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CLH vs. CWST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CLH and CWST is 0.24, 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

CLH vs. CWST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clean Harbors, Inc. (CLH) and Casella Waste Systems, Inc. (CWST). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-10.98%
6.43%
CLH
CWST

Key characteristics

Sharpe Ratio

CLH:

0.60

CWST:

1.17

Sortino Ratio

CLH:

1.00

CWST:

1.66

Omega Ratio

CLH:

1.13

CWST:

1.21

Calmar Ratio

CLH:

0.84

CWST:

2.55

Martin Ratio

CLH:

2.84

CWST:

5.76

Ulcer Index

CLH:

5.76%

CWST:

4.46%

Daily Std Dev

CLH:

27.04%

CWST:

22.05%

Max Drawdown

CLH:

-95.54%

CWST:

-98.52%

Current Drawdown

CLH:

-17.23%

CWST:

-1.61%

Fundamentals

Market Cap

CLH:

$11.74B

CWST:

$7.22B

EPS

CLH:

$7.43

CWST:

$0.23

PE Ratio

CLH:

29.34

CWST:

495.61

PEG Ratio

CLH:

188.43

CWST:

7.52

Total Revenue (TTM)

CLH:

$5.89B

CWST:

$1.56B

Gross Profit (TTM)

CLH:

$1.62B

CWST:

$647.04M

EBITDA (TTM)

CLH:

$1.11B

CWST:

$327.81M

Returns By Period

In the year-to-date period, CLH achieves a -5.27% return, which is significantly lower than CWST's 7.73% return. Over the past 10 years, CLH has underperformed CWST with an annualized return of 15.37%, while CWST has yielded a comparatively higher 39.29% annualized return.


CLH

YTD

-5.27%

1M

-10.46%

6M

-10.98%

1Y

19.49%

5Y*

20.09%

10Y*

15.37%

CWST

YTD

7.73%

1M

5.71%

6M

6.43%

1Y

24.95%

5Y*

16.36%

10Y*

39.29%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CLH vs. CWST — Risk-Adjusted Performance Rank

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

CLH
The Risk-Adjusted Performance Rank of CLH is 6767
Overall Rank
The Sharpe Ratio Rank of CLH is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CLH is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CLH is 5959
Omega Ratio Rank
The Calmar Ratio Rank of CLH is 7777
Calmar Ratio Rank
The Martin Ratio Rank of CLH is 7272
Martin Ratio Rank

CWST
The Risk-Adjusted Performance Rank of CWST is 8181
Overall Rank
The Sharpe Ratio Rank of CWST is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CWST is 7474
Sortino Ratio Rank
The Omega Ratio Rank of CWST is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CWST is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CWST is 8484
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.

CLH vs. CWST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clean Harbors, Inc. (CLH) and Casella Waste Systems, Inc. (CWST). 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 CLH, currently valued at 0.60, compared to the broader market-2.000.002.000.601.17
The chart of Sortino ratio for CLH, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.006.001.001.66
The chart of Omega ratio for CLH, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.21
The chart of Calmar ratio for CLH, currently valued at 0.84, compared to the broader market0.002.004.006.000.842.55
The chart of Martin ratio for CLH, currently valued at 2.84, compared to the broader market-10.000.0010.0020.0030.002.845.76
CLH
CWST

The current CLH Sharpe Ratio is 0.60, which is lower than the CWST Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CLH and CWST, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.60
1.17
CLH
CWST

Dividends

CLH vs. CWST - Dividend Comparison

Neither CLH nor CWST has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CLH vs. CWST - Drawdown Comparison

The maximum CLH drawdown since its inception was -95.54%, roughly equal to the maximum CWST drawdown of -98.52%. Use the drawdown chart below to compare losses from any high point for CLH and CWST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.23%
-1.61%
CLH
CWST

Volatility

CLH vs. CWST - Volatility Comparison

The current volatility for Clean Harbors, Inc. (CLH) is 6.46%, while Casella Waste Systems, Inc. (CWST) has a volatility of 7.43%. This indicates that CLH experiences smaller price fluctuations and is considered to be less risky than CWST 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%SeptemberOctoberNovemberDecember2025February
6.46%
7.43%
CLH
CWST

Financials

CLH vs. CWST - Financials Comparison

This section allows you to compare key financial metrics between Clean Harbors, Inc. and Casella Waste Systems, 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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