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

Correlation

The correlation between CLH and GFL is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

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%December2025FebruaryMarchAprilMay
221.62%
203.37%
CLH
GFL

Key characteristics

Sharpe Ratio

CLH:

0.57

GFL:

1.94

Sortino Ratio

CLH:

0.99

GFL:

2.81

Omega Ratio

CLH:

1.13

GFL:

1.37

Calmar Ratio

CLH:

0.56

GFL:

2.20

Martin Ratio

CLH:

1.46

GFL:

12.29

Ulcer Index

CLH:

11.80%

GFL:

4.73%

Daily Std Dev

CLH:

29.41%

GFL:

29.99%

Max Drawdown

CLH:

-95.54%

GFL:

-42.59%

Current Drawdown

CLH:

-15.67%

GFL:

0.00%

Fundamentals

Market Cap

CLH:

$11.53B

GFL:

$18.48B

EPS

CLH:

$7.42

GFL:

-$1.52

PS Ratio

CLH:

2.00

GFL:

2.31

PB Ratio

CLH:

4.63

GFL:

3.14

Total Revenue (TTM)

CLH:

$5.95B

GFL:

$7.62B

Gross Profit (TTM)

CLH:

$1.72B

GFL:

$1.48B

EBITDA (TTM)

CLH:

$1.10B

GFL:

$1.14B

Returns By Period

In the year-to-date period, CLH achieves a -3.49% return, which is significantly lower than GFL's 13.23% return.


CLH

YTD

-3.49%

1M

17.33%

6M

-4.67%

1Y

7.12%

5Y*

34.64%

10Y*

15.30%

GFL

YTD

13.23%

1M

12.71%

6M

21.29%

1Y

53.96%

5Y*

24.58%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CLH vs. GFL — 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 6868
Overall Rank
The Sharpe Ratio Rank of CLH is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CLH is 6464
Sortino Ratio Rank
The Omega Ratio Rank of CLH is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CLH is 7373
Calmar Ratio Rank
The Martin Ratio Rank of CLH is 6868
Martin Ratio Rank

GFL
The Risk-Adjusted Performance Rank of GFL is 9494
Overall Rank
The Sharpe Ratio Rank of GFL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of GFL is 9393
Sortino Ratio Rank
The Omega Ratio Rank of GFL is 9191
Omega Ratio Rank
The Calmar Ratio Rank of GFL is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GFL is 9696
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. 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.


The chart of Sharpe ratio for CLH, currently valued at 0.57, compared to the broader market-2.00-1.000.001.002.003.00
CLH: 0.57
GFL: 1.94
The chart of Sortino ratio for CLH, currently valued at 0.99, compared to the broader market-6.00-4.00-2.000.002.004.00
CLH: 0.99
GFL: 2.81
The chart of Omega ratio for CLH, currently valued at 1.13, compared to the broader market0.501.001.502.00
CLH: 1.13
GFL: 1.37
The chart of Calmar ratio for CLH, currently valued at 0.56, compared to the broader market0.001.002.003.004.005.00
CLH: 0.56
GFL: 2.20
The chart of Martin ratio for CLH, currently valued at 1.46, compared to the broader market-10.000.0010.0020.00
CLH: 1.46
GFL: 12.29

The current CLH Sharpe Ratio is 0.57, which is lower than the GFL Sharpe Ratio of 1.94. 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.57
1.94
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 0.11%.


TTM20242023202220212020
CLH
Clean Harbors, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
GFL
GFL Environmental Inc.
0.11%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.67%
0
CLH
GFL

Volatility

CLH vs. GFL - Volatility Comparison

The current volatility for Clean Harbors, Inc. (CLH) is 12.29%, while GFL Environmental Inc. (GFL) has a volatility of 14.05%. This indicates that CLH experiences smaller price fluctuations and is considered to be less risky 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%December2025FebruaryMarchAprilMay
12.29%
14.05%
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


800.00M1.00B1.20B1.40B1.60B1.80B2.00B20212022202320242025
1.43B
1.56B
(CLH) Total Revenue
(GFL) Total Revenue
Values in USD except per share items