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

Key characteristics


CLHGFL
YTD Return17.79%-3.02%
1Y Return49.48%-8.61%
3Y Return (Ann)32.01%0.84%
Sharpe Ratio1.58-0.34
Daily Std Dev25.77%26.63%
Max Drawdown-95.54%-42.59%
Current Drawdown0.00%-19.62%

Fundamentals


CLHGFL
Market Cap$10.60B$12.07B
EPS$6.95-$0.10
PE Ratio27.91347.30
Revenue (TTM)$5.41B$7.52B
Gross Profit (TTM)$1.62B$823.40M
EBITDA (TTM)$978.20M$1.80B

Correlation

-0.50.00.51.00.4

The correlation between CLH and GFL is 0.43, 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. GFL - Performance Comparison

In the year-to-date period, CLH achieves a 17.79% return, which is significantly higher than GFL's -3.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%180.00%200.00%December2024FebruaryMarchAprilMay
197.64%
101.01%
CLH
GFL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Clean Harbors, Inc.

GFL Environmental Inc.

Risk-Adjusted Performance

CLH vs. GFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clean Harbors, Inc. (CLH) and GFL Environmental Inc. (GFL). 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.


CLH
Sharpe ratio
The chart of Sharpe ratio for CLH, currently valued at 1.58, compared to the broader market-2.00-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for CLH, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for CLH, currently valued at 1.28, compared to the broader market0.501.001.501.28
Calmar ratio
The chart of Calmar ratio for CLH, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Martin ratio
The chart of Martin ratio for CLH, currently valued at 7.57, compared to the broader market-10.000.0010.0020.0030.007.57
GFL
Sharpe ratio
The chart of Sharpe ratio for GFL, currently valued at -0.34, compared to the broader market-2.00-1.000.001.002.003.004.00-0.34
Sortino ratio
The chart of Sortino ratio for GFL, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.006.00-0.33
Omega ratio
The chart of Omega ratio for GFL, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for GFL, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26
Martin ratio
The chart of Martin ratio for GFL, currently valued at -0.61, compared to the broader market-10.000.0010.0020.0030.00-0.61

CLH vs. GFL - Sharpe Ratio Comparison

The current CLH Sharpe Ratio is 1.58, which is higher than the GFL Sharpe Ratio of -0.34. The chart below compares the 12-month rolling Sharpe Ratio of CLH and GFL.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
1.58
-0.34
CLH
GFL

Dividends

CLH vs. GFL - Dividend Comparison

CLH has not paid dividends to shareholders, while GFL's dividend yield for the trailing twelve months is around 0.16%.


TTM2023202220212020
CLH
Clean Harbors, Inc.
0.00%0.00%0.00%0.00%0.00%
GFL
GFL Environmental Inc.
0.16%0.15%0.50%0.11%0.10%

Drawdowns

CLH vs. GFL - Drawdown Comparison

The maximum CLH drawdown since its inception was -95.54%, which is greater than GFL's maximum drawdown of -42.59%. Use the drawdown chart below to compare losses from any high point for CLH and GFL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay0
-19.62%
CLH
GFL

Volatility

CLH vs. GFL - Volatility Comparison

Clean Harbors, Inc. (CLH) has a higher volatility of 9.24% compared to GFL Environmental Inc. (GFL) at 8.22%. This indicates that CLH's price experiences larger fluctuations and is considered to be riskier than GFL 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%December2024FebruaryMarchAprilMay
9.24%
8.22%
CLH
GFL

Financials

CLH vs. GFL - Financials Comparison

This section allows you to compare key financial metrics between Clean Harbors, Inc. and GFL Environmental 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