY | LWAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.12 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.38 | -0.75 |
| Martin ratioReturn relative to average drawdown | -0.80 | 0.68 | -1.47 |
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Drawdowns
TSGTY vs. LWAY - Drawdown Comparison
The maximum TSGTY drawdown since its inception was -80.53%, smaller than the maximum LWAY drawdown of -93.15%. Use the drawdown chart below to compare losses from any high point for TSGTY and LWAY.
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Drawdown Indicators
| TSGTY | LWAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.53% | -93.15% | +12.62% |
Max Drawdown (1Y)Largest decline over 1 year | -24.06% | -47.37% | +23.31% |
Max Drawdown (3Y)Largest decline over 3 years | -38.46% | -60.45% | +21.99% |
Max Drawdown (5Y)Largest decline over 5 years | -49.03% | -60.45% | +11.42% |
Max Drawdown (10Y)Largest decline over 10 years | -50.02% | -91.85% | +41.83% |
Current DrawdownCurrent decline from peak | -57.06% | -11.95% | -45.11% |
Average DrawdownAverage peak-to-trough decline | -41.21% | -43.96% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.19% | 26.79% | -15.60% |
Volatility
TSGTY vs. LWAY - Volatility Comparison
The current volatility for Tsingtao Brewery Co Ltd (TSGTY) is 2.17%, while Lifeway Foods, Inc. (LWAY) has a volatility of 11.12%. This indicates that TSGTY experiences smaller price fluctuations and is considered to be less risky than LWAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSGTY | LWAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 11.12% | -8.95% |
Volatility (6M)Calculated over the trailing 6-month period | 27.94% | 32.52% | -4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.44% | 45.75% | -5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.49% | 66.35% | -20.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.46% | 68.47% | -25.01% |
Dividends
TSGTY vs. LWAY - Dividend Comparison
TSGTY's dividend yield for the trailing twelve months is around 6.09%, while LWAY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LWAY Lifeway Foods, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSGTY Tsingtao Brewery Co Ltd | 6.09% | 4.72% | 3.83% | 3.68% | 1.63% | 1.23% | 0.63% | 0.88% | 1.30% | 0.83% | 1.32% | 3.26% |
Financials
TSGTY vs. LWAY - Financials Comparison
This section allows you to compare key financial metrics between Tsingtao Brewery Co Ltd and Lifeway Foods, 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
TSGTY vs. LWAY - Profitability Comparison
TSGTY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported a gross profit of 4.37B and revenue of 10.22B. Therefore, the gross margin over that period was 42.7%.
LWAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Lifeway Foods, Inc. reported a gross profit of 17.35M and revenue of 63.01M. Therefore, the gross margin over that period was 27.5%.
TSGTY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported an operating income of 2.18B and revenue of 10.22B, resulting in an operating margin of 21.3%.
LWAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Lifeway Foods, Inc. reported an operating income of 6.33M and revenue of 63.01M, resulting in an operating margin of 10.0%.
TSGTY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported a net income of 1.79B and revenue of 10.22B, resulting in a net margin of 17.5%.
LWAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Lifeway Foods, Inc. reported a net income of 4.67M and revenue of 63.01M, resulting in a net margin of 7.4%.
Frequently Asked Questions
TSGTY and LWAY have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LWAY has higher volatility (11.12%) compared to TSGTY (2.17%). In terms of maximum drawdown, TSGTY dropped -80.53% vs LWAY's -93.15%.
LWAY currently has the higher Sharpe Ratio (0.40 vs -0.22), 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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