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

Correlation

The correlation between CLH and GFL is 0.42, 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.


-0.50.00.51.00.4

Performance

CLH vs. GFL - Performance Comparison

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

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
238.26%
171.18%
CLH
GFL

Key characteristics

Sharpe Ratio

CLH:

1.12

GFL:

1.34

Sortino Ratio

CLH:

1.62

GFL:

2.10

Omega Ratio

CLH:

1.22

GFL:

1.25

Calmar Ratio

CLH:

2.56

GFL:

1.41

Martin Ratio

CLH:

8.44

GFL:

5.85

Ulcer Index

CLH:

3.70%

GFL:

6.36%

Daily Std Dev

CLH:

27.72%

GFL:

27.67%

Max Drawdown

CLH:

-95.54%

GFL:

-42.59%

Current Drawdown

CLH:

-11.31%

GFL:

-4.29%

Fundamentals

Market Cap

CLH:

$12.91B

GFL:

$17.53B

EPS

CLH:

$7.67

GFL:

-$1.26

Total Revenue (TTM)

CLH:

$5.80B

GFL:

$7.76B

Gross Profit (TTM)

CLH:

$1.61B

GFL:

$1.40B

EBITDA (TTM)

CLH:

$1.11B

GFL:

$1.48B

Returns By Period

In the year-to-date period, CLH achieves a 33.86% return, which is significantly higher than GFL's 30.83% return.


CLH

YTD

33.86%

1M

-5.33%

6M

3.52%

1Y

32.06%

5Y*

22.19%

10Y*

16.81%

GFL

YTD

30.83%

1M

-1.12%

6M

18.40%

1Y

37.86%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for CLH, currently valued at 1.12, compared to the broader market-4.00-2.000.002.001.121.34
The chart of Sortino ratio for CLH, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.622.10
The chart of Omega ratio for CLH, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.25
The chart of Calmar ratio for CLH, currently valued at 2.56, compared to the broader market0.002.004.006.002.561.41
The chart of Martin ratio for CLH, currently valued at 8.44, compared to the broader market0.0010.0020.008.445.85
CLH
GFL

The current CLH Sharpe Ratio is 1.12, which is comparable to the GFL Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of CLH and GFL, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.12
1.34
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 0.12%.


TTM2023202220212020
CLH
Clean Harbors, Inc.
0.00%0.00%0.00%0.00%0.00%
GFL
GFL Environmental Inc.
0.12%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.31%
-4.29%
CLH
GFL

Volatility

CLH vs. GFL - Volatility Comparison

Clean Harbors, Inc. (CLH) has a higher volatility of 8.68% compared to GFL Environmental Inc. (GFL) at 5.34%. 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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.68%
5.34%
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
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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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