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

Correlation

The correlation between ABM and WM is 0.28, 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

ABM vs. WM - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-3.53%
7.07%
ABM
WM

Key characteristics

Sharpe Ratio

ABM:

1.04

WM:

0.80

Sortino Ratio

ABM:

1.48

WM:

1.16

Omega Ratio

ABM:

1.21

WM:

1.18

Calmar Ratio

ABM:

1.14

WM:

1.22

Martin Ratio

ABM:

4.73

WM:

2.80

Ulcer Index

ABM:

5.65%

WM:

5.17%

Daily Std Dev

ABM:

25.73%

WM:

18.12%

Max Drawdown

ABM:

-59.61%

WM:

-77.85%

Current Drawdown

ABM:

-9.74%

WM:

-8.02%

Fundamentals

Market Cap

ABM:

$3.27B

WM:

$84.06B

EPS

ABM:

$1.28

WM:

$6.56

PE Ratio

ABM:

41.12

WM:

31.93

PEG Ratio

ABM:

4.45

WM:

2.24

Total Revenue (TTM)

ABM:

$8.36B

WM:

$16.17B

Gross Profit (TTM)

ABM:

$2.91B

WM:

$5.28B

EBITDA (TTM)

ABM:

$322.20M

WM:

$4.86B

Returns By Period

In the year-to-date period, ABM achieves a 3.37% return, which is significantly lower than WM's 3.79% return. Over the past 10 years, ABM has underperformed WM with an annualized return of 8.14%, while WM has yielded a comparatively higher 17.07% annualized return.


ABM

YTD

3.37%

1M

4.04%

6M

-3.53%

1Y

27.94%

5Y*

8.28%

10Y*

8.14%

WM

YTD

3.79%

1M

1.97%

6M

7.07%

1Y

14.77%

5Y*

13.50%

10Y*

17.07%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ABM vs. WM — Risk-Adjusted Performance Rank

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

ABM
The Risk-Adjusted Performance Rank of ABM is 7777
Overall Rank
The Sharpe Ratio Rank of ABM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ABM is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ABM is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ABM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ABM is 8080
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 7272
Overall Rank
The Sharpe Ratio Rank of WM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 6363
Sortino Ratio Rank
The Omega Ratio Rank of WM is 6868
Omega Ratio Rank
The Calmar Ratio Rank of WM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7272
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.

ABM vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABM Industries Incorporated (ABM) 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 ABM, currently valued at 1.04, compared to the broader market-2.000.002.004.001.040.80
The chart of Sortino ratio for ABM, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.006.001.481.16
The chart of Omega ratio for ABM, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.18
The chart of Calmar ratio for ABM, currently valued at 1.14, compared to the broader market0.002.004.006.001.141.22
The chart of Martin ratio for ABM, currently valued at 4.73, compared to the broader market0.0010.0020.0030.004.732.80
ABM
WM

The current ABM Sharpe Ratio is 1.04, which is comparable to the WM Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ABM 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.04
0.80
ABM
WM

Dividends

ABM vs. WM - Dividend Comparison

ABM's dividend yield for the trailing twelve months is around 1.79%, more than WM's 1.43% yield.


TTM20242023202220212020201920182017201620152014
ABM
ABM Industries Incorporated
1.79%1.76%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%
WM
Waste Management, Inc.
1.43%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

ABM vs. WM - Drawdown Comparison

The maximum ABM drawdown since its inception was -59.61%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for ABM and WM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.74%
-8.02%
ABM
WM

Volatility

ABM vs. WM - Volatility Comparison

ABM Industries Incorporated (ABM) has a higher volatility of 6.12% compared to Waste Management, Inc. (WM) at 3.25%. This indicates that ABM'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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.12%
3.25%
ABM
WM

Financials

ABM vs. WM - Financials Comparison

This section allows you to compare key financial metrics between ABM Industries Incorporated 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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