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

Correlation

The correlation between BMO and WM is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BMO vs. WM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BMO:

0.59

WM:

0.41

Sortino Ratio

BMO:

0.93

WM:

0.71

Omega Ratio

BMO:

1.15

WM:

1.11

Calmar Ratio

BMO:

0.54

WM:

0.75

Martin Ratio

BMO:

1.89

WM:

1.70

Ulcer Index

BMO:

7.75%

WM:

5.29%

Daily Std Dev

BMO:

23.01%

WM:

20.30%

Max Drawdown

BMO:

-68.43%

WM:

-77.85%

Current Drawdown

BMO:

-3.51%

WM:

-4.75%

Fundamentals

Market Cap

BMO:

$72.45B

WM:

$93.66B

EPS

BMO:

$7.64

WM:

$6.63

PE Ratio

BMO:

13.03

WM:

35.11

PEG Ratio

BMO:

1.23

WM:

3.05

PS Ratio

BMO:

2.40

WM:

4.09

PB Ratio

BMO:

1.17

WM:

10.96

Total Revenue (TTM)

BMO:

$24.82B

WM:

$22.92B

Gross Profit (TTM)

BMO:

$25.69B

WM:

$8.49B

EBITDA (TTM)

BMO:

$530.00M

WM:

$6.60B

Returns By Period

In the year-to-date period, BMO achieves a 6.96% return, which is significantly lower than WM's 12.20% return. Over the past 10 years, BMO has underperformed WM with an annualized return of 9.25%, while WM has yielded a comparatively higher 18.68% annualized return.


BMO

YTD

6.96%

1M

12.63%

6M

10.32%

1Y

13.55%

5Y*

22.98%

10Y*

9.25%

WM

YTD

12.20%

1M

-1.66%

6M

1.59%

1Y

8.20%

5Y*

20.55%

10Y*

18.68%

*Annualized

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Risk-Adjusted Performance

BMO vs. WM — Risk-Adjusted Performance Rank

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

BMO
The Risk-Adjusted Performance Rank of BMO is 7070
Overall Rank
The Sharpe Ratio Rank of BMO is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BMO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of BMO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BMO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BMO is 7171
Martin Ratio Rank

WM
The Risk-Adjusted Performance Rank of WM is 6767
Overall Rank
The Sharpe Ratio Rank of WM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of WM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of WM is 6060
Omega Ratio Rank
The Calmar Ratio Rank of WM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of WM is 7070
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.

BMO vs. WM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Montreal (BMO) 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.


The current BMO Sharpe Ratio is 0.59, which is higher than the WM Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BMO 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.


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Dividends

BMO vs. WM - Dividend Comparison

BMO's dividend yield for the trailing twelve months is around 4.42%, more than WM's 1.36% yield.


TTM20242023202220212020201920182017201620152014
BMO
Bank of Montreal
4.42%4.62%4.34%4.64%3.16%4.12%3.96%4.52%3.42%3.56%4.53%3.94%
WM
Waste Management, Inc.
1.36%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%

Drawdowns

BMO vs. WM - Drawdown Comparison

The maximum BMO drawdown since its inception was -68.43%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for BMO and WM. For additional features, visit the drawdowns tool.


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Volatility

BMO vs. WM - Volatility Comparison

The current volatility for Bank of Montreal (BMO) is 4.32%, while Waste Management, Inc. (WM) has a volatility of 5.01%. This indicates that BMO 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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Financials

BMO vs. WM - Financials Comparison

This section allows you to compare key financial metrics between Bank of Montreal 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


4.00B5.00B6.00B7.00B8.00B9.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
9.22B
6.02B
(BMO) Total Revenue
(WM) Total Revenue
Values in USD except per share items