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CLH vs. EVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLH vs. EVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clean Harbors, Inc. (CLH) and VanEck Vectors Environmental Services ETF (EVX). The values are adjusted to include any dividend payments, if applicable.

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CLH vs. EVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLH
Clean Harbors, Inc.
22.28%1.89%31.88%52.92%14.38%31.10%-11.25%73.76%-8.95%-2.61%
EVX
VanEck Vectors Environmental Services ETF
1.28%11.72%12.99%12.97%-10.58%27.47%13.28%28.41%-3.82%16.05%

Returns By Period

In the year-to-date period, CLH achieves a 22.28% return, which is significantly higher than EVX's 1.28% return. Over the past 10 years, CLH has outperformed EVX with an annualized return of 19.12%, while EVX has yielded a comparatively lower 12.14% annualized return.


CLH

1D
2.49%
1M
-2.21%
YTD
22.28%
6M
23.47%
1Y
45.47%
3Y*
26.23%
5Y*
27.19%
10Y*
19.12%

EVX

1D
1.92%
1M
-8.00%
YTD
1.28%
6M
-0.39%
1Y
9.47%
3Y*
10.57%
5Y*
7.99%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CLH vs. EVX — Risk / Return Rank

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

CLH
CLH Risk / Return Rank: 8585
Overall Rank
CLH Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CLH Sortino Ratio Rank: 8383
Sortino Ratio Rank
CLH Omega Ratio Rank: 8585
Omega Ratio Rank
CLH Calmar Ratio Rank: 8181
Calmar Ratio Rank
CLH Martin Ratio Rank: 8585
Martin Ratio Rank

EVX
EVX Risk / Return Rank: 3232
Overall Rank
EVX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
EVX Omega Ratio Rank: 3030
Omega Ratio Rank
EVX Calmar Ratio Rank: 3636
Calmar Ratio Rank
EVX Martin Ratio Rank: 3131
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.

CLH vs. EVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clean Harbors, Inc. (CLH) and VanEck Vectors Environmental Services ETF (EVX). 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.


CLHEVXDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.57

+1.13

Sortino ratio

Return per unit of downside risk

2.24

0.90

+1.34

Omega ratio

Gain probability vs. loss probability

1.33

1.12

+0.21

Calmar ratio

Return relative to maximum drawdown

2.34

0.87

+1.46

Martin ratio

Return relative to average drawdown

7.76

2.52

+5.25

CLH vs. EVX - Sharpe Ratio Comparison

The current CLH Sharpe Ratio is 1.69, which is higher than the EVX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CLH and EVX, 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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Sharpe Ratios by Period


CLHEVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.57

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.46

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.60

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.43

-0.16

Correlation

The correlation between CLH and EVX is 0.55, 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.


Dividends

CLH vs. EVX - Dividend Comparison

CLH has not paid dividends to shareholders, while EVX's dividend yield for the trailing twelve months is around 0.18%.


TTM20252024202320222021202020192018201720162015
CLH
Clean Harbors, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EVX
VanEck Vectors Environmental Services ETF
0.18%0.19%0.46%0.95%0.41%0.24%0.32%0.38%0.38%0.89%0.70%1.16%

Drawdowns

CLH vs. EVX - Drawdown Comparison

The maximum CLH drawdown since its inception was -93.48%, which is greater than EVX's maximum drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for CLH and EVX.


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Drawdown Indicators


CLHEVXDifference

Max Drawdown

Largest peak-to-trough decline

-93.48%

-55.91%

-37.57%

Max Drawdown (1Y)

Largest decline over 1 year

-19.45%

-11.53%

-7.92%

Max Drawdown (5Y)

Largest decline over 5 years

-30.86%

-21.45%

-9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-64.51%

-41.01%

-23.50%

Current Drawdown

Current decline from peak

-3.51%

-8.50%

+4.99%

Average Drawdown

Average peak-to-trough decline

-33.06%

-8.78%

-24.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

3.99%

+1.86%

Volatility

CLH vs. EVX - Volatility Comparison

Clean Harbors, Inc. (CLH) has a higher volatility of 7.97% compared to VanEck Vectors Environmental Services ETF (EVX) at 5.00%. This indicates that CLH's price experiences larger fluctuations and is considered to be riskier than EVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLHEVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

5.00%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

21.41%

10.51%

+10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

26.98%

16.76%

+10.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.40%

17.65%

+10.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.65%

20.23%

+14.42%