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

Correlation

The correlation between APD and WM is 0.31, 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

APD vs. WM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air Products and Chemicals, Inc. (APD) 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%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
9.15%
-0.91%
APD
WM

Key characteristics

Sharpe Ratio

APD:

0.37

WM:

0.96

Sortino Ratio

APD:

0.68

WM:

1.35

Omega Ratio

APD:

1.11

WM:

1.22

Calmar Ratio

APD:

0.33

WM:

1.46

Martin Ratio

APD:

1.24

WM:

4.03

Ulcer Index

APD:

8.46%

WM:

4.30%

Daily Std Dev

APD:

28.13%

WM:

17.98%

Max Drawdown

APD:

-60.58%

WM:

-77.85%

Current Drawdown

APD:

-12.65%

WM:

-9.78%

Fundamentals

Market Cap

APD:

$67.76B

WM:

$83.89B

EPS

APD:

$17.24

WM:

$6.54

PE Ratio

APD:

17.67

WM:

31.96

PEG Ratio

APD:

11.19

WM:

2.23

Total Revenue (TTM)

APD:

$12.10B

WM:

$21.39B

Gross Profit (TTM)

APD:

$3.93B

WM:

$7.35B

EBITDA (TTM)

APD:

$6.03B

WM:

$6.19B

Returns By Period

In the year-to-date period, APD achieves a 9.25% return, which is significantly lower than WM's 16.35% return. Over the past 10 years, APD has underperformed WM with an annualized return of 10.30%, while WM has yielded a comparatively higher 17.37% annualized return.


APD

YTD

9.25%

1M

-10.62%

6M

9.15%

1Y

12.27%

5Y*

7.04%

10Y*

10.30%

WM

YTD

16.35%

1M

-5.58%

6M

-0.49%

1Y

17.87%

5Y*

14.60%

10Y*

17.37%

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

APD vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Products and Chemicals, Inc. (APD) 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 APD, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.370.99
The chart of Sortino ratio for APD, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.681.39
The chart of Omega ratio for APD, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.22
The chart of Calmar ratio for APD, currently valued at 0.33, compared to the broader market0.002.004.006.000.331.51
The chart of Martin ratio for APD, currently valued at 1.24, compared to the broader market0.0010.0020.001.244.12
APD
WM

The current APD Sharpe Ratio is 0.37, which is lower than the WM Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of APD 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.37
0.99
APD
WM

Dividends

APD vs. WM - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 2.41%, more than WM's 1.46% yield.


TTM20232022202120202019201820172016201520142013
APD
Air Products and Chemicals, Inc.
2.41%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.31%0.16%0.14%0.17%
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

APD vs. WM - Drawdown Comparison

The maximum APD drawdown since its inception was -60.58%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for APD and WM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.65%
-9.78%
APD
WM

Volatility

APD vs. WM - Volatility Comparison

Air Products and Chemicals, Inc. (APD) has a higher volatility of 4.45% compared to Waste Management, Inc. (WM) at 4.10%. This indicates that APD'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%JulyAugustSeptemberOctoberNovemberDecember
4.45%
4.10%
APD
WM

Financials

APD vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Air Products and Chemicals, 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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