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WMMVY vs. LWAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WMMVY vs. LWAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wal Mart de Mexico SAB de CV ADR (WMMVY) and Lifeway Foods, Inc. (LWAY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WMMVY achieves a -6.77% return, which is significantly lower than LWAY's 22.91% return. Over the past 10 years, WMMVY has underperformed LWAY with an annualized return of 5.53%, while LWAY has yielded a comparatively higher 11.61% annualized return.


WMMVY

1D
0.03%
1M
-0.31%
6M
-8.44%
YTD
-6.77%
1Y
1.29%
3Y*
-8.71%
5Y*
0.39%
10Y*
5.53%
ALL TIME*
4.47%

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.30M$5.13M$4.93M
$4.23M$5.74M$4.29M

WMMVY vs. LWAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMMVY
Wal Mart de Mexico SAB de CV ADR
-6.77%21.40%-35.04%24.21%-3.70%35.33%1.62%15.94%6.58%41.89%
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 WMMVY and LWAY is 0.03, 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.

0.03

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.09

Fundamentals

Market Cap

WMMVY:

$50.25B

LWAY:

$455.09M

EPS

WMMVY:

MX$28.68

LWAY:

$1.45

PE Ratio

WMMVY:

17.55

LWAY:

20.52

PEG Ratio

WMMVY:

8.61

LWAY:

0.07

PS Ratio

WMMVY:

0.86

LWAY:

1.34

Total Revenue (TTM)

WMMVY:

MX$1.01T

LWAY:

$229.42M

Gross Profit (TTM)

WMMVY:

MX$245.25B

LWAY:

$65.44M

EBITDA (TTM)

WMMVY:

MX$98.18B

LWAY:

$24.15M

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Return for Risk

WMMVY vs. LWAY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WMMVY
WMMVY Risk / Return Rank: 4444
Overall Rank
WMMVY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WMMVY Sortino Ratio Rank: 4040
Sortino Ratio Rank
WMMVY Omega Ratio Rank: 3939
Omega Ratio Rank
WMMVY Calmar Ratio Rank: 4646
Calmar Ratio Rank
WMMVY Martin Ratio Rank: 4747
Martin Ratio Rank

LWAY
LWAY Risk / Return Rank: 5656
Overall Rank
LWAY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
LWAY Sortino Ratio Rank: 5656
Sortino Ratio Rank
LWAY Omega Ratio Rank: 5858
Omega Ratio Rank
LWAY Calmar Ratio Rank: 5555
Calmar Ratio Rank
LWAY Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WMMVY vs. LWAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wal Mart de Mexico SAB de CV ADR (WMMVY) 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.


WMMVYLWAYDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.03

1.12

-0.09

Calmar ratioReturn relative to maximum drawdown

0.06

0.38

-0.33

Martin ratioReturn relative to average drawdown

0.16

0.68

-0.52

WMMVY vs. LWAY - Sharpe Ratio Comparison

The current WMMVY Sharpe Ratio is 0.05, which is lower than the LWAY Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of WMMVY and LWAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WMMVY vs. LWAY - Drawdown Comparison

The maximum WMMVY drawdown since its inception was -39.68%, smaller than the maximum LWAY drawdown of -93.15%. Use the drawdown chart below to compare losses from any high point for WMMVY and LWAY.


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Drawdown Indicators


WMMVYLWAYDifference

Max Drawdown

Largest peak-to-trough decline

-39.68%

-93.15%

+53.47%

Max Drawdown (1Y)

Largest decline over 1 year

-22.18%

-47.37%

+25.19%

Max Drawdown (3Y)

Largest decline over 3 years

-39.68%

-60.45%

+20.77%

Max Drawdown (5Y)

Largest decline over 5 years

-39.68%

-60.45%

+20.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.68%

-91.85%

+52.17%

Current Drawdown

Current decline from peak

-27.51%

-11.95%

-15.56%

Average Drawdown

Average peak-to-trough decline

-12.15%

-43.96%

+31.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.10%

26.79%

-18.69%

Volatility

WMMVY vs. LWAY - Volatility Comparison

The current volatility for Wal Mart de Mexico SAB de CV ADR (WMMVY) is 6.43%, while Lifeway Foods, Inc. (LWAY) has a volatility of 11.12%. This indicates that WMMVY 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


WMMVYLWAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

11.12%

-4.69%

Volatility (6M)

Calculated over the trailing 6-month period

18.35%

32.52%

-14.17%

Volatility (1Y)

Calculated over the trailing 1-year period

24.85%

45.75%

-20.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.85%

66.35%

-36.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.65%

68.47%

-37.82%

Dividends

WMMVY vs. LWAY - Dividend Comparison

WMMVY's dividend yield for the trailing twelve months is around 3.15%, while LWAY has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
WMMVY
Wal Mart de Mexico SAB de CV ADR
3.15%2.93%3.99%3.13%2.11%2.10%3.08%3.12%2.28%3.60%4.71%

Financials

WMMVY vs. LWAY - Financials Comparison

This section allows you to compare key financial metrics between Wal Mart de Mexico SAB de CV ADR 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.


Quarterly
Annual

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


Values in USD except per share items

WMMVY vs. LWAY - Profitability Comparison

The chart below illustrates the profitability comparison between Wal Mart de Mexico SAB de CV ADR and Lifeway Foods, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

WMMVY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Wal Mart de Mexico SAB de CV ADR reported a gross profit of 60.12B and revenue of 250.95B. Therefore, the gross margin over that period was 24.0%.

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%.

WMMVY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Wal Mart de Mexico SAB de CV ADR reported an operating income of 17.02B and revenue of 250.95B, resulting in an operating margin of 6.8%.

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%.

WMMVY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Wal Mart de Mexico SAB de CV ADR reported a net income of 11.15B and revenue of 250.95B, resulting in a net margin of 4.4%.

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


WMMVY and LWAY 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.

LWAY has higher volatility (11.12%) compared to WMMVY (6.43%). In terms of maximum drawdown, WMMVY dropped -39.68% vs LWAY's -93.15%.

LWAY currently has the higher Sharpe Ratio (0.40 vs 0.05), 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.

Portfolio Optimizer

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