PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AES vs. WM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AES and WM is 0.23, 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.


-0.50.00.51.00.2

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.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-28.18%
-0.93%
AES
WM

Key characteristics

Sharpe Ratio

AES:

-0.70

WM:

1.04

Sortino Ratio

AES:

-0.79

WM:

1.44

Omega Ratio

AES:

0.90

WM:

1.23

Calmar Ratio

AES:

-0.35

WM:

1.57

Martin Ratio

AES:

-1.35

WM:

4.26

Ulcer Index

AES:

19.44%

WM:

4.38%

Daily Std Dev

AES:

37.83%

WM:

17.96%

Max Drawdown

AES:

-98.65%

WM:

-77.85%

Current Drawdown

AES:

-73.15%

WM:

-9.70%

Fundamentals

Market Cap

AES:

$9.15B

WM:

$83.89B

EPS

AES:

$1.44

WM:

$6.54

PE Ratio

AES:

8.94

WM:

31.96

PEG Ratio

AES:

1.09

WM:

2.23

Total Revenue (TTM)

AES:

$12.28B

WM:

$21.39B

Gross Profit (TTM)

AES:

$2.39B

WM:

$7.35B

EBITDA (TTM)

AES:

$2.73B

WM:

$6.19B

Returns By Period

In the year-to-date period, AES achieves a -29.70% return, which is significantly lower than WM's 16.44% return. Over the past 10 years, AES has underperformed WM with an annualized return of 3.03%, while WM has yielded a comparatively higher 17.29% annualized return.


AES

YTD

-29.70%

1M

-2.11%

6M

-28.18%

1Y

-28.21%

5Y*

-5.13%

10Y*

3.03%

WM

YTD

16.44%

1M

-5.82%

6M

-0.83%

1Y

18.66%

5Y*

14.59%

10Y*

17.29%

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

AES vs. WM - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for AES, currently valued at -0.70, compared to the broader market-4.00-2.000.002.00-0.701.04
The chart of Sortino ratio for AES, currently valued at -0.79, compared to the broader market-4.00-2.000.002.004.00-0.791.44
The chart of Omega ratio for AES, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.23
The chart of Calmar ratio for AES, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.351.57
The chart of Martin ratio for AES, currently valued at -1.35, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.354.26
AES
WM

The current AES Sharpe Ratio is -0.70, which is lower than the WM Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of AES 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.70
1.04
AES
WM

Dividends

AES vs. WM - Dividend Comparison

AES's dividend yield for the trailing twelve months is around 5.32%, more than WM's 1.46% yield.


TTM20232022202120202019201820172016201520142013
AES
The AES Corporation
5.32%3.45%2.20%2.49%2.43%2.75%3.60%4.43%3.79%4.18%1.45%1.10%
WM
Waste Management, Inc.
1.46%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.15%
-9.70%
AES
WM

Volatility

AES vs. WM - Volatility Comparison

The AES Corporation (AES) has a higher volatility of 10.30% compared to Waste Management, Inc. (WM) at 4.12%. This indicates that AES'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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.30%
4.12%
AES
WM

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab