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

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%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.24%
8.26%
ABM
WM

Returns By Period

In the year-to-date period, ABM achieves a 29.10% return, which is significantly higher than WM's 26.67% return. Over the past 10 years, ABM has underperformed WM with an annualized return of 9.77%, while WM has yielded a comparatively higher 19.01% annualized return.


ABM

YTD

29.10%

1M

6.45%

6M

22.24%

1Y

41.58%

5Y (annualized)

10.73%

10Y (annualized)

9.77%

WM

YTD

26.67%

1M

5.95%

6M

8.26%

1Y

32.62%

5Y (annualized)

17.15%

10Y (annualized)

19.01%

Fundamentals


ABMWM
Market Cap$3.54B$87.81B
EPS$2.42$6.54
PE Ratio23.3033.45
PEG Ratio4.452.33
Total Revenue (TTM)$6.18B$21.39B
Gross Profit (TTM)$719.00M$7.35B
EBITDA (TTM)$272.20M$6.15B

Key characteristics


ABMWM
Sharpe Ratio1.321.81
Sortino Ratio2.092.35
Omega Ratio1.301.39
Calmar Ratio1.772.75
Martin Ratio3.437.91
Ulcer Index12.13%4.13%
Daily Std Dev31.61%18.03%
Max Drawdown-59.61%-77.85%
Current Drawdown-3.11%-0.56%

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Correlation

-0.50.00.51.00.3

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.

Risk-Adjusted Performance

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 1.32, compared to the broader market-4.00-2.000.002.004.001.321.81
The chart of Sortino ratio for ABM, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.092.35
The chart of Omega ratio for ABM, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.39
The chart of Calmar ratio for ABM, currently valued at 1.77, compared to the broader market0.002.004.006.001.772.75
The chart of Martin ratio for ABM, currently valued at 3.43, compared to the broader market0.0010.0020.0030.003.437.91
ABM
WM

The current ABM Sharpe Ratio is 1.32, which is comparable to the WM Sharpe Ratio of 1.81. 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.32
1.81
ABM
WM

Dividends

ABM vs. WM - Dividend Comparison

ABM's dividend yield for the trailing twelve months is around 1.58%, more than WM's 1.31% yield.


TTM20232022202120202019201820172016201520142013
ABM
ABM Industries Incorporated
1.58%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%2.12%
WM
Waste Management, Inc.
1.31%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%

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%JuneJulyAugustSeptemberOctoberNovember
-3.11%
-0.56%
ABM
WM

Volatility

ABM vs. WM - Volatility Comparison

ABM Industries Incorporated (ABM) has a higher volatility of 7.28% compared to Waste Management, Inc. (WM) at 6.90%. 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%JuneJulyAugustSeptemberOctoberNovember
7.28%
6.90%
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