PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Waste Management, Inc. (WM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US94106L1098

CUSIP

94106L109

Sector

Industrials

IPO Date

Jun 2, 1988

Highlights

Market Cap

$90.22B

EPS (TTM)

$6.54

PE Ratio

34.37

PEG Ratio

2.38

Total Revenue (TTM)

$21.39B

Gross Profit (TTM)

$7.35B

EBITDA (TTM)

$6.17B

Year Range

$166.33 - $226.50

Target Price

$232.51

Short %

0.75%

Short Ratio

2.38

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.


Popular comparisons:
WM vs. RSG WM vs. WCN WM vs. CLH WM vs. KO WM vs. UNP WM vs. SCHD WM vs. PG WM vs. XLI WM vs. MCD WM vs. AAPL
Popular comparisons:
WM vs. RSG WM vs. WCN WM vs. CLH WM vs. KO WM vs. UNP WM vs. SCHD WM vs. PG WM vs. XLI WM vs. MCD WM vs. AAPL

Performance

Performance Chart

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


2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JuneJulyAugustSeptemberOctoberNovember
8,097.28%
2,029.66%
WM (Waste Management, Inc.)
Benchmark (^GSPC)

Returns By Period

Waste Management, Inc. had a return of 23.00% year-to-date (YTD) and 29.02% in the last 12 months. Over the past 10 years, Waste Management, Inc. had an annualized return of 18.51%, outperforming the S&P 500 benchmark which had an annualized return of 11.11%.


WM

YTD

23.00%

1M

2.23%

6M

4.31%

1Y

29.02%

5Y (annualized)

16.17%

10Y (annualized)

18.51%

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

The table below presents the monthly returns of WM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.65%10.78%4.02%-2.41%1.30%1.61%-5.01%4.63%-1.74%3.97%23.00%
2023-1.37%-3.21%9.47%1.77%-2.49%7.57%-5.55%-4.28%-2.33%7.80%4.48%4.74%16.20%
2022-9.86%-4.01%10.23%3.75%-3.61%-3.09%7.57%2.72%-4.86%-1.15%5.90%-6.10%-4.49%
2021-5.61%-0.39%16.90%6.94%1.96%0.00%5.82%4.62%-3.35%7.28%0.27%4.25%43.82%
20206.79%-8.95%-16.09%8.06%6.73%-0.29%3.48%4.01%-0.25%-4.65%10.40%-0.54%5.46%
20197.51%5.83%3.16%3.30%1.87%5.98%1.41%2.01%-3.23%-2.43%0.62%1.39%30.45%
20182.47%-2.39%-2.01%-3.36%1.75%-1.11%10.65%1.00%-0.09%-0.98%5.31%-5.08%5.32%
2017-1.99%5.50%0.04%-0.19%0.18%1.19%2.45%2.61%2.07%4.98%0.61%4.92%24.46%
2016-0.79%5.48%6.40%-0.36%3.67%9.46%-0.23%-3.30%0.35%2.98%6.50%2.00%36.39%
20150.21%5.93%0.24%-8.67%0.24%-5.92%10.31%-2.09%0.27%7.93%0.02%-0.03%7.13%
2014-6.89%-0.67%2.30%5.66%0.52%0.96%0.36%4.63%2.00%2.86%-0.33%6.13%18.24%
20137.82%2.58%6.10%4.51%2.32%-2.97%4.22%-3.78%2.91%5.58%4.91%-0.98%37.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of WM is 85, placing it in the top 15% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of WM is 8585
Combined Rank
The Sharpe Ratio Rank of WM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of WM is 8686
Omega Ratio Rank
The Calmar Ratio Rank of WM is 9292
Calmar Ratio Rank
The Martin Ratio Rank of WM is 8383
Martin 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 Waste Management, Inc. (WM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for WM, currently valued at 1.63, compared to the broader market-4.00-2.000.002.001.632.48
The chart of Sortino ratio for WM, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.143.33
The chart of Omega ratio for WM, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.46
The chart of Calmar ratio for WM, currently valued at 2.47, compared to the broader market0.002.004.006.002.473.58
The chart of Martin ratio for WM, currently valued at 7.11, compared to the broader market0.0010.0020.0030.007.1115.96
WM
^GSPC

The current Waste Management, Inc. Sharpe ratio is 1.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Waste Management, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.63
2.48
WM (Waste Management, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Waste Management, Inc. provided a 1.35% dividend yield over the last twelve months, with an annual payout of $2.95 per share. The company has been increasing its dividends for 24 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.95$2.80$2.60$2.30$2.18$2.05$1.86$1.70$1.64$1.54$1.50$1.46

Dividend yield

1.35%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$2.25
2023$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.70$0.00$2.80
2022$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$2.60
2021$0.00$0.00$0.58$0.00$0.00$0.58$0.00$0.00$0.58$0.00$0.00$0.58$2.30
2020$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.55$2.18
2019$0.00$0.00$0.51$0.00$0.00$0.51$0.00$0.00$0.51$0.00$0.00$0.51$2.05
2018$0.00$0.00$0.47$0.00$0.00$0.47$0.00$0.00$0.47$0.00$0.47$0.00$1.86
2017$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.43$0.00$1.70
2016$0.00$0.00$0.41$0.00$0.00$0.41$0.00$0.00$0.41$0.00$0.41$0.00$1.64
2015$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.39$1.54
2014$0.00$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.38$1.50
2013$0.37$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.37$1.46

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.4%
Waste Management, Inc. has a dividend yield of 1.35%, 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
200.0%400.0%600.0%40.6%
Waste Management, Inc. has a payout ratio of 40.58%, which is quite average when compared to the overall market. This suggests that Waste Management, Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.45%
-2.18%
WM (Waste Management, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Waste Management, 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 Waste Management, Inc. was 77.85%, occurring on Mar 28, 2000. Recovery took 3361 trading sessions.

The current Waste Management, Inc. drawdown is 3.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.85%May 5, 1999228Mar 28, 20003361Aug 8, 20133589
-69.48%Jul 5, 1988385Feb 7, 1990101Jul 13, 1990486
-45.83%Jan 6, 1992475Nov 22, 1993422Jul 27, 1995897
-33.1%Jul 17, 199859Oct 8, 1998141May 3, 1999200
-31.63%Jul 30, 199020Aug 24, 1990110Feb 4, 1991130

Volatility

Volatility Chart

The current Waste Management, Inc. volatility is 6.99%, 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%JuneJulyAugustSeptemberOctoberNovember
6.99%
4.06%
WM (Waste Management, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Waste Management, Inc. compared to its peers in the Waste Management industry.


PE Ratio
200.0400.0600.034.4
The chart displays the price to earnings (P/E) ratio for WM in comparison to other companies of the Waste Management industry. Currently, WM has a PE value of 34.4. This PE ratio falls in the average range for the industry.
PEG Ratio
0.0100.0200.0300.02.4
The chart displays the price to earnings to growth (PEG) ratio for WM in comparison to other companies of the Waste Management industry. Currently, WM has a PEG value of 2.4. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Waste Management, Inc..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items