PortfoliosLab logo
AAP vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAP and WM is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AAP vs. WM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advance Auto Parts, Inc. (AAP) and Waste Management, Inc. (WM). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

AAP:

-0.34

WM:

0.91

Sortino Ratio

AAP:

-0.19

WM:

1.28

Omega Ratio

AAP:

0.98

WM:

1.19

Calmar Ratio

AAP:

-0.35

WM:

1.54

Martin Ratio

AAP:

-0.80

WM:

3.48

Ulcer Index

AAP:

37.72%

WM:

5.28%

Daily Std Dev

AAP:

78.70%

WM:

20.42%

Max Drawdown

AAP:

-86.42%

WM:

-77.85%

Current Drawdown

AAP:

-78.35%

WM:

0.00%

Fundamentals

Market Cap

AAP:

$3.16B

WM:

$95.68B

EPS

AAP:

-$8.93

WM:

$6.63

PEG Ratio

AAP:

1.03

WM:

3.10

PS Ratio

AAP:

0.35

WM:

4.17

PB Ratio

AAP:

1.32

WM:

11.06

Total Revenue (TTM)

AAP:

$6.83B

WM:

$22.92B

Gross Profit (TTM)

AAP:

$2.37B

WM:

$8.49B

EBITDA (TTM)

AAP:

-$525.70M

WM:

$6.60B

Returns By Period

In the year-to-date period, AAP achieves a 2.70% return, which is significantly lower than WM's 19.86% return. Over the past 10 years, AAP has underperformed WM with an annualized return of -10.03%, while WM has yielded a comparatively higher 19.47% annualized return.


AAP

YTD

2.70%

1M

46.49%

6M

17.46%

1Y

-26.68%

3Y*

-35.08%

5Y*

-17.45%

10Y*

-10.03%

WM

YTD

19.86%

1M

3.26%

6M

6.33%

1Y

18.53%

3Y*

16.81%

5Y*

19.63%

10Y*

19.47%

*Annualized

Compare stocks, funds, or ETFs

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


Advance Auto Parts, Inc.

Waste Management, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AAP vs. WM — Risk-Adjusted Performance Rank

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

AAP
The Risk-Adjusted Performance Rank of AAP is 3030
Overall Rank
The Sharpe Ratio Rank of AAP is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of AAP is 3030
Sortino Ratio Rank
The Omega Ratio Rank of AAP is 3030
Omega Ratio Rank
The Calmar Ratio Rank of AAP is 2828
Calmar Ratio Rank
The Martin Ratio Rank of AAP is 3232
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7979
Overall Rank
The Sharpe Ratio Rank of WM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of WM is 7575
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of WM is 8080
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.

AAP vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advance Auto Parts, Inc. (AAP) and Waste Management, Inc. (WM). 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.


The current AAP Sharpe Ratio is -0.34, which is lower than the WM Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of AAP and WM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AAP vs. WM - Dividend Comparison

AAP's dividend yield for the trailing twelve months is around 2.09%, more than WM's 1.28% yield.


TTM20242023202220212020201920182017201620152014
AAP
Advance Auto Parts, Inc.
2.09%2.11%3.28%4.08%1.35%0.63%0.15%0.15%0.24%0.14%0.16%0.15%
WM
Waste Management, Inc.
1.28%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

AAP vs. WM - Drawdown Comparison

The maximum AAP drawdown since its inception was -86.42%, which is greater than WM's maximum drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for AAP and WM.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AAP vs. WM - Volatility Comparison

Advance Auto Parts, Inc. (AAP) has a higher volatility of 49.00% compared to Waste Management, Inc. (WM) at 5.21%. This indicates that AAP's price experiences larger fluctuations and is considered to be riskier than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

AAP vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Advance Auto Parts, Inc. and Waste Management, 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


2.00B3.00B4.00B5.00B6.00B20212022202320242025
2.00B
6.02B
(AAP) Total Revenue
(WM) Total Revenue
Values in USD except per share items