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

Correlation

The correlation between AAP and WM is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%SeptemberOctoberNovemberDecember2025
306.59%
1,256.38%
AAP
WM

Key characteristics

Sharpe Ratio

AAP:

-0.57

WM:

1.01

Sortino Ratio

AAP:

-0.56

WM:

1.48

Omega Ratio

AAP:

0.93

WM:

1.23

Calmar Ratio

AAP:

-0.31

WM:

1.63

Martin Ratio

AAP:

-0.72

WM:

3.71

Ulcer Index

AAP:

36.69%

WM:

5.23%

Daily Std Dev

AAP:

46.42%

WM:

19.29%

Max Drawdown

AAP:

-84.09%

WM:

-77.85%

Current Drawdown

AAP:

-78.26%

WM:

-3.27%

Fundamentals

Market Cap

AAP:

$2.90B

WM:

$88.40B

EPS

AAP:

$0.79

WM:

$6.81

PE Ratio

AAP:

61.39

WM:

32.34

PEG Ratio

AAP:

0.66

WM:

2.36

Total Revenue (TTM)

AAP:

$8.24B

WM:

$22.06B

Gross Profit (TTM)

AAP:

$3.45B

WM:

$7.62B

EBITDA (TTM)

AAP:

$385.49M

WM:

$6.01B

Returns By Period

In the year-to-date period, AAP achieves a 3.12% return, which is significantly lower than WM's 9.15% return. Over the past 10 years, AAP has underperformed WM with an annualized return of -10.30%, while WM has yielded a comparatively higher 17.80% annualized return.


AAP

YTD

3.12%

1M

5.23%

6M

-19.59%

1Y

-27.05%

5Y*

-16.45%

10Y*

-10.30%

WM

YTD

9.15%

1M

9.23%

6M

6.76%

1Y

18.71%

5Y*

14.32%

10Y*

17.80%

*Annualized

Compare stocks, funds, or ETFs

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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 2222
Overall Rank
The Sharpe Ratio Rank of AAP is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of AAP is 1818
Sortino Ratio Rank
The Omega Ratio Rank of AAP is 1919
Omega Ratio Rank
The Calmar Ratio Rank of AAP is 2727
Calmar Ratio Rank
The Martin Ratio Rank of AAP is 3131
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7878
Overall Rank
The Sharpe Ratio Rank of WM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 7171
Sortino Ratio Rank
The Omega Ratio Rank of WM is 7676
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7777
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.


Sharpe ratio
The chart of Sharpe ratio for AAP, currently valued at -0.57, compared to the broader market-2.000.002.00-0.571.01
The chart of Sortino ratio for AAP, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.561.48
The chart of Omega ratio for AAP, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.23
The chart of Calmar ratio for AAP, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.311.63
The chart of Martin ratio for AAP, currently valued at -0.72, compared to the broader market0.0010.0020.00-0.723.71
AAP
WM

The current AAP Sharpe Ratio is -0.57, which is lower than the WM Sharpe Ratio of 1.01. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025
-0.57
1.01
AAP
WM

Dividends

AAP vs. WM - Dividend Comparison

AAP's dividend yield for the trailing twelve months is around 2.06%, more than WM's 1.36% yield.


TTM20242023202220212020201920182017201620152014
AAP
Advance Auto Parts, Inc.
2.06%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.
1.36%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 -84.09%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025
-78.26%
-3.27%
AAP
WM

Volatility

AAP vs. WM - Volatility Comparison

Advance Auto Parts, Inc. (AAP) has a higher volatility of 9.99% compared to Waste Management, Inc. (WM) at 7.13%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
9.99%
7.13%
AAP
WM

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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