PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GFL Environmental Inc. (GFL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA36168Q1046
CUSIP36168Q104
SectorIndustrials
IndustryWaste Management

Highlights

Market Cap$12.48B
EPS-$0.09
PE Ratio347.30
Revenue (TTM)$7.52B
Gross Profit (TTM)$823.40M
EBITDA (TTM)$1.80B
Year Range$26.85 - $38.99
Target Price$44.00
Short %4.17%
Short Ratio4.96

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GFL Environmental Inc.

Popular comparisons: GFL vs. WCN, GFL vs. RSG, GFL vs. CLH, GFL vs. WM, GFL vs. VOO, GFL vs. BAH, GFL vs. SPY, GFL vs. NOA, GFL vs. VGT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GFL Environmental Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
97.53%
68.86%
GFL (GFL Environmental Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

GFL Environmental Inc. had a return of -4.70% year-to-date (YTD) and -4.16% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-4.70%6.33%
1 month-5.13%-2.81%
6 months11.63%21.13%
1 year-4.16%24.56%
5 years (annualized)N/A11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.53%6.21%-4.38%
2023-1.98%-9.22%-0.42%20.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GFL is 36, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of GFL is 3636
GFL Environmental Inc.(GFL)
The Sharpe Ratio Rank of GFL is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of GFL is 3232Sortino Ratio Rank
The Omega Ratio Rank of GFL is 3333Omega Ratio Rank
The Calmar Ratio Rank of GFL is 3838Calmar Ratio Rank
The Martin Ratio Rank of GFL is 4141Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for GFL Environmental Inc. (GFL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GFL
Sharpe ratio
The chart of Sharpe ratio for GFL, currently valued at -0.23, compared to the broader market-2.00-1.000.001.002.003.00-0.23
Sortino ratio
The chart of Sortino ratio for GFL, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.006.00-0.15
Omega ratio
The chart of Omega ratio for GFL, currently valued at 0.98, compared to the broader market0.501.001.500.98
Calmar ratio
The chart of Calmar ratio for GFL, currently valued at -0.18, compared to the broader market0.001.002.003.004.005.006.00-0.18
Martin ratio
The chart of Martin ratio for GFL, currently valued at -0.43, compared to the broader market0.0010.0020.0030.00-0.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current GFL Environmental Inc. Sharpe ratio is -0.23. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.23
1.91
GFL (GFL Environmental Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

GFL Environmental Inc. granted a 0.16% dividend yield in the last twelve months. The annual payout for that period amounted to $0.05 per share.


PeriodTTM2023202220212020
Dividend$0.05$0.05$0.15$0.04$0.03

Dividend yield

0.16%0.15%0.50%0.11%0.10%

Monthly Dividends

The table displays the monthly dividend distributions for GFL Environmental Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.01$0.00$0.00
2023$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00
2022$0.11$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00
2021$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00
2020$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.2%
GFL Environmental Inc. has a dividend yield of 0.16%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%5.7%
GFL Environmental Inc. has a payout ratio of 5.70%, which is below the market average. This means GFL Environmental Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-21.01%
-3.48%
GFL (GFL Environmental Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the GFL Environmental Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GFL Environmental Inc. was 42.59%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current GFL Environmental Inc. drawdown is 21.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.59%Nov 19, 2021227Oct 14, 2022
-29.41%Mar 5, 202023Apr 6, 202026May 13, 202049
-21.85%Aug 6, 202019Sep 1, 202029Oct 13, 202048
-15.53%Oct 14, 202013Oct 30, 20208Nov 11, 202021
-15.52%Apr 12, 202123May 12, 202182Sep 8, 2021105

Volatility

Volatility Chart

The current GFL Environmental Inc. volatility is 7.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
7.71%
3.59%
GFL (GFL Environmental Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of GFL Environmental Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items