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CLH vs. EVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLH and EVX is 0.53, 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

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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Key characteristics

Sharpe Ratio

CLH:

0.20

EVX:

1.00

Sortino Ratio

CLH:

0.47

EVX:

1.37

Omega Ratio

CLH:

1.06

EVX:

1.18

Calmar Ratio

CLH:

0.18

EVX:

1.09

Martin Ratio

CLH:

0.46

EVX:

3.60

Ulcer Index

CLH:

12.37%

EVX:

4.52%

Daily Std Dev

CLH:

29.31%

EVX:

17.67%

Max Drawdown

CLH:

-95.54%

EVX:

-55.91%

Current Drawdown

CLH:

-13.90%

EVX:

-1.06%

Returns By Period

In the year-to-date period, CLH achieves a -1.46% return, which is significantly lower than EVX's 9.35% return. Over the past 10 years, CLH has outperformed EVX with an annualized return of 14.92%, while EVX has yielded a comparatively lower 13.20% annualized return.


CLH

YTD

-1.46%

1M

4.33%

6M

-12.80%

1Y

4.71%

3Y*

34.41%

5Y*

30.73%

10Y*

14.92%

EVX

YTD

9.35%

1M

5.19%

6M

-0.03%

1Y

15.70%

3Y*

11.82%

5Y*

17.23%

10Y*

13.20%

*Annualized

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Clean Harbors, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CLH vs. EVX — 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 5555
Overall Rank
The Sharpe Ratio Rank of CLH is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of CLH is 5050
Sortino Ratio Rank
The Omega Ratio Rank of CLH is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CLH is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CLH is 5757
Martin Ratio Rank

EVX
The Risk-Adjusted Performance Rank of EVX is 7676
Overall Rank
The Sharpe Ratio Rank of EVX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of EVX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of EVX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of EVX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of EVX is 7575
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. EVX - Risk-Adjusted Performance 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.


The current CLH Sharpe Ratio is 0.20, which is lower than the EVX Sharpe Ratio of 1.00. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 0.42%.


TTM20242023202220212020201920182017201620152014
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
0.42%0.46%0.95%0.41%0.24%0.33%0.44%0.38%0.89%0.70%1.16%1.58%

Drawdowns

CLH vs. EVX - Drawdown Comparison

The maximum CLH drawdown since its inception was -95.54%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CLH vs. EVX - Volatility Comparison

Clean Harbors, Inc. (CLH) has a higher volatility of 4.81% compared to VanEck Vectors Environmental Services ETF (EVX) at 4.05%. 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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