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AES vs. WM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AES vs. WM - Performance Comparison

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

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Returns By Period

In the year-to-date period, AES achieves a 5.07% return, which is significantly higher than WM's -0.38% return. Over the past 10 years, AES has underperformed WM with an annualized return of 6.68%, while WM has yielded a comparatively higher 15.51% annualized return.


AES

1D
0.20%
1M
3.01%
YTD
5.07%
6M
9.90%
1Y
50.59%
3Y*
-5.64%
5Y*
-6.44%
10Y*
6.68%

WM

1D
2.86%
1M
-4.32%
YTD
-0.38%
6M
1.65%
1Y
-7.86%
3Y*
11.27%
5Y*
10.77%
10Y*
15.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AES vs. WM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AES
The AES Corporation
5.07%18.26%-30.40%-30.88%21.69%5.94%22.16%42.14%39.02%-2.69%
WM
Waste Management, Inc.
-0.38%10.50%14.28%16.20%-4.49%43.82%5.46%30.45%5.32%24.46%

Correlation

The correlation between AES and WM is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 1, 1991

0.23

The correlation between AES and WM shifts across timeframes, from 0.05 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

AES:

$1.97

WM:

$6.91

PE Ratio

AES:

7.48

WM:

31.55

PEG Ratio

AES:

0.04

WM:

2.58

PS Ratio

AES:

0.63

WM:

3.47

Total Revenue (TTM)

AES:

$12.49B

WM:

$25.41B

Gross Profit (TTM)

AES:

$1.77B

WM:

$5.61B

EBITDA (TTM)

AES:

$2.73B

WM:

$6.96B

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Return for Risk

AES vs. WM — Risk / Return Rank

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

AES
AES Risk / Return Rank: 7777
Overall Rank
AES Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AES Sortino Ratio Rank: 7373
Sortino Ratio Rank
AES Omega Ratio Rank: 8181
Omega Ratio Rank
AES Calmar Ratio Rank: 8080
Calmar Ratio Rank
AES Martin Ratio Rank: 7575
Martin Ratio Rank

WM
WM Risk / Return Rank: 2121
Overall Rank
WM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
WM Sortino Ratio Rank: 1919
Sortino Ratio Rank
WM Omega Ratio Rank: 2020
Omega Ratio Rank
WM Calmar Ratio Rank: 2525
Calmar Ratio Rank
WM Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AES vs. WM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The AES Corporation (AES) 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.


AESWMDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.38

Omega ratioGain probability vs. loss probability

1.33

0.94

+0.38

Calmar ratioReturn relative to maximum drawdown

2.68

-0.46

+3.14

Martin ratioReturn relative to average drawdown

5.12

-1.04

+6.16

AES vs. WM - Sharpe Ratio Comparison

The current AES Sharpe Ratio is 1.18, which is higher than the WM Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of AES and WM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AESWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

-0.43

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.58

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.80

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.36

-0.23

Drawdowns

AES vs. WM - Drawdown Comparison

The maximum AES drawdown since its inception was -98.65%, which is greater than WM's maximum drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for AES and WM.


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Drawdown Indicators


AESWMDifference

Max Drawdown

Largest peak-to-trough decline

-98.65%

-77.85%

-20.80%

Max Drawdown (1Y)

Largest decline over 1 year

-18.98%

-17.04%

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-53.33%

-18.14%

-35.19%

Max Drawdown (5Y)

Largest decline over 5 years

-63.43%

-18.14%

-45.29%

Max Drawdown (10Y)

Largest decline over 10 years

-63.43%

-30.07%

-33.36%

Current Drawdown

Current decline from peak

-62.00%

-11.21%

-50.79%

Average Drawdown

Average peak-to-trough decline

-57.02%

-17.69%

-39.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.91%

7.92%

+1.99%

Volatility

AES vs. WM - Volatility Comparison

The current volatility for The AES Corporation (AES) is 1.51%, while Waste Management, Inc. (WM) has a volatility of 5.88%. This indicates that AES experiences smaller price fluctuations and is considered to be less risky than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AESWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

5.88%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

25.70%

13.57%

+12.13%

Volatility (1Y)

Calculated over the trailing 1-year period

42.94%

18.59%

+24.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.83%

18.53%

+19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.06%

19.49%

+16.57%

Dividends

AES vs. WM - Dividend Comparison

AES's dividend yield for the trailing twelve months is around 4.78%, more than WM's 1.57% yield.


PositionTTM20252024202320222021202020192018201720162015
AES
The AES Corporation
4.78%4.91%5.36%3.45%2.20%2.48%2.44%2.74%3.60%4.43%3.79%4.18%
WM
Waste Management, Inc.
1.57%1.50%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%

Financials

AES vs. WM - Financials Comparison

This section allows you to compare key financial metrics between The AES Corporation 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


3.00B4.00B5.00B6.00B20222023202420252026
3.18B
6.23B
(AES) Total Revenue
(WM) Total Revenue
Values in USD except per share items

AES vs. WM - Profitability Comparison

The chart below illustrates the profitability comparison between The AES Corporation and Waste Management, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%2022202320242025202600
Portfolio components
AES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The AES Corporation reported a gross profit of 0.00 and revenue of 3.18B. Therefore, the gross margin over that period was 0.0%.

WM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Waste Management, Inc. reported a gross profit of 0.00 and revenue of 6.23B. Therefore, the gross margin over that period was 0.0%.

AES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The AES Corporation reported an operating income of 0.00 and revenue of 3.18B, resulting in an operating margin of 0.0%.

WM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Waste Management, Inc. reported an operating income of 1.11B and revenue of 6.23B, resulting in an operating margin of 17.9%.

AES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The AES Corporation reported a net income of 201.00M and revenue of 3.18B, resulting in a net margin of 6.3%.

WM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Waste Management, Inc. reported a net income of 723.00M and revenue of 6.23B, resulting in a net margin of 11.6%.


Frequently Asked Questions


AES and WM have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WM has higher volatility (5.88%) compared to AES (1.51%). In terms of maximum drawdown, AES dropped -98.65% vs WM's -77.85%.

AES currently has the higher Sharpe Ratio (1.18 vs -0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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